Managed Futures and Global Macro Strategies 2015

Impact on Institutional Portfolios
October 21, 2015
JW Marriott
110E 2nd St.
Austin, TX
Meg Bode
Special Advisor

Engage

in deep dive discussions among active institutional investors, CTAs, macro managers, investment consultants, fund of funds, academics, and economists to explore the benefits of managed futures and global macro strategies.

Discover

proven methodologies on how to weatherproof institutional portfolios and capture new sources of alpha.

Apply

valuable information on the latest asset allocation techniques for building diversified portfolios that will mitigate risk and boost performance.

ABOUT THE PROGRAM
PROGRAM AGENDA

Time Description
8:30–9:00 Breakfast & Welcoming Remarks
Meg Bode, Special Advisor, Skytop Strategies
9:00–9:45 A Fresh Look at the Evolving Investment Landscape
Presenter:

Lee Partridge, Chief Investment Officer, Salient Partners
9:45-10:45 The Returns of Macro Strategies & the Opportunity with the Current Market Regime
Moderator:

Remy Marino, Managing Director, Head of Alternative Investment Americas, Deutsche Asset & Wealth Management
Panelists:
John Apperson, Chief Operating Officer, Greenwave Capital Management
Cyril Beriot, Managing Director, Head of Managed Accounts, H2O AM LLP
Lars Ericsson, Deputy Chief Executive Officer, IPM Informed Portfolio Management
Sanjiv Kumar, Principal, Fort LP
10:45–11:00 Refreshment Break
11:00-12:00 Weatherproofing Portfolios with Global Macro & Managed Futures
Moderator:

Alkesh Gianchandani, Director, Deutsche Asset & Wealth Management
Panelists:
Brian Anderson, Chief Risk Officer, COO, & CCO, Galapagos Partners, L.P.
Ryan Beach, Manager Research Director, USAA
Ajay Dravid, Chief Investment Officer, Equinox Institutional Asset Management
John McCallon, President, Elm Asset Management
Joe. S. Wade, Chief Investment Officer, Meritage Capital, LLC
12:00–12:45 Networking Luncheon
12:45-1:30 Risk Factor Based Portfolio Construction: The New Normal
Moderator:
Tarik H. Dalton, Director of Multi-Strategy, Investment Management Division, North Carolina Department of the Treasurer
Panelists:
Katherine Molnar, CFA, Senior Investment Officer, Fairfax County Retirement Systems
Michael J. Tari, Ph.D., Director, Head of Risk Factor Portfolio Management, Liquid Alternatives, Alternatives & Fund Solutions, Deutsche Asset & Wealth Management
1:30-2:30 An Academic Look at Return Drivers, Dispersion & the Benefits of Multi-Manager Portfolios
Moderator:

Ela Karahasanoglu, CFA, CAIA, Vice President, Institutional–Currency & Asset Allocation, CIBC Asset Management Inc.
Panelists:
Salem Abraham, President, Abraham Trading Company
Richard Durand, PhD, Director, Investment Strategies, Campbell & Company
Alex Greyserman, PhD, Chief Scientist, ISAM
Roy Niederhoffer, President, R.G. Niederhoffer Capital Management, Inc.
Robert Sinnott, Senior Research Scientist, Portfolio Manager, AlphaSimplex Group LLC
2:30-2:45 Refreshment Break
2:45-3:45 Understanding Managed Futures and Macro Strategies: In What New Ways are Institutional Investors Accessing the Desired Exposure?
Moderator:

Ernest Jaffarian, Chief Executive Officer & Chief Investment Officer, Efficient Capital Management, LLC
Panelists:
Brennan Basnicki, CFA, CMT, Senior Analyst – Absolute Return, Teachers’ Retirement System of the State of Illinois
Tarik H. Dalton, Director of Multi-Strategy, Investment Management Division, North Carolina Department of the Treasurer
Lionel Erdely, Head and Chief Investment Officer, Hedge Funds, Investcorp Investment Advisors
Chris Solarz, Managing Director, Cliffwater LLC
Steven Wilson, Investment Manager, Teacher Retirement System of Texas
3:45-4:30 Fireside Chat: Industry Innovators Discuss Creative Delivery Mechanisms and Bespoke Products
Led by:
Ed Egilinsky, Managing Director, Head of Alternative Investments, Direxion Investments
Tim Pickering, Founder and Chief Investment Officer, Auspice Capital Advisors
4:30-5:00 Closing Presentation
Presenter:
Marko Papic, Chief Strategist, Geopolitical Strategy, BCA Research
5:00-6:00 Networking Reception

SESSION LEADERS
  1. Salem Abraham
    President
    Abraham Trading Company
    Canadian, TX
  2. Brian Anderson
    Chief Risk Officer, COO, & CCO
    Galapagos Partners, L.P.
    Houston, TX
  3. John Apperson
    Chief Operating Officer
    Greenwave Capital Management
    Austin, TX
  4. Brennan Basnicki, CFA, CMT,
    Senior Analyst – Absolute Return,
    Teachers’ Retirement System of the State of Illinois
    Springfield, IL
  5. Ryan Beach
    Manager Research Director
    USAA
    San Antonio, Texas
  6. Cyril Beriot
    Managing Director,
    Head of Managed Accounts
    H2O AM LLP
    London, UK
  7. Tarik H. Dalton
    Director of Multi-Strategy
    Investment Management Division
    North Carolina Department of the Treasurer
    Raleigh, NC
  8. Ajay Dravid
    Chief Investment Officer
    Equinox Institutional Asset Management
    Princeton, NJ
  9. Richard Durand, PhD
    Director, Investment Strategies
    Campbell & Company
    Baltimore, MD
  10. Ed Egilinsky
    Managing Director, Head of Alternative Investments
    Direxion Investments
    New York, NY
  11. Lionel Erdely
    Head & Chief Investment Officer, Hedge Funds
    Investcorp Investment Advisors
    New York, NY
  12. Lars Ericsson
    Deputy Chief Executive Officer
    IPM Informed Portfolio Management
    Stockholm, Sweden
  13. Alkesh Gianchandani
    Director
    Deutsche Asset & Wealth Management
    New York, NY
  14. Alex Greyserman PhD,
    Chief Scientist
    ISAM
    New York, NY
  15. Ernest Jaffarian
    Chief Executive Officer & Chief Investment Officer
    Efficient Capital Management, LLC
    Warrenville, IL
  1. Ela Karahasanoglu, CFA, CAIA
    Vice President, Institutional –
    Currency and Asset Allocation
    CIBC Asset Management Inc.
    Toronto, Ontario
  2. Sanjiv Kumar
    Principal
    Fort LP
    Chevy Chase, MD
  3. Remy Marino
    Managing Director
    Head of Alternative Investment Americas
    Deutsche Asset & Wealth Management
    New York, NY
  4. John McCallon
    President
    Elm Asset Management
    Denton, TX
  5. Katherine Molnar, CFA
    Senior Investment Officer
    Fairfax County Retirement Systems
    Fairfax, VA
  6. Roy G. Niederhoffer
    President
    R. G. Niederhoffer Capital Management, Inc.
    New York, NY
  7. Marko Papic
    Chief Strategist, Geopolitical Strategy
    BCA Research
    Montreal, Quebec
  8. Lee Partridge
    Chief Investment Officer
    Salient Partners
    Houston, TX
  9. Tim Pickering
    Founder
    Chief Investment Officer
    Auspice Capital Advisors
    Calgary,AB
  10. Robert Sinnott
    Senior Research Scientist
    Portfolio Manager
    AlphaSimplex Group LLC
    Cambridge, MA
  11. Chris Solarz
    Managing Director
    Cliffwater LLC
    New York, NY
  12. Michael J. Tari, Ph.D.
    Director, Head of Risk Factor Portfolio Management, Liquid Alternatives, Alternatives & Fund Solutions
    Deutsche Asset & Wealth Management
    Jacksonville, FL
  13. Joe S. Wade
    Chief Investment Officer
    Meritage Capital, LLC
    Austin, TX
  14. Steven Wilson
    Investment Manager
    Teacher Retirement System of Texas
    Austin, TX

DELEGATES
  1. Salem Abraham
    President
    Abraham Trading Company
    Canadian, TX
  2. Brian Anderson
    Chief Risk Officer, COO, & CCO
    Galapagos Partners L.P.
    Houston, TX
  3. Paul C. Anderson
    Senior Vice President, U.S. Institutional Services
    Natixis Global Asset Management
    Boston, Massachusetts
  4. Saurav Aneja
    Assistant Vice President
    Global Client Group – Alternatives
    Deutsche Asset & Wealth Management
    New York, NY
  5. John Apperson
    Chief Operating Officer
    Greenwave Capital Management
    Austin, TX
  6. Brennan Basnicki, CFA, CMT,
    Senior Analyst – Absolute Return,
    Teachers’ Retirement System of the State of Illinois
    Springfield, IL
  7. Ryan Beach
    Manager Research Director
    USAA
    San Antonio, Texas
  8. Cyril Beriot
    Managing Director
    Head of Managed Accounts
    H2O AM LLP
    London, UK
  9. James Bode
    Senior Vice President, Alternative Investments
    Bank of Oklahoma
    Tulsa, OK
  10. Michael Boss
    Director – Capital Introductions
    Societe Generale
    Chicago, IL
  11. Ron Breitigam
    Managing Director
    Lake Austin Advisors
    Austin, TX
  12. Jason Browning
    Portfolio Consultant
    Natixis Global Asset Management
    Boston, MA
  13. Keith A. Byers
    Managing Director, Business Development
    Aventis Asset Management, LLC
    Buffalo Grove, IL
  14. Satitpong Chantarajirawong
    Investment Analyst
    Employees Retirement System of Texas
    Austin, TX
  15. Rob Chisholm
    Senior Portfolio Manager
    Center Coast Capital Advisor, LP
    Houston, TX
  16. Carlos Chujoy
    Head of Risk Management
    Employees Retirement System of Texas
    Austin, TX
  17. Michelle Connell, CFA
    Institutional Consultant
    Castle Hill Advisors, LLC
    Austin, TX
  18. Steven Curran
    Business Development
    BCA Research Inc.
    Montreal, Canada
  19. Tarik H. Dalton
    Director of Multi-Strategy
    Investment Management Division
    North Carolina Department of the Treasurer
    Raleigh, NC
  20. Shea Davis
    Director, Alternative Fund Services
    Burgher Haggard
    Dallas, TX
  21. Jorge A. de Lafuente
    Director, Operational Due Diligence
    Texas Treasury Safekeeping Trust Company
    Austin, TX
  22. Nicholas Delf
    Managing Director
    KPG Capital Partners LLC
    Park City, UT
  23. Amer Delic
    Associate
    Meritage Capital, LLC
    Austin, TX
  24. Edward Den Dooven
    Managing Director
    Lynx Asset Management
    New York, NY
  25. Ajay Dravid
    Chief Investment Officer
    Equinox Institutional Asset Management
    Princeton, NJ
  26. Richard Durand
    Director, Investment Strategies
    Campbell & Company
    Baltimore, MD
  27. Mike Durkin
    Director of Trading
    O’Brien International Family Office, LLC
    Skokie, IL
  28. Patrick T. Egan
    Executive Director
    Morgan Stanley Investment Management
    New York, NY
  29. Ed Egilinsky
    Managing Director, Head of Alternative Investments
    Direxion Investments
    New York, NY
  30. Gale Eisner
    Director – Institutional Sales
    Equinox Funds
    Princeton, NJ
  31. Nigel Ekern
    Managing Director
    Eclipse Capital Management
    Rowayton, CT
  32. Lionel Erdely
    Head & Chief Investment Officer, Hedge Funds
    Investcorp Investment Advisors
    New York, NY
  33. Lars Ericsson
    Deputy Chief Executive Officer
    IPM Informed Portfolio Management
    Stockholm, Sweden
  34. Gregor Etzweiler CFA
    Head of Investor Relations &
    Business Development
    Potomac River Capital, LLC
    Washington, D.C.
  35. Michelle Ewart
    Managing Director
    Meritage Capital, LLC
    Austin, TX
  36. Lisa Ferrero
    Managing Director, Investor Relations
    R.G. Niederhoffer Capital Management
    New York, NY
  37. Gregory A. Fomin, JD
    Chief Operating Officer
    Warrington Asset Management
    Dallas, TX
  38. Audrey Gale
    Principal
    Eckhardt Trading Company
    Chicago, IL
  39. Alkesh Gianchandani
    Director
    Deutsche Asset & Wealth Management
    New York, NY
  40. Trey Graham
    Investment Analyst
    Waterloo Capital
    Austin, TX
  41. Ryan Green
    Associate Director
    LGT Capital Partners
    New York, NY
  42. Alex Greyserman PhD,
    Chief Scientist,
    ISAM
    New York, NY
  43. Joel Handy
    Director of Client Relations
    Efficient Capital Management, LLC
    Warrenville, IL
  44. Joel Hinkhouse
    Senior Investment Manager
    Teacher Retirement System of Texas
    Austin, TX
  45. Kurt Holmes
    Vice President, Alternative Investments
    Bank of Oklahoma
    Tulsa, OK
  46. Kristin Hovencamp
    Director, Institutional Sales
    GAM USA Inc
    New York, NY
  47. Neal Howe
    Director of Investor Solutions
    Welton Investment Partners
    New York, NY
  48. Nathanael Hudson
    Managing Member
    1209 Capital
    San Antonio, TX
  49. Steve Hwang
    COO and Head of Marketing
    Aventis Asset Management, LLC
    Buffalo Grove, IL
  50. Raj Idnani
    Principal
    Blueprint Capital Management LLC
    Austin, TX
  51. JaDeane F. Ing
    Managing Director
    CCTrack Solutions LLC
    New York, NY
  52. Ernest Jaffarian
    Chief Executive Officer & Chief Investment Officer
    Efficient Capital Management, LLC
    Warrenville, IL
  53. Grant Jaffarian
    President and Chief Investment Officer
    AlphaTerra, LLC
    Los Angeles, CA
  54. Jared Jameson
    Vice President and Chief Investment Officer
    WJ Interests, LLC
    Sugar Land, TX
  55. Christian Johnson
    Global Head of Strategic Business Development
    Warrington Asset Management
    Dallas, TX
  56. Shaun Jordan
    Director of Marketing
    Abraham Trading Company
    Austin, TX
  57. Brian Julian
    Director
    Blueprint Capital
    Austin, TX
  58. Ela Karahasanoglu, CFA, CAIA
    Vice President, Institutional –
    Currency and Asset Allocation
    CIBC Asset Management Inc.
    Toronto, Ontario
  59. Sharmila Kassam
    Deputy Chief Investment Officer
    Employees Retirement System of Texas
    Austin, TX
  60. Anne Kelly-Banks
    Director, Metals Client Facilitation
    Societe Generale
    New York, NY
  61. Chris Kemp
    Marketing Associate
    Abraham Trading Company
    Austin, TX
  62. Lawrence Kissko
    Client Portfolio Manager
    Man AHL
    New York, NY
  63. Stephen Klawitter
    Director, Sales & Business Development
    SRB Capital Management
    Chicago, IL
  1. Nigol Koulajian
    Founder & CIO
    Quest Partners LLC
    New York, NY
  2. Bill Krivicich, CFA
    Chief Investment Officer
    Gary Goldberg Financial Services
    Suffern, NY
  3. Sanjiv Kumar
    Principal
    Fort LP
    Chevy Chase, MD
  4. Panayiotis Lambropoulos
    Portfolio Manager
    Employees Retirement System of Texas
    Austin, TX
  5. Marc L. Leavitt, CAIA
    Director, Absolute Return Strategies
    Texas Municipal Retirement System
    Austin, TX
  6. Adam Levine
    Risk Strategist
    Texas Treasury Safekeeping Trust Company
    Austin, TX
  7. Tina Lewandowski
    Director of Marketing
    Arthur Bell CPAs
    Hunt Valley, MD
  8. Matt Lindholm
    Vice President, Investment Management
    CAZ Investments
    Houston, TX
  9. Rob Lingle
    Senior Managing Director
    Hedgeharbor
    Newport Beach, CA
  10. Laura Lu
    Director, Business Development
    IPM Informed Portfolio Management
    Stockholm, Sweden
  11. Alistair Macnaughton
    Chief Legal Officer
    Mulvaney Capital Management Ltd
    London, UK
  12. Nick Maffeo
    Investment Analyst, Hedge Funds
    Employees Retirement System of Texas
    Austin, TX
  13. Alan Marantz
    Managing Director
    Fort LP
    New York, NY
  14. Remy Marino
    Managing Director
    Head of Alternative Investment Americas
    Deutsche Asset & Wealth Management
    New York, NY
  15. Peter J. Martin
    Director of Client Portfolio Management
    Alpha Simplex Group
    Cambridge, Massachusetts
  16. Ian McAbeer
    Partner
    Blackhaw Wealth Management, LLC
    Austin, TX
  17. John McCallon
    President
    Elm Asset Management
    Denton, TX
  18. Rosa McCormick
    President
    Key Light Capital
    Austin, TX
  19. Steven J. Menna
    Partner, National Hedge Fund Leader
    KPMG LLP
    Dallas, TX
  20. Chip Miller
    Institutional Sales & Trading
    CONVERGEX
    Dallas, TX
  21. Katherine Molnar, CFA
    Senior Investment Officer
    Fairfax County Retirement Systems
    Fairfax, VA
  22. Michael L. Murphy, CFA
    Chief Investment Officer
    Highwood Capital LLC
    Locust Valley, NY
  23. Dale M. Neibert
    Portfolio Manager, Alternatives
    FSI (Financial Solutions, Inc)
    Austin, TX
  24. Roy G. Niederhoffer
    President
    R. G. Niederhoffer Capital Management, Inc.
    New York, NY
  25. Marko Papic
    Chief Strategist, Geopolitical Strategy
    BCA Research
    Montreal, Quebec
  26. Lee Partridge
    Chief Investment Officer
    Salient Partners
    Houston, TX
  27. Harold E. Peterson
    Chair of the Investment Committee
    Austin Community Foundation
    Austin, TX
  28. Tim Pickering
    Founder
    Chief Investment Officer
    Auspice Capital Advisors
    Calgary, AB
  29. Adam Price
    Director & Product Specialist
    Meritage Capital, LLC
    Austin, TX
  30. Mikhael Rawls
    Senior Investment Analyst
    Teacher Retirement System of Texas
    Austin, TX
  31. Norma Richmond
    Manager of Audit, Assurance and Advisory
    Arthur Bell CPAs
    Hunt Valley, MD
  32. Daniel Rizzuto
    Managing Director, Capital Introductions
    Societe Generale
    New York, NY
  33. Xavier Ross
    Vice President, ICG-Listed Derivatives Corporate Banking & Securities
    Deutsche Bank
    Jacksonville, FL
  34. Rick Rusin
    Chief Operating Officer
    AlphaTerra, LLC
    Los Angeles, CA
  35. John Ryan
    Managing Principal
    Spring Valley Asset Management
    Morristown, NJ
  36. Andy Schneider
    Vice President, Institutional Business Development
    Campbell & Company
    Baltimore, MD
  37. Dustin Schneider
    President
    Yellowstone Capital
    Austin, TX
  38. David Seidman
    Vice President, Client Solutions
    MKP Capital Management, L.L.C.
    New York, NY
  39. Joy Seth
    Investment Analyst
    Employees Retirement System of Texas
    Austin, TX
  40. Ruchit Shah
    Portfolio Manager, Alternative Fixed Income & Private Credit
    Texas Treasury Safekeeping Trust Company
    Austin, TX
  41. Tushar Shah, CFA
    Partner
    Blackhaw Wealth Management, LLC
    Austin, TX
  42. Samir Sheldenkar
    Investment Partner
    Harmonic Capital
    London, England
  43. Anna Shlimak
    Director of Investor Relations
    Quest Partners LLC
    New York, NY
  44. Komson Silapachai
    Investment Manager
    Teacher Retirement System of Texas
    Austin, TX
  45. Don Simoneaux
    Chief Investment Officer
    Waterloo Capital
    Austin, TX
  46. Robert Sinnott
    Senior Research Scientist
    Portfolio Manager
    AlphaSimplex Group LLC
    Cambridge, MA
  47. Alastair Smith
    Partner
    Harmonic Capital
    London, England
  48. Arvin Soh
    Portfolio Manager, AIS Trading
    GAM USA Inc
    New York, NY
  49. Chris Solarz
    Managing Director
    Cliffwater LLC
    New York, NY
  50. Rod Stevenson
    Principal
    Captive Architects
    Austin, TX
  51. Michael J. Tari, Ph.D.
    Director, Head of Risk Factor Portfolio Management, Liquid Alternatives, Alternatives & Fund Solutions
    Deutsche Asset & Wealth Management
    Jacksonville, FL
  52. Yu Tang
    Investment Analyst
    Employees Retirement System of Texas
    Austin, TX
  53. Bill Taylor
    Director, Co-Global Head of Metals
    Societe Generale CIB
    New York, NY
  54. Andrew Thinnes
    Head of Sales, North America
    ISAM
    New York, NY
  55. Chad Turner
    Senior Investment Analyst
    Texas Treasury Safekeeping Trust Company
    Austin, TX
  56. Thomas Villalta
    Director of Investment Research
    Covenant Multifamily Offices
    San Antonio, TX
  57. Joe S. Wade
    Chief Investment Officer
    Meritage Capital, LLC
    Austin, TX
  58. Kim Waldman
    Director of Business Development
    Arthur Bell CPAs
    Hunt Valley, MD
  59. Coen Weddepohl
    Chief Strategy Officer
    R.G. Niederhoffer Capital Management
    New York, NY
  60. Steven Wilson
    Investment Manager
    Teacher Retirement System of Texas
    Austin, TX
  61. Scott Woods
    Partner, DFW Hedge Tax Leader
    KPMG LLP
    Dallas, TX
  62. Aksel Yavalar, CFA
    Vice President
    Global Client Group – Alternatives
    Deutsche Asset & Wealth Management
    New York, NY
  63. Jennifer L. Ziehe, CFA, CAIA
    Senior Director, Client Development & Sales
    CME Group
    New York, NY

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