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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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NYC Managed Futures / Emerging Manager Forum 2017

3/9/2017

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CTAExpo LLC Presents:
CTA Expo / Emerging Manager Forum in NYC 2017

The New York event on April 27, 2017 is a combination of Emerging Manager Forum and CTA Expo. The Expo / Forum is a one day conference consisting of speakers and panels combined with extensive networking opportunities. Attendees can attend any of the presentations throughout the day or decide to talk and network with other industry professionals.

Topics include:
Presentation Of The CTA Expo / Emerging Manager Forum Lifetime Achievement Award
Recipient:
Emerging Manager Selection... An Investors Prospective
Alternative Shark Tank
Cyber Security... It's Effect On Investors, Managers And Global Markets
Opportunities Overseas For Emerging Managers And Emerging Manager Investors
Becoming An Industry Thought Leader... What Steps Do I Take
Financial Technology... The Future For Investors And Trades
Operational Issues And Client Services... What Investors Look For And What Managers Should Provide
 
Speakers Include:
Bucky Isaacson & Frank Pusateri (CTAExpo LLC)
Dermot Butler
Julie DeMatteo (Managing Partner, RJ Oasis)
Bobby Schwartz (Managing Partner, RCM Alternatives)
Michael Rose (Managing Partner, Rose Capital Advisors)
Marc Rosenberg (Founder, Quality Management Consultants)
Bruce Frumerman (Founder & CEO, Frumerman & Nemeth LLC.)
Michael Dubin (Senior Advisor, Silvercrest Asset Management)
Brett Horton (Consultant)
Ole Rollag (Managing Principal, Murano Systems)
Ronald Honka (Partner in Charge - Financial Services, Grassi & Co.)
Craig Holliday (Abbey Consulting)
Carlos Collazo (Principal Advisor, Cyber Intelligence & Business)
Stephen Klein (President, Abington)
Alex Lenhart (Director of US and Europe Sales, SGX)
Bob Swarup PhD (Principal, Camdor Global)
Lynette Lim ( CEO, Phillip Capital Inc.)
Tracy Williams (CEO, Olmstead Williams Communications)
Rumi Morales (Executive Director, CME Ventures)
Brad Janitz (Manager Futures Division, Midland IRA)
Keith Willis (Senior Manager, Trident Fund Services)
Rainford Knight PhD (Managing Partner, Florida Institute of Finance)
Mark Ruddy (Principal, Ruddy Law Office, LLC.)
John Hynes (CEO, HedgeFacts)
 
Date: Thursday April 27th, 2017
Time: 8am to 4:30pm
Venue: Stewart Hotel, 371 Seventh Ave (at 31st Street) New York City, NY
 
There will be a cocktail reception immediately following the event
 
For more information and registration click here
 
About CTA Expo:
The CTA Expo and Emerging Manager Forum conferences were started in 2008 to help Professional Investors, Allocators, Capital Raisers, Institutions, and RIA’s meet and identify new and emerging talent in the Hedge Fund, CTA, FX, and Alternative Management space to promote alternative investments. We now offer events in New York, Chicago, and Miami.

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NIBA 25th Anniversary Chicago Conference

8/17/2016

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NIBA (The Forum for Derivatives Professionals) Presents:

NIBA 25th Anniversary Chicago Conference

This One-day program for Derivatives Professionals will focus on business growth, and include the annual NFA IB and CTA Representatives Report to the Membership.

The annual NIBA Chicago conference is the pinnacle event of the year for our association. This year we come together not only for another great conference but also in celebration of our 25th anniversary. This year promises to be better than ever. Speakers range from industry professionals, TV personalities, subject matter experts, and regulators.

Members in attendance will be eligible to participate in this year's iPad Raffle. In addition, Exchange Analytics will be providing complimentary AML and Cybersecurity Training to attendees (limited supply).

There is no cost for NIBA Members to attend the forum which includes an Exhibit Hall, Lunch and a Networking Reception.
 
Topics Include
Compliance Panel
Managed Futures Panel
Compliance Debate
Lunch Speaker: CME Economist
CME GCC Presentation
NFA Rep Panel
FINTECH Panel 
Business Development Panel

Date: Wed Sept 14th
Time: 8am to 5pm
Venue: CME Group World Headquarters
 
Cocktail reception immediately following the event
 
For more information and registration click here
 
About the NIBA
Established in 1991- the National Introducing Brokers Association (NIBA) is one of the foremost, national recognized organizations representing professionals in the future and options industry. Our members include Introducing Brokers, Commodity Traders Advisors, Futures & Options Exchanges, Futures Commissions Merchants and resource providers to the industry.

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Correlation of the U.S. Dollar to Commodities

7/17/2016

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Summary
  • Commodities are often quoted in U.S. dollars, making commodities cheaper or more expensive to the rest of the world based on the direction of the dollar.
  • The 12-month and 36-month rolling correlations of $DXY to S&P GSCI note an increasing negative correlation.
  • Longer-term directional moves of the U.S. dollar may imply the general direction of commodities as a sector.
I recently spoke at an ETF conference about commodities. During the panel discussion I mentioned that commodities includes a lesser known 
READ MORE

Follow Mark Shore on Twitter, Facebook
 and Linkedin

Copyright ©2016 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops.www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results. There is risk of loss when investing in futures and options. Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.




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Seasonality of WTI Crude Oil Futures

7/10/2016

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Summary
  • WTI Crude Oil futures is currently priced around the 30-year average. This makes the market on par with the longer-term average of the front-month futures contract.
  • The 30-, 15- and five-year seasonality averages of WTI Crude Oil front-month futures show declines in the second half of the year.
  • The seasonality data offers evidence for crude oil to form a long-term bottom.
Earlier this year, crude oil bounced off its multi-year low, and many market participants are now  READ MORE

Follow Mark Shore on Twitter, Facebook and Linkedin

Copyright ©2016 Mark Shore. Contact Mark Shore for permission for republication at info@shorecapmgmt.com Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments and conducts educational workshops.www.shorecapmgmt.com 

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results. There is risk of loss when investing in futures and options. Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.

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Decoding the Myths of Managed Futures 2015 Webinar with Mark Shore

3/23/2016

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Mark Shore was invited by RJ OASIS to present this educational webinar in January 2016 on his paper "Decoding the Myths of Managed Futures 2015"

To read the full paper click here

Follow Mark Shore on Twitter, Facebook and Linkedin

Mark Shore has more than 25 years of experience in the futures markets and managed futures, publishes research, consults on alternative investments & conducts educational workshops.
www.shorecapmgmt.com email: info@shorecapmgmt.com

Mark Shore is also an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, where he teaches the only known accredited managed futures course in the country. He is also a Board Member of the Arditti Center for Risk Management at DePaul University.

Past performance is not necessarily indicative of future results. There is risk of loss when investing in futures and options. Futures and options can be a volatile and risky investment; only use appropriate risk capital; this investment is not for everyone. The opinions expressed are solely those of the author and are only for educational purposes. Please talk to your financial advisor before making any investment decisions.


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NIBA NYC Futures Industry 2016 Conference

3/17/2016

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NIBA Presents:
2016 NIBA New York Conference

Join fellow IBs, CTAs, CPOs, APs, regulatory officials and futures industry service providers including the exchanges, FCMs, legal, accounting, compliance, technology, marketing and more for an afternoon of learning, discussion, and networking. 

From the economy to compliance, the futures and commodities space is more complex than ever with new challenges and opportunities. Join your peers for the future industry's leading and only non-for-profit conference and participate in the conversation that effects how you do business. Stay informed and grow your business. 


Metals Update --
 James Steel, HSBC

Changing Ownership of Crude Futures Open Interest/Status of Barrel Ownership-- Albert Helmig, Grey House

Oil & Gas: All Stored Up with Nowhere to Go -- 
Brian Milne, Schneider Electric 

Cybersecurity Compliance -- 
Rob Demuria, Compliance Supervisors, Panel Leader
Ted Theisen, UnitedLex
Amy McCormick, National Futures Association
Michael Brice, BW CyberServices

Networking Cocktail reception immediately following the conference

Date: Wednesday April 20, 2016
Time: 1:30pm to 5pm
Venue: New York Athletic Club, 180 Central Park South, New York, N 10019

For more information and registration click here

Established in 1991—NIBA  - The association for derivatives professionals is one of the foremost, nationally recognized organizations representing professionals in the futures and options industry. Members include Introducing Brokers, Commodity Trading Advisors, Futures and Options Exchanges,Futures Commissions Merchants and resource providers to the industry.
​



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CTA Expo NYC 2016

3/8/2016

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CTA EXPO New York 2016
For the first time the New York event on April 21, 2016 will be a combination of the Emerging Manager Forum and CTA Expo. The Expo / Forum is a one day conference consisting of speakers and panels combined with extensive networking opportunities. Attendees can attend any of the presentations throughout the day or decide to talk and network with other industry professionals.
 
Topics include:
Presentation of the CTAExpo Lifetime Achievement Award
Recipient: Sol Waksman (Barclay Hedge, Ltd)

An Insider’s Look at Platforms…Their Selection and Use for Managers and Investors
The panel will discuss guidelines for making the decision that the use of a platform is the right decision for investors and managers and what criteria should be used when selecting a platform.

The Astrology of Alternatives…What Investors and Managers Should Expect in 2016 and Beyond
A bestselling author and globally recognized expert in alternatives investments will discuss the impact of current events on managers and the impact these events are having on investor decisions.
Bob Swarup, PhD. (Camdor Global)

Marketing Your Strategy & Out Marketing Your Competitors
Bruce Frumerman is an expert in helping financial service firms create brand identities for their organizations and in developing marketing strategies and programs. He will discuss how to differentiate yourself in a crowded investment landscape.

Keynote Speaker
Trading Traps…Too Many to Count
Peter Borish is a prominent alternative industry pioneer, investor and opinion leader. He will discuss roadblocks he has experienced during a successful career and their impact on investment decisions.
Peter Borish (Quad Capital)

Manager Operational Issues in 2016 and Their Impact on the Investment Decision
Research has shown about 80% of the investment decision a client makes is based on factors other than track record. Managers are confronted with new legal and operational issues each year. They must keep abreast of these issues to satisfy clients. The panelist will discuss new challenges that face managers in 2016 as a result of regulatory changes.

Emerging Manager Selection…An Investors Perspective
A look at what three asset allocators consider before they make a decision to invest with an Alternative Manager and what managers need to know before they market to the investment universe represented by each panelist.
​
Emerging Managers and Emerging Manger Investors…Opportunities in Marketing
and Investing in Europe
 
Date: Thursday April 21, 2016
Time: 8am to 4:30pm. Cocktail reception immediately following
Location: The Roosevelt Hotel, 45 E 45th Street, New York, New York,

​For more information and registration click here




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2015 Year in Review Futures Options Report

1/8/2016

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​2015 Year in Review Repor
ts

Unique Research on Futures Options Available Nowhere Else
​on 42 Markets is now available


The Applied Research Company and Shore Capital Research LLC have joined together to create this unique report.
  

Futures Continuation
1M Implied Volatility
1M Historical Volatility
IV-HV Volatility Spread
25-Delta Risk Reversal

​New This Year!
Chart Analysis by
Mark Shore
of Shore Capital Research


For More Information and to Get the Full 55-page Report -
all 42 Markets

Click Here

​
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. 


​


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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 mshore@shorecapmgmt.com

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