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Commodity Trading Risk Management Event

9/22/2017

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Chicago Chapter of QWAFAFEW Presents:
Commodity Trading Risk Management

Chicago QWAFAFEW and William Blair will host an early evening event featuring two perspectives on commodity trading risk management.

The speakers will be Hilary Till, Co-Founder of Premia Research LLC and Research Associate at the EDHEC-Risk Institute, and Mark Shore, Founder and Chief Research Officer of Shore Capital Research LLC

The event will be held at the new offices of William Blair in the William Blair Building at 150 North Riverside Plaza.

Topics:
Hilary Till’s talk is titled “Commodity Trading Strategies, Common Mistakes, and Catastrophic Blowups.” She will provide her current perspectives on the always dynamic and frequently opaque commodity markets, including (1) commodity trading strategies, (2) common mistakes, and (3) catastrophic blowups. The specific commodity trading strategies to be discussed are trend-following and calendar spreads. The common mistakes are (1) targeting returns rather than risk metrics, (2) establishing inappropriate trade sizing, and (3) failing to fully appreciate the psychological discipline required for trading. The presentation also includes case studies on the catastrophic derivatives blowups at Amaranth and MF Global.

Mark Shore’s talk is titled “Risk Management of a CTA, Looking Behind the Curtain.” Mark will discuss his experience as the former COO of VK Capital ($300 million AUM) responsible for the risk management and due diligence of the CTA's strategies.

Hilary Till is the Solich Scholar at the J.P. Morgan Center for Commodities (JPMCC), University of Colorado Denver Business School; and the Contributing Editor of the JPMCC’s Global Commodities Applied Research Digest. She is also a principal of Premia Research LLC, which designs custom investment indices that are calculated by S&P Dow Jones Indices. Prior to Premia, Hilary was the Chief of Derivatives Strategies at Putnam Investments, and a Quantitative Analyst at the Harvard Management Company. Her additional academic affiliations include her membership in the North American Advisory Board of the London School of Economics and Political Science and her position as a Research Associate at the EDHEC-Risk Institute in Nice, France. In Chicago, she is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets. Hilary was a founding member of the Chicago QWAFAFEW and served on its Steering Committee.

Mark Shore is an expert on alternative investments with more than 25 years of experience in the capital markets including his stints as COO of VK Capital, ($300 million AUM), a wholly-owned Morgan Stanley commodity trading advisor business unit, and as Head of Risk at Octane Research, ($1.1 billion AUM), a Swiss-based alternative investment firm. Mark is the Founder and Chief Research Officer of Shore Capital Research LLC. His research and market notes can be found here and Seeking Alpha and several other locations.

He publishes research, consults on alternative investments, conducts educational workshops and frequently speaks at investment conferences. He is also an Adjunct Professor at DePaul University where he teaches the only known accredited course on managed futures. Mark received his MBA from the University of Chicago and recently became a doctoral candidate. Mark is a current member of the Chicago QWAFAFEW Steering Committee.

​Date: October 4th, 2017
Time: Doors will open at 5:00 pm for conversation, light food and drinks. The event will start at 5:30 pm and officially end at 7:00 pm.
​Venue:  
William Blair in the William Blair Building at 150 North Riverside Plaza, Chicago, IL

For more information and registration click here

QWAFAFEW is an informal organization for discussions of quantitative investment topics. QWAFAFEW has active chapters in Chicago, Boston, Hartford, New York, Denver, Princeton, and San Francisco.
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NIBA Fall 2017 Chicago Conference

9/1/2017

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The NIBA Presents:
Annual NIBA Fall Chicago Conference 2017

“The Fall Chicago Conference is the largest of the association’s annual events. Industry leaders from all aspects of the business come together to discuss and educate on the most relevant topics for our membership. Registration is required and space will be limited.”

Established in 1991—the ​National Introducing Brokers Association (NIBA) was created to serve as an independent representative for Introducing Brokers. Today the NIBA known as the NIBA, and is one of the foremost, nationally recognized organizations providing representation and education for registered derivatives professionals including IBs, CTAs, CPOs, and APs.
​
The agenda of the conference includes:
-Opening Remarks from the NIBA
-Keynote Speaker – Jack Schwager
-Compliance Panel – When to Fight vs When to Settle an Enforcement Action
-State of the Industry Armchair Address
-Economic Update – Blu Putnam
-Cryptocurrency Trading Panel
-Fintech – Big Data and AI in the Futures Industry
-Quant Corner Breakout Session – Featuring Mathematical Finance Programs from the University of Chicago, Northwestern University, DePaul University and IIT
-NFA Rep Panel
-Weather Presentation – Megan Glaros
-Raffle Give Away (Bitcoin)
-Conference Wrap-up
 
Date: Thursday September 14th, 2017
Time: All day
Venue: CME Group Inc., 20 S. Wacker Drive, Chicago, IL 60606
 
Reception immediately following the event
For more information and registration click here

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    The postings on this site are not recommendations for trades and should not be perceived as such. Losses may occur from trading futures and options. Please talk to your financial advisor before trading futures or options. Past performance is no guarantee of future results.

    Proposals for consulting projects may be sent to [email protected]

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