GGU finance club presents a joint meeting with the Chartered Financial Analysts Society of San Francisco and the Global Association of Risk Professionals.
Date: December 2nd, 2010
Venue: Golden Gate University, 536 Mission Street, San Francisco, CA 94105
Agenda: 11:30am to 12:30pm – Networking and Lunch in Room 4200
12:30pm – 2pm: Risk Management Session in Room 2203
As of 11/15/2010, there are only 10 seats available. Please e-mail GGU Finance Club to register.
Synopsis:
Most risk management and asset allocation models are based on assumptions about single return distributions. But there are really multiple market regimes. There are calm, growth-oriented regimes and regimes predicated on panic and turbulence. We introduce a statistically derived measure of market turbulence that captures both extreme returns and correlation shocks. We show how to use this measure to improve risk measurement. We also show how to enhance performance by dynamically reallocating investments in anticipation of regime shifts.
Chair:
Satish Swamy, CFA
Speakers:
Will Kinlaw, CFA
Managing Director
Head of Portfolio and Risk Management Group
State Street Global Markets
Will oversees the Portfolio and Risk Management Group (PRMG) at State Street Associates, the independent investment research arm of State Street Global Markets. The PRMG is a pioneer in developing and applying innovative optimization techniques to enhance returns while managing tail risk and prepares customized, quantitative analyses for State Street Global Markets clients worldwide.
A frequent presenter at investment conferences in Europe, North America and in the Asia-Pacific region, Will’s articles have been published in the Journal of Asset Management and Institutional Investor’s Transition Management Guide. His specialties include risk measurement, asset allocation, currency management and quantitative investment strategy. Will joined State Street in 2000.
Will holds an M.S. in finance from the Carroll School of Management at Boston College and a B.A. in Economics from Tufts University. He has also been awarded the Chartered Financial Analyst (CFA) designation.
Hans-Christian Lüdemann, PhD
Vice President
Portfolio and Risk Management Group
State Street Global Markets
Hans is a Vice President in the Portfolio and Risk Management Group at State Street Associates – the research arm of State Street Global Markets. Since joining in 2006, he has contributed to custom analysis projects for institutional asset owners as well as asset managers, in both general portfolio theory and optimization questions. Hans has developed quantitative models for stock selection, manager assessment, and product capacity estimation.
Hans holds a Ph.D. in Physics from the University of Münster in Germany and an M.B.A. from Babson College. Before joining State Street Associates, he held positions in biomedical research and custom instrumentation development at Harvard Medical School and at Millennium Pharmaceuticals in Cambridge, MA. Hans has published a number of scientific papers in Physical Chemistry and Life Sciences.
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Monday, November 15, 2010
London School of Economics: The Alternative Investments Conference
Student conference on Hedge Funds and Private Euity
January 24-25, 2011
Marriot London Grosvenor Square
We are delighted to introduce the fifth edition of the LSE Alternative Investments Conference (AIC).
The 2011 LSE AIC promises to provide a dynamic forum for education and networking between leading luminaries from the hedge fund and private equity industries and the brightest students -- from undergraduates to PhD candidates -- who travel from as far afield as China and California.
Jointly organised by the LSEsu Alternative Investments Society and the LSE Financial Markets Group, the AIC combines the academic excellence of its namesake institution -- the LSE -- with the professionalism and prestige of the attending industry professionals and student delegates.
Competition for a seat at the Conference is fierce. In 2010, we received over 2,200 applications for 350 seats and we expect higher application figures for the 2011 Conference.
We are most grateful to all of our speakers and sponsors -- both new and returning -- without whom the event would not be possible.
Conference planning begins many months before the event itself. Team AIC has been hard at work not long after the success of last year's Conference and we would like to thank all of the team members for the long hours and enthusiasm put into the organising process.
It is our hope that you will emerge from this unique two-day Conference with an understanding of and an excitement about the hedge fund and private equity industries. We hope to offer an exceptional educational and networking experience with the idea that -- as the next generation of business leaders -- this Conference can be a positive force in shaping your future career in this industry.
More information here.
January 24-25, 2011
Marriot London Grosvenor Square
We are delighted to introduce the fifth edition of the LSE Alternative Investments Conference (AIC).
The 2011 LSE AIC promises to provide a dynamic forum for education and networking between leading luminaries from the hedge fund and private equity industries and the brightest students -- from undergraduates to PhD candidates -- who travel from as far afield as China and California.
Jointly organised by the LSEsu Alternative Investments Society and the LSE Financial Markets Group, the AIC combines the academic excellence of its namesake institution -- the LSE -- with the professionalism and prestige of the attending industry professionals and student delegates.
Competition for a seat at the Conference is fierce. In 2010, we received over 2,200 applications for 350 seats and we expect higher application figures for the 2011 Conference.
We are most grateful to all of our speakers and sponsors -- both new and returning -- without whom the event would not be possible.
Conference planning begins many months before the event itself. Team AIC has been hard at work not long after the success of last year's Conference and we would like to thank all of the team members for the long hours and enthusiasm put into the organising process.
It is our hope that you will emerge from this unique two-day Conference with an understanding of and an excitement about the hedge fund and private equity industries. We hope to offer an exceptional educational and networking experience with the idea that -- as the next generation of business leaders -- this Conference can be a positive force in shaping your future career in this industry.
More information here.
Tuesday, November 09, 2010
2010 TSAA Annual Symposium: Systems and Strategies for Winning in the Market
A presentation by the Technical Securities Analysts Association and the Golden Gate University Finance Club
Golden Gate University, 536 Mission Street, San Francisco - Saturday November 13th – 9:00 AM – 5:30 PM
Register here.
Register here.
Greg Morris, Veteran Technical Analyst Extraordinaire – (9:30 – 10:45)
Technical Analysis in a Rules-based Model: I’ll begin with why a technical approach to money management is so important, along with general market concepts. Explain the weight of the evidence process and rules building for the model, then cover the ETF selection process. Then wrap up with how it all works together.
Greg Morris is a legend in his own time. Formerly CEO of Murphy-Morris, the leading provider of web-based market analysis tools and commentary with John Murphy, noted author and CNBC analyst. Greg currently is Sr. Vice President ,Chief Technical Analyst, and Chairman of the Investment Committee for Stadion Money Management. Greg has authored several books, including the Complete Guide to Market Breadth Indicators. A popular speaker, Greg recently toured from Italy to China to lecture on the merits of technical market analysis. From 1971-77 he was a Navy F- 4 pilot and a graduate of the Navy Fighter Weapons School known as Top Gun.
Barbara Rockefeller, Global Currency Strategist – (10:50 – 12:05)
Barbara Rockefeller will discuss the recent leading role of FX in global securities analysis (correlation among asset classes). She will also talk about some of the Big Picture macro issues of the day as seen through the lens of professional FX traders--quite different from the economist's view. She will also talk about a few technical analysis methods that she uses to get sterling trading results that will surprise (and maybe dismay) the audience.
Barbara Rockefeller is a foreign exchange veteran and technical analysis pioneer. She is an international economist and trader specializing in foreign exchange. She is the publisher of two daily newsletters and author of four books, including Technical Analysis for Dummies.
Miss Rockefeller's twice-a-day newsletters are read by hedge fund managers, big bank trading desks, multinational corporation treasurers, central banks, and individuals. The morning "Daily Currency Briefing" is a synopsis of events and forecasts in spot foreign exchange.
The "Daily Futures Report" and "Daily Spot Report" are a technical-analysis-based report for those actively trading currencies. The hypothetical track record and samples of the reports are available for review at www.rts-forex.com. She also contributes a monthly column to Currency Trader Magazine. Miss Rockefeller was the featured "trader of the month: in Technical Analysis of Stocks and Commodities Magazine in November 2007.
Sponsor Presentation – (12:05-12:30)
Lunch – (12:30 – 1:30)
The Knight, Prophet.net creator & Slope of Hope blogger – (1:30-2:45)
Tim Knight is the creator of Prophet.net, the technical analysis web site that both Barron’s and Forbes consistently named as the #1 web site for technical analysis. Prophet was acquired by Investools in 2005 where he served as Senior Vice President of Technology. Investools had earlier acquired Telescan and in 2006 merged with Think or Swim. In 2009 T.D. Ameritrade acquired the combined unit and is working to optimize their combined resources.
Before Prophet, Tim served as vice president of Technology products at Montgomery Securities. He has held various positions at Apple computer and is author of 20 computer books.
An active trader and chartist, Tim founded Prophet to provide a charting platform for self-directed investors using stand alone technical analysis software. The second edition of his latest book Chart your Way to Profits has just been released. Today in his professional role as a money manager, Tim relies on technical analysis as the primary basis of his investment decisions.
Charles Bassett, Systems developer and Edwards & Magee Torch Bearer (12:55 – 4:10)
Navigating rough waters using Edwards & Magee as the Pilot.
Charles Basetti, as the Malcolm S.M. Watts III Adjunct Professor is renowned for teaching a graduate course on " systems building and systems testing" at Golden Gate University. Charles is also the current editor of the famed Technical Analysis of Stock Trends book by Edwards and Magee. He is currently working on the 9th edition of Edwards and Magee. Charles experience with " systems " stems from being President of Operations Research,Inc, founded by Market Wizard, Blair Hull. From 1973-84 Charles was Principal and V-P of California's first licensed commodity trading advisor.
Panel Discussion: Man and the Machine (4:20 – 5:20)
As the final presentation for our symposium, we are planning an open panel discussion on the vagaries of Proprietary Trading, High Frequency Trading, Dark Pools and Black Boxes as they may have an affect on trading strategies. (The open session may also include other areas of discussion)
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