An interview with Robert Sinnott, Portfolio Manager AlpaSimplex Group (ASG)
Managed futures strategies have historically demonstrated the ability to maintain diversifying characteristics when most needed, in a market crisis. In this interview with Robert Sinnott, a portfolio manager at AlphaSimplex Group, he discusses crisis alpha, diversifying factors, daily liquidity, and fees. But first, he explains why “the trend” has been his friend during the first few months of 2016.
2016’s market environment has been bumpy. How has your managed futures approach behaved?
We follow a trend-following strategy across global stocks, bonds, currencies, commodities. 2016, where the SP 500® has gone down more than 10%...
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