charlesdwright
06-02-2008, 10:51 AM
The International Association of Financial Engineers presents
-•-
The 2008 IAFE Annual Conference
Investing Through Volatile Markets
PricewaterhouseCoopers
300 Madison Avenue (42nd Street)
New York
-•-
June 25th, 2008
8:00am-6:00pm
-•-
The IAFE Annual Conference, now in its 16th year, attracts approximately 400 middle and senior level practitioners from the banking and alternative investment communities. Attendees in the past have come from, Goldman Sachs, Merrill Lynch, Caxton Associates, Pacific Alternative Asset Management Corporation, Highbridge Capital Management and many others. Please see below for program details as well as information on how to register.
-•-
This year’s keynote speech will be given by the 2007 IAFE/SunGard Financial Engineer of the Year Winner, Jack Treynor, President, Treynor Capital Management
-•-
Panels include:
Food for Thought: Hedging the Hunger Crisis
In light of tightening demand and supply fundamentals, as well as policy constraints on the free flow of capital, labor and technology, which negatively influence supply adjustments, we have experienced significant increases in a wide variety of food (and energy) commodities. This has caused food shortages and food price inflation in many countries. We have also witnessed significant growth in financial flows and related financial products in food and other commodity markets in recent years.
In response to these developments, national authorities are increasingly looking to use financial market tools to measure and manage a variety of risks related to food production and importation. This panel will outline some of the risk management strategies and tools available to better understand, measure, and possible hedge these risks."
Panel led by Todd Groome, International Monetary Fund
Julie Dana, The World Bank
Carolyn Jackson, Allen & Overy
Knowing Jack Treynor, Introduction
Peter Bernstein, Peter L. Bernstein Inc.
Keynote Speech: Momentum Stocks
Jack Treynor, President, Treynor Capital Management and 2007 IAFE/SunGard Financial Engineer of the Year
<LI class=MsoNormal style="mso-list: l0 level1 lfo3">Can we reconcile them with Samuelson's concept of market rationality? <LI class=MsoNormal style="mso-list: l0 level1 lfo3">Can we explain why some stocks have momentum and others don't?
Can we justify their own special kind of systematic risk?
IAFE Liquidity Risk Paper
Financial engineering can foster risk diversification and make markets more efficient, but innovations can also be destabilizing. The upcoming IAFE research paper will explore how financial engineers can enhance the positive and reduce the negative effects of market innovation.
In this session we will outline some of the questions posed by the paper and seek audience reaction.
Securitization: Does securitization always lead to lax underwriting?
Structuring: Are structured bonds too thin?
Indexed Contracts: Did ABX reflect the position of short sellers, or reflect market consensus on value?
Richard Lindsey, CEO, Callcott Group & IAFE Chairman
Roy Henriksson, CIO, Advanced Portfolio Management, & Co-Chair, IAFE Liquidity Risk Committee
Andrew Davidson, President, Andrew Davidson & Company & IAFE Advisory Board Member
A Look at the Quant Crisis
A discussion of the triggers and causes of the recent turmoil in equity quant strategies as well as its implications for, and impacts on, the future of quantitative equity investing.
Panel led by Sid Browne, CIO -- Quantitative Strategies, Brevan Howard Asset Management & IAFE Board Member
Simon Emrich, Executive Director, Head of North American Quantitative and Derivative Strategies, Morgan Stanley
Matthew Rothman, Managing Director, Global Head of Quantitative Equity Strategies, Lehman Brothers
Five Trading Ideas for Today’s Market
A Panel Conversation
Panel led by Tanya Styblo Beder, Chairman, SBCC Group & IAFE Board Member
Patrick Dewez, Co-Managing Partner, WPD Partners
Ayman Hindy, Partner, Platinum Grove Asset Management
Jean Karoubi, President and co-Chief Investment Officer of the LongChamp Group
Joseph Mezrich, Managing Director & Head of Quantitative Research, Nomura Securities International & IAFE Board Member
Sponsorships are also available - for more details contact David Jaffe, Executive Director, IAFE at 646-736-0705
Registration:
Registration for this event is free for IAFE Members, and $150 for non-members. Click here (http://iafe.org/06252008.html) or visit www.iafe.org (http://www.iafe.org/) to register for this event.
An IAFE Membership is $200 for members at the Practitioner level. Click here (http://iafe.org/join_IAFE.html) to join the IAFE and attend the conference for free.
-•-
The 2008 IAFE Annual Conference
Investing Through Volatile Markets
PricewaterhouseCoopers
300 Madison Avenue (42nd Street)
New York
-•-
June 25th, 2008
8:00am-6:00pm
-•-
The IAFE Annual Conference, now in its 16th year, attracts approximately 400 middle and senior level practitioners from the banking and alternative investment communities. Attendees in the past have come from, Goldman Sachs, Merrill Lynch, Caxton Associates, Pacific Alternative Asset Management Corporation, Highbridge Capital Management and many others. Please see below for program details as well as information on how to register.
-•-
This year’s keynote speech will be given by the 2007 IAFE/SunGard Financial Engineer of the Year Winner, Jack Treynor, President, Treynor Capital Management
-•-
Panels include:
Food for Thought: Hedging the Hunger Crisis
In light of tightening demand and supply fundamentals, as well as policy constraints on the free flow of capital, labor and technology, which negatively influence supply adjustments, we have experienced significant increases in a wide variety of food (and energy) commodities. This has caused food shortages and food price inflation in many countries. We have also witnessed significant growth in financial flows and related financial products in food and other commodity markets in recent years.
In response to these developments, national authorities are increasingly looking to use financial market tools to measure and manage a variety of risks related to food production and importation. This panel will outline some of the risk management strategies and tools available to better understand, measure, and possible hedge these risks."
Panel led by Todd Groome, International Monetary Fund
Julie Dana, The World Bank
Carolyn Jackson, Allen & Overy
Knowing Jack Treynor, Introduction
Peter Bernstein, Peter L. Bernstein Inc.
Keynote Speech: Momentum Stocks
Jack Treynor, President, Treynor Capital Management and 2007 IAFE/SunGard Financial Engineer of the Year
<LI class=MsoNormal style="mso-list: l0 level1 lfo3">Can we reconcile them with Samuelson's concept of market rationality? <LI class=MsoNormal style="mso-list: l0 level1 lfo3">Can we explain why some stocks have momentum and others don't?
Can we justify their own special kind of systematic risk?
IAFE Liquidity Risk Paper
Financial engineering can foster risk diversification and make markets more efficient, but innovations can also be destabilizing. The upcoming IAFE research paper will explore how financial engineers can enhance the positive and reduce the negative effects of market innovation.
In this session we will outline some of the questions posed by the paper and seek audience reaction.
Securitization: Does securitization always lead to lax underwriting?
Structuring: Are structured bonds too thin?
Indexed Contracts: Did ABX reflect the position of short sellers, or reflect market consensus on value?
Richard Lindsey, CEO, Callcott Group & IAFE Chairman
Roy Henriksson, CIO, Advanced Portfolio Management, & Co-Chair, IAFE Liquidity Risk Committee
Andrew Davidson, President, Andrew Davidson & Company & IAFE Advisory Board Member
A Look at the Quant Crisis
A discussion of the triggers and causes of the recent turmoil in equity quant strategies as well as its implications for, and impacts on, the future of quantitative equity investing.
Panel led by Sid Browne, CIO -- Quantitative Strategies, Brevan Howard Asset Management & IAFE Board Member
Simon Emrich, Executive Director, Head of North American Quantitative and Derivative Strategies, Morgan Stanley
Matthew Rothman, Managing Director, Global Head of Quantitative Equity Strategies, Lehman Brothers
Five Trading Ideas for Today’s Market
A Panel Conversation
Panel led by Tanya Styblo Beder, Chairman, SBCC Group & IAFE Board Member
Patrick Dewez, Co-Managing Partner, WPD Partners
Ayman Hindy, Partner, Platinum Grove Asset Management
Jean Karoubi, President and co-Chief Investment Officer of the LongChamp Group
Joseph Mezrich, Managing Director & Head of Quantitative Research, Nomura Securities International & IAFE Board Member
Sponsorships are also available - for more details contact David Jaffe, Executive Director, IAFE at 646-736-0705
Registration:
Registration for this event is free for IAFE Members, and $150 for non-members. Click here (http://iafe.org/06252008.html) or visit www.iafe.org (http://www.iafe.org/) to register for this event.
An IAFE Membership is $200 for members at the Practitioner level. Click here (http://iafe.org/join_IAFE.html) to join the IAFE and attend the conference for free.