2005 – 2007 Meetings
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2007 CHICAGO QWAFAFEW MEETINGS
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December 6, 2007
“The Sixth Annual Chicago QWAFAFEW Holiday Party: Featuring a Panel Discussion on the Money Management Industry”
PANELISTS:
HEDGE FUNDS: Mr. Keith Black, Associate, Ennis Knupp + Associates
Click here for Mr. Black’s Presentation
JOB MARKET: Ms. Kathleen Graham, Principal, HQ Search, Inc.
MUTUAL FUNDS: Mr. John Rekenthaler, Vice President, Research and New Product Development, Morningstar, Inc.
COMMODITIES: Ms. Hilary Till, Principal, Premia Capital Management, LLC, and Research Associate, EDHEC Risk and Asset Management Research Centre
Click here for Ms. Till’s Presentation
November 15, 2007
“Innovations in Commodity Futures Trading”
PANELISTS:
Mr. George Dowd, Director, Fimat USA
Dr. Paul Kaplan, Vice President, Quantitative Research, Morningstar
Click here for Dr. Kaplan’s Presentation
Ms. Hilary Till, Principal, Premia Capital Management, LLC and Co-editor,Intelligent Commodity Investing
Click here for Ms. Till’s Presentation
September 27, 2007
“Portfolio Management and the Volatility of Volatility Indexes”
Click here for presentations from this event
PANELISTS:
Mr. Keith H. Black, CFA, Ennis Knupp + Associates
Ms. Kelly Haughton, Strategic Director, Russell Indexes
Mr. Paul Kepes, Managing Director, Chicago Trading Company (CTC)
Mr. David E. Kuenzi, Head of Risk Management and Quantitative Research,Glenwood Capital Investments, LLC
Mr. Dominic Salvino, Group One Trading
June 14, 2007
“New Developments in Exchange-listed Derivatives: Volatility, Credit, Portfolio Margining, and ETNs”
Click here for a summary of this event
PANELISTS:
Mr. Douglas J. Engmann, Senior EVP and Managing Director of Equities,FIMAT USA
Click here for Mr. Engmann’s Presentation
Mr. Philippe El-Asmar, Managing Director, Barclays Capital
Mr. Ben Londergan, Co-CEO of Group One Trading
Click here for Mr. Londergan’s Presentation
Dr. Izzy Nelken, President of Super Computer Consulting
Click here for Dr. Nelken’s Presentation
April 19, 2007
“PENSION FUND RISK MANAGEMENT”
PANELISTS:
Mr. Aaron Meder, Head of Asset-Liability Investment Solutions, Americas,UBS
Click here for Mr. Meder’s Presentation
Mr. Eric Friedman, Consultant, Watson Wyatt
Click here for Mr. Friedman’s Presentation
April 5, 2007
“A PANEL DISCUSSION WITH THE CHICAGO AUTHORS OF INTELLIGENT COMMODITY INVESTING”
PANELISTS:
Mr. Rian Akey, Vice President and COO, Cole Partners
Click here for Mr. Akey’s Presentation
Mr. Thomas Idzorek, CFA, Vice President, Director of Research and Product Development, Ibbotson Associates
Ms. Hilary Till, Principal, Premia Capital Management, LLC and Co-editor,Intelligent Commodity Investing
Click here for Ms Till’s Presentation
February 22, 2007
“CORPORATE GOVERNANCE AND FINANCIAL ETHICS”
SPEAKERS:
Mr. Timur Gök, Instructor of Finance, Northern Illinois University and Regional Co-Director of the Chicago chapter of Professional Risk Managers’ International Association (PRMIA)
Click here for Mr. Gök’s Presentation
Mr. John Boatright, Professor of Business Ethics, Graduate School of Business at Loyola University Chicago
Click here for Mr. Boatright’s Presentation
January 30, 2007
“INNOVATIVE FACTORS IN EQUITY MODELING”
SPEAKERS:
Mr. Carson Boneck, Senior Quantitative Analyst;
and Mr. Jason Hans, Senior Quantitative Analyst, Quantitative Services Group (QSG)
Click here for Mr. Boneck’s and Mr. Hans’ Presentation
Mr. Rawley Thomas, President, LifeCycle Returns, Inc.
Click here for Mr. Thomas’ Presentation
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2006 CHICAGO QWAFAFEW MEETINGS
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December 7, 2006
“The Fifth Annual Chicago QWAFAFEW Holiday Party: Featuring a Panel Discussion on the Money Management Industry”
SPEAKERS:
Mr. Jim Bianco, President, Bianco Research
Click here for Mr. Bianco’s Presentation
Mr. Woo Cha, Vice President, Credit and Event Group, Mesirow Advanced Strategies
Ms. Kathleen Graham, Principal, HQ Search, Inc.
Mr. Gregg Wolper, Senior Analyst, Morningstar
October 12, 2006
“Valuing Intangibles in the Financial Markets”
SPEAKERS:
Mr. Keith Cardoza, President, Ocean Tomo Asset Management
Topic: “Valuing Patents”
Click here for Mr. Cardoza’s Presentation
Mr. Richard Luss, Senior Research Associate, Watson Wyatt
Topic: “Valuing Human Capital”
September 28, 2006
“International Investing”
SPEAKERS:
Dr. Stefano Cavaglia, Managing Director and Head of Global Quantitative Strategies, UBS O’Connor LLC, Chicago
Topic: “Global Style Investing”
Dr. Michele Gambera, Senior Research Consultant and Chief Economist,Ibbotson Associates, Chicago
Topic: “How Much Country Bias Do You Need?”
June 15, 2006
“New Research Into Indexing, Benchmarking and Performance Measurement”
SPEAKERS:
Mr. Keith Black, Assistant Professor of Investments,
Stuart Graduate School of Business at the Illinois Institute of Technology
Click here for Mr. Black’s Presentation
Dr. Paul Kaplan, Vice President of Quantitative Research, Morningstar
Click here for Dr. Kaplan’s Presentation
Mr. Ron Surz, President, PPCA, Inc.
Click here for Mr. Surz’ Presentation
May 31, 2006
“New Developments in Natural Resources Investing”
SPEAKERS:
Mr. John FitzGibbon, Investment Analyst, Lighthouse Partners, LLC
Mr. Robert Ray, Senior Vice President of Business Development, Chicago Board of Trade
click here for Mr. Ray’s presentation
Mr. Michael Songer, President, Spectrum Asset Management, LLC
click here for Mr. Songer’s presentation
Mr. Jon Stein, Chief Strategic Officer and Co-CIO, AlphaMetrix Investment Advisors, LLC
click here for Mr. Stein’s presentation
Ms. Hilary Till, Principal, Premia Capital Management, LLC and Co-editor,Intelligent Commodity Investing
click here for Ms. Till’s presentation
click here for Ms. Till’s article
March 23, 2006
“Competition Among Exchanges and What it Means to Chicago and the Financial Industry”
SPEAKERS:
EQUITY EXCHANGES: Mr. Mike Cormack, Executive Vice President,NYSE Group
OPTIONS EXCHANGES: Mr. Richard DuFour, Executive Vice President of CBOE
EXCHANGE COMPETITION: Dr. Michael Gorham, Director of theIllinois Institute of Technology Center for Financial Markets, Stuart School of Business
click here for Dr. Gorham’s presentation
FUTURES EXCHANGES: Mr. Russ Rausch, EVP Global Support and CIO of Trading Technologies
click here for Mr. Rausch’s presentation
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2005 CHICAGO QWAFAFEW MEETINGS
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December 1, 2005
“A Panel Discussion on the Money Management Industry”
PANELISTS:
MUTUAL FUNDS: Mr. Chris Davis, Fund Analyst for Morningstar
click here for Mr. Davis’ presentation
JOB MARKET: Ms. Kathy Graham, Principal of HQ Search, Inc.
click here for Ms. Graham’s presentation
COMMODITIES: Mr. David Hightower, President of The Hightower Report
click here for Mr. Hightower’s presentation
FUND OF FUNDS and CREDIT DERIVATIVES: Mr. David Kuenzi, Head of Risk Management and Quantitative Research at Glenwood Capital Investments, LLC
click here for Mr. Kuenzi’s presentation
FIXED INCOME: Ms. Melissa Van Hees, Director of Risk Management forBRI Partners LLC
click here for Ms. Van Hees’ presentation
October 20, 2005
“Finding Alpha in Equity and Fixed Income Markets”
SPEAKERS:
Dr. Patrick Caragata, Managing Director and CEO of Rapid Ratings
click here for Dr. Caragata’s presentation
Ms. Karla Atas, Director of Quantitative Research for Starmine
click here for Ms. Atas’ presentation
September 29, 2005
“Investing in Commodities via Fund-of-Funds, Indices, and/or Single Managers
Plus Traits of Successful Traders”
PANELISTS:
Mr. Rian Akey, Vice President & COO of Cole Partners
click here for Mr. Akey’s presentation
Mr. Steve Allen, Managing Member, Preservation Capital
click here for Mr. Allen’s presentation
Mr. Alan Konn, Principal, Uhlmann Price Securities, LLC
click here for Mr. Konn’s presentation
Ms. Cari Lynn, Author of
“Leg the Spread: A Woman’s Adventures Inside the Trillion-Dollar Boy’s Club of Commodities Trading”
click here for information on Ms. Lynn’s presentation
Moderator: Ms. Hilary Till, Principal, Premia Capital Management, LLC
click here for information on Ms. Till’s presentation
click here for Ms. Till’s article
July 14, 2005
“The Future of Social Security: The Impact on U.S. Markets and the Economy”
Co-sponsor: University of Chicago Graduate School of Business Alumni Global Finance Roundtable (Chicago)
PANELISTS:
Mr. Mark J., Warshawsky, Assistant Secretary for Economic Policy, U.S. Department of the Treasury;
Dr. Robert Z. Aliber, Woodrow Wilson International Center for Scholars (Fellow, September 2004 – May 2005) and Professor of International Economics and Finance (retired), Graduate School of Business, University of Chicago; and
Dr. Randall Kroszner, Professor of Economics, Graduate School of Business, University of Chicago.
Introductions: Mr. Richard Seefeldt, BRI Partners LLC.
Tuesday, June 21, 2005
“Opportunities in New Exotic Financial Instruments – Closed-end Funds, Hedge Funds and Structured Products”
Co-Sponsor: Structured Products Association
PANELISTS:
Mr. Keith A. Styrcula, Chairman of the Structured Products Association, and VP, JP Morgan Chase Equity Derivatives
Mr. John Larkin, Managing Director, HFR (Hedge Fund Research) Asset Management
Mr. Paul C. Williams, Managing Director, Nuveen Investments
Recap of the event - link
Picture from the event - link
(Left to Right): David Barone, Turning Point Securities (QWAF SC); Ranga Nathan, InvestMatrix Inc. (QWAF SC);
Paul Williams, Nuveen Investments (speaker); Keith Styrcula, Structured Products Association and
JP Morgan Chase (speaker); Matthew Moran, CBOE (moderator and QWAF SC);
John Larkin, HFR Asset Management (speaker); Barry Feldman, Prism Analytics (QWAF SC);
and Hilary Till, Premia Capital (QWAF SC). (SC: steering committee)
May 17, 2005
“Forecasting the Markets and the Economy”
SPEAKERS:
Ms. Elaine Garzarelli, Garzarelli Research, Inc.
Dr. David Mirza, Loyola University, Chicago
April 21, 2005
“Electronic Trading and Understanding the DNA of a Trader”
Mr. Ben Van Vliet, Associate Director of the M.S. in Financial Markets program, Stuart Graduate School of Business, Illinois Institute of Technology in Chicago, and
Mr. David Norman, Director of Market Technology at the Center for Financial Markets, IIT, and Chairman of the Institute for Market Technology.
February 17, 2005
“Risk Measures for Institutional Portfolios”
Dr. Paul Kaplan, Ph.D., CFA, Chief Investment Officer, MorningstarAssociates LLC
click here for Dr. Kaplan’s presentation
Mr. Michael Lindh, CFA, CPA, Richards & Tierney, Inc.
click here for Mr. Lindh’s presentation
January 27, 2005
“Behavioral Finance, Options and Volatility”
Slides for all presentations available by clicking on presentation titles
Professor Allen Poteshman, University of Illinois at Urbana-Champaign, on “Options Trading and Stock Price Movements;”
Mr. Scott Nations, Fortress Trading, on “Behavioral Skew and Equity Options Volatility;”
and
Professor Keith Black, Stuart School of Business at the Illinois Institute of Technology, on “How the VIX Ate My Kurtosis”
Picture from the event: (Left to right on top): SC member Mr. Ranga Nathan, Prof. Keith Black, Prof. Allen Poteshman, Mr. Scott Nations, SC member Mr. David Barone, SC member Mr. Adam Cohen, CFA, (left to right on bottom) SC member Dr. Barry Feldman, and SC member Mr. Matthew Moran.
