Wednesday, October 25
6:00 – 7:30 PM
Thursday, October 26
Brett Ryan, Director, Senior U.S. Economist, Deutsche Bank
New Frontier of Quant Returns: Machine Learning, Statistical Learning, Deep Learning, Social Physics
Remy Marino, Managing Director, Global Investment Solutions, Deutsche Bank
Adil Abdulali, President and Chief Science Officer, Protégé Partners
Yaniv Altshuler, PhD, Co-Founder and CTO, Endor Software Ltd.
Barry Goodman, Co-CEO, Millburn Ridgefield
Edward Tricker, PhD, Managing Director, Head of Research & Development, Graham Capital Management
Constructing Crisis Risk Offset Portfolios Using Trend, Risk-Premia and Tail-Risk Hedging Strategies
Siddhartha Sinha, Co-head, Equity Structuring Group, Americas, Deutsche Bank
Colin Bebee, CFA, Senior Vice President, Pension Consulting Alliance, LLC
Nathanaël Benzaken, Chief Executive Officer, Lyxor Asset Management, Inc.
Yonathan Epelbaum, Phd, Global Head of Volatility Strategies, Global Investment Solutions, Deutsche Bank
Tipping Point: Demystifying the Momentum Return Premia
Jackie Rosner, CFA, CAIA, Managing Director, Portfolio Manager, PAAMCO Prisma/Prisma Capital Partners
Salem Abraham, President, Abraham Trading Company
Jean-Jacques Duhot, Founder and Chief Investment Officer, Arctic Blue Capital
Paul Mulvaney, Chief Executive Officer & Chief Investment Officer, Mulvaney Capital Management Ltd.
Life Outside of Trend-Following
Chad Martinson, Managing Director – Investments, Efficient Capital Management
Tim Frenzel, CFA, FRM, Portfolio Manager, Alternative Investments, Tecta Invest GmbH
Borut Miklavcic, Chief Investment Officer and Managing Partner, LindenGrove Capital
David Regan, CFA, CDDA, Director, Alternative Investments Consulting, Societe Generale Corporate and Investment Banking
Christopher Solarz, Managing Director, Cliffwater LLC
Return of Volatility, Rising Rates and FX Risk: Can Your Portfolio Afford It?
Saul Farber, Director, Hedge Funds, Asset Managers, CME Group
Nancy Davis, Managing Partner and Chief Investment Officer, Quadratic Capital Management LLC
Roy Niederhoffer, President, R. G. Niederhoffer Capital Management
Asif Noor, Portfolio Manager, Aspect Capital Limited
Realignment of Interests and the Evolution of Fee Structures
James McKenna, Managing Director, InfraHedge Limited
Lofton Holder, Partner, Pine Street Alternative Asset Management
Grant Jaffarian, Portfolio Manager, Crabel Capital Management LLC
Steven Wilson, Investment Manager, Teacher Retirement System of Texas
Investors Redefine Their Use of Hedge Funds
Luis Seco, PhD, President & Chief Executive Officer, Sigma Analysis & Management Ltd.
Lionel Erdely, Head and Chief Investment Officer, Alternative Investment Solutions, InvestCorp
Daniel Parker, Deputy Chief Investment Officer, Texas Tech University
Fabien Pavlowsky, Director, Head of U.S. Product Development, Lyxor Asset Management, Inc.
Edward Rzeszowski, Managing Director, Blackrock Inc.
Closing Networking Reception