Kathryn M. Kaminski
PhD CAIA. Author and specialist in systematic investing
Kathryn M. Kaminski, PhD CAIA is an author and specialist in systematic investing. She co-authored the book “Trend Following with Managed Futures: The Search for Crisis Alpha” published by Wiley Trading in 2014.
Kathryn held prior positions as director, investment strategies at Campbell and Company and senior investment analyst at RPM, a CTA fund of funds.
She also held the position of Deputy Managing Director of the Institute for Financial Research and affiliated faculty at the Stockholm School of Economics in the department of finance.
She has been a senior lecturer at MIT Sloan and visiting professor at the Swedish Royal Institute of Technology (KTH).
Her work has been published in a range of industry publications as well as academic journals.
In 2015, Kathryn was listed as one of the top 50 leading women in hedge funds.
Kathryn holds a BS in electrical engineering from MIT and a PhD in operations research from MIT Sloan.
TechnoQuant: The convergence of Technical Analysis and Quant Methods
There is a continued convergence between quantitative and technical approaches. Price momentum is a persistent market anomaly and approaches to capturing the value of trend following are now blurring the lines between technical and quantitative methods. This fusion has led to new insights and applications for investment professionals globally. Trend following is one of the most classic trading strategies and we will discuss new insights and experiences at the intersection of academia and investment practice.