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"We are delighted that Katy has joined AlphaSimplex, and are confident our clients will benefit from her considerable knowledge in managed futures strategies," said Duncan Wilkinson, CEO of AlphaSimplex. "As a co-manager on the Managed Futures Strategy portfolio management team, Katy brings over a decade of hands-on investment experience and a strong research focus."

In the newly created position of chief research strategist, Dr. Kaminski will conduct research in support of AlphaSimplex products and will help educate investors on the use of alternatives in investment portfolios. She will report to Chief Investment Officer David Modest, Ph.D., and will work closely with Dr. Modest and other investment committee members, including Mr. Wilkinson and Deputy Chief Investment Officer Alexander Healy, Ph.D., and with the firm's portfolio management team, including Dr. Healy, Peter Lee, Robert Sinnott, Philippe Luedi, Ph.D., Robert Rickard, David Kuenzi, John Perry, Ph.D., and Derek Schug.

"I have long admired AlphaSimplex's accomplishments, investment philosophy and team, and look forward to applying my experience to help further the firm's growth and success," said Dr. Kaminski. "I am excited by the prospect of improving and expanding upon the delivery of superior investment solutions to clients, and helping to educate investors on the benefits of alternative investments."

Prior to MIT, Dr. Kaminski most recently served as director of investment strategies at Campbell and Company, a systematic, quantitative investment firm. Previously, she was deputy managing director at the Institute for Financial Research at the Stockholm School of Economics in Sweden. Before that, Dr. Kaminski was employed by RPM Risk & Portfolio Management AB in Stockholm, and was a senior lecturer in the Department of Finance at the MIT Sloan School of Management. She holds a B.S. degree in electrical engineering and a Ph.D. in operations research from MIT, and she was a doctoral student of Dr. Andrew Lo, AlphaSimplex's founder. Dr. Kaminski co-authored the book "Trend Following with Managed Futures: The Search for Crisis Alpha," for Wiley Trading in 2014. She is the author of numerous research papers and industry whitepapers as well as a contributory author to the CAIA and CFA Curriculum. In 2015, The Hedge Fund Journal featured her as one of the 50 Leading Women in Hedge Funds.

AlphaSimplex is an investment management firm that specializes in researching and analyzing market behaviors and risk. Using these insights, the firm develops liquid alternative strategies and portfolio solutions designed to bridge the gap between hedge funds and traditional investments. AlphaSimplex's investment philosophy is based on the Adaptive Markets Hypothesis, a theory of market behavior proposed by the firm's founder, Dr. Andrew W. Lo. AlphaSimplex, an affiliate of Natixis Investment Managers, manages over $7 billion in institutional and mutual fund assets. Natixis ranks among the world's largest asset management firms (€830.8 billion / $997.8 billion AUM).