Prior Meetings During 2012
Tuesday January 24, 2012- FIRST MEETING of 2012; Retirement Investing
Ron Ryan, Ryan ALM; Frederic Siboulet, iEpsilon
Tuesday February 28, 2012 ESG Night
Indrani De, New Amsterdam Partners; Andre Bertolotti, Quotient Investors
Tuesday; March 27, 2012 ETF Allocation & Index Research
Ted Theodore, Avatar Associates; Jennifer Bender, MSCI
Monday April 16, 2012 "My Life as an Empiricist - A Conversation with Sam Eisenstadt" =- moderated by Herb Blank
Tuesday April 24, 2012 ETF/ETP Night, "Managing Tail Risk" Matt Moran, CBOE - "Market Neutral ETFs" Kishore Karunakaran, QUant Shares
Tuesday May 8, 2012 Michael Markov, MPI, "Hedge Fund Replication"
Tuesday May 22, 2012, Evan Schulman, Tykhe Inc., "Debt vs. Sales Certificates" & C. Michael Carty, New Millennium Advisors, "Liability-Driven Investing"
MONDAY June 25, 2012 Philip Bennett, Deutsche Asset Management, Merav Ozair, NYU, and Jeff Bonaventura, CQF Recruitment
Tuesday July 24, Mary Ann Bartels Merril Lynch and Florina Klingbaum, Clear ALternatives
Tuesday August 28, Daniel Satchkov, RiXTREMA; Barry Schachter, gloriamundi.org; Raphael Douady RiskData
Thursday September 27, Richard Michaud PhD, New Frontier Advisors; Ziad Abdelnour, Blackhawk Capital Partners
Prior QWAFAFEW-NYC meetings during 2010
December 8 2010 - "Equity Risk Models, Option Pricing Models, Expected Life Spans, and Sustainability" - Dan DiBartolomeo, Northfield Information Systems & "Components of Sustainability" - Gail Doolin, Thomson Reuters
November 17 2010 - "Running the Numbers on High Yield Bonds" - Martin Fridson of BNP Paribas & "Diversification, Optimization & Liquidity" - Max Golts of Bay Hill Capital
November 9, 2010 - "Chasing Bernie Madoff" - Harry Markopolos, Frank Casey, Michael Ocrant, and Erin Arvedlund
October 26, 2010 - Imputed Correlations & 2 Years After the Meltdown with Matthew Rothman of Barclays Capital & Don Alexander of RSD Solutions and NYU
September 28, 2010 - Risk Management Modeling
Boryana Racheva-Iotova, President -FinAnalytica, "Beyond Fat Tails: Reshaping Risk and Return - Modeling financial returns, derivatives pricing, and hedging in fat-tailed markets"
Steven Greiner, Director of Risk Management Research, FactSet, "Beta is not Sharpe Enough" - Tests of the G-Factor
August 24, 2010 - "Actionable Data"
Richard Brown, Global Business Manager for Machine Readable News - ThomsonReuters, "Incorporating News and Sentiment Analysis into Trading and Investment Strategies"
Robert Gay, Owner and Founder, GEARS (Global Equity Analytic & Research Services), "Evaluating ETFs for Investment Using Quantified Fundamentals“
July 20 - "Leadership Trends and ETP Suitability for Clients"
Mary Ann Bartels, MD-U.S. Technical and Market Analysis, B of A Merrill Lynch Global Research, “Leadership Trends: Where Do We Go From Here?”
Mike Carty, Principal and Founder, New Millennium Advisors, “Suitability of ETPs for Deployment in Taxable Client Accounts”
June 29, 2010 – “ETF Strategies"
Joanne M. Hill, PhD, Head of Investment Strategy, ProShares and ProFund Advisors, “Leveraged and Inverse ETFs: Trends, Strategies, and Return Dynamics”
Marvin Appel, PhD, President, Appel Asset Management, “Active Asset Allocation Strategies for ETFs”
William M. Funk, Esq., Law Office of William M. Funk, “What Taxable Investors Should Know About ETFs – A Brief Overview”
Presentations - 2010-06-29-qw-ny-Hill.pdf, also 2010-06-29-qw-ny-Appel.ppt
June 16, 2010 - "Data Cleanliness, Test Design, and Applied Data Analysis"
Marcus Bogue, Charter Oak Systems;
Ed Matluck, HedgeMetrics;
Dirk Renick, ThomsonReuters Starmine
Moderator: Bill Rafter, MathInvest
Thanks to Thomson Reuters for underwriting a portion of this event
May 25, 2010 – “Focus on Analysts’ Estimates”
Joseph Mezrich, Nomura Securities
Carson Boneck, SystematIQ
April 27, 2010 - “Index Trading Strategies”
Matt Moran, VP, Chicago Board Options Exchange - "Diversification And Risk Management Strategies In Times When Volatility And Correlations Hit Record Highs"
Presentation 2 - David Abner, VP-Institutional Sales, Wisdom Tree - “ETF & ETP Trading Strategies”
2010-03-23- Joint Meeting with PRMIA – “Quantitative Risk Management Research Night”
Presentation 1 - Bill Margrabe, President, William Margrabe Group -"He Fell Hard for a Beautiful Model, but Ended Up Jobless, Broke, Hurt, and Confused" - Failures and successes of financial risk models and those who use them, with applications to financial disasters of the last two decades.
Presentation 2 - Jennifer Bender – Vice President of Applied Research, MSCI BARRA –
2010-02-23 “About Black Swans and Stress”
Presentation 1 – James P. O'Shaughnessy, O'Shaughnessy Asset Management - "The Same Old Bear" - about recent bear market.
Presentation 2 – Raphael Douady - Riskdata - "The StressVaR: a New Risk Concept for Superior Fund Allocation".
2010-01-26- “Kickoff Meeting for 2010”
New York Presentation 1 – Ron Ryan, Ryan ALM “What Happened in 2009 – What’s In Store for 2010?”
How did pension assets and liabilities perform? How realistic are plan actuarial assumptions now? Presentation 2 – Mark Sladkus, Red Light House Investment Management,
“The Importance of Asset Allocation in Achieving Investment Goals”