Upcoming Events

Events 2017-09-20T17:42:41+00:00

Omni Hotel Austin Texas

Venue

OMNI Downtown Austin

Austin, Texas

Managed Futures & Global Macro Strategies: Risk Mitigation for Institutional Portfolios

October 25 – 26, 2017 – Omni Downtown Hotel Austin

Join us for substantive discussions between institutional investors, managed futures and global macro managers, and alternative investment solutions providers.

We’ll talk about the global economic landscape, taming portfolio risk with innovative strategic investment products, how to harness crisis alpha, machine learning and new technologies, momentum risk premia, non-trend strategies, rising rates, volatility, FX risk, alignment of interests, the evolution of fee structures, and how investors are redefining the role of hedge funds.

This program will highlight the latest innovations in managed futures and global macro strategies designed to provide vital portfolio diversification and fresh sources of alpha for institutional investors and their fiduciaries.

Wednesday, October 25

6:00 – 7:30 PM                  

Welcome Reception

Thursday, October 26

7:30-8:30             

Breakfast

8:30-9:15

Opening Presentation

Presenter:                          

Brett Ryan, Director, Senior U.S. Economist, Deutsche Bank                                                       

9:15-10:00                          

New Frontier of Quant Returns: Machine Learning, Statistical Learning, Deep Learning, Social Physics

Moderator:                       

Remy Marino, Managing Director, Global Investment Solutions, Deutsche Bank               

Panelists:                            

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

10:00-10:45                        

Constructing Crisis Risk Offset Portfolios Using Trend, Risk-Premia and Tail-Risk Hedging Strategies

Moderator:                       

Siddhartha Sinha, Co-head, Equity Structuring Group, Americas, Deutsche Bank

Panelists:

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                   

10:45-11:15 

Networking Break

11:15-12:00                        

Tipping Point:  Demystifying the Momentum Return Premia

Moderator:                       

Jackie Rosner, CFA, CAIA, Managing Director, Portfolio Manager, PAAMCO Prisma/Prisma Capital Partners

Panelists:                            

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.

12:00-12:45                        

Life Outside of Trend-Following

Moderator:

Chad Martinson, Managing Director – Investments, Efficient Capital Management

Panelists:                            

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                                                   

12:45-2:00                          

Networking Lunch

2:00-2:45                             

Return of Volatility, Rising Rates and FX Risk: Can Your Portfolio Afford It?

Moderator:                       

Saul Farber, Director, Hedge Funds, Asset Managers, CME Group

Panelists:                        

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

2:45-3:15

Networking Break

3:15-4:00                             

Realignment of Interests and the Evolution of Fee Structures

Moderator:                       

James McKenna, Managing Director, InfraHedge Limited

Panelists:                            

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

4:00-5:00                            

Investors Redefine Their Use of Hedge Funds

Moderator:                       

Luis Seco, PhD, President & Chief Executive Officer, Sigma Analysis & Management Ltd.

Panelists:                           

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.

4:45-6:30                             

Closing Networking Reception

 

DELEGATE RATE: $695 early bird rate 

Rates rise September 18, 2017

Qualified Institutional Investors: Complimentary

Register Now

Sponsoring this event

PLATINUM, GOLD, SILVER

DIAMOND, EMERALD, SAPPHIRE

NETWORKING RECEPTIONS & BREAKS

STRATEGIC PARTNERS

Boston

Venue

The Colonnade Boston

120 Huntington Avenue

Boston, Massachusetts

617.424.7000

Redefining Hedge Funds for Institutional Portfolios

June 2018 – The Colonnade Boston

Join us for dynamic discussions between institutional investors, hedge fund managers, and industry solutions providers.

This program will highlight how hedge funds are re-imagined to create meaningful alliances with institutional portfolios.

Talking Hedge brings together the brightest minds in alternative investing to spark a dialogue with institutional investors about strategies and innovations that help to protect and grow assets. Our events are designed specifically to give you time to talk and time to meet in a meaningful way.

Please check again in 2018

DELEGATE RATE:  $695 early bird rate

Qualified Institutional Investors: Complimentary