AlphaSimplex Group’s Kathryn Kaminski says her firm closed out a more than two-year short bet against US bonds, with its model signaling that it’s starting to become a time to buy as the market emerges from its worst rout in decades.
“Trend signals have finally turned long,” Kaminski told Bloomberg Television in an interview Thursday. “I think this is an epic signal for the market because we have been short for nine quarters. This has been one of the longest shorts in trend following history, over the last twenty to forty years.”
