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