Chicago Johannesburg London Portland Princeton San Francisco Stamford Tokyo Toronto WashingtonNew York, Hartford & Princeton Events early 2010
RSVP for NYC QWAFAFEW Tuesday, January 26 2010
Ron Ryan, CEO, Ryan ALM
Mark Sladkus, President, Red Light House Investment Partners
All are welcome. Please RSVP to nyc@qwafafew.org QWAFAFEW ("quaff-a-few", www.qwafafew.org) is an informal society for investment professionals interested in quantitative topics.
Time: 5:30 PM – 8:15 PM
Venue: Patrick Conway's Pub & Restaurant (downstairs), 40 E 43rd St (between Madison & Vanderbilt), NY, NY – ½-block from Grand Central Station.
Admission:
$30 for Paid-Up Members of QWAFAFEW-NYC in 2009; $40 for members of PRMIA, SQA, CQA, CAIA, any CFA society, unemployed business grad students and/or member s of the Linked-In group; $50 for all other RSVPs
To RSVP: Please send an e-mail nyc@qwafafew.org and put date of the event you wish to attend in Subject Line. In text body, please provide the names, phone numbers, Organization Names, e-mails, and membership status for all.
ONLY cash or check (to QWAFAFEW) can be accepted. NO PLASTIC. Paper receipts are available upon request. NYC Membership Dues for 2010 can now be purchased for $90.
To get on Mailing List: transfer the following to your browser and click
http://www.qwafafew.org/phplist/public_html/lists/?p=subscribe
Details on QWAFAFEW meetings in Hartford on Monday Sep 25th and Princeton on Wednesday February 10th follow the NYC meeting data
------------------------------------------------------------------------------------------------------------
AGENDA
5:30 - 6:10 Registration, Networking, and Refreshments
6:10 - 6:15 Chapter Business
6:15 - 7:00 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?
A deeper dive into decision-making processes
Process improvements that can help fiduciaries achieve their goals
7:00 - 7:15 Break - More Networking & Refreshments
7:15 - 8:00 Presentation 2 – Mark Sladkus, Red Light House Investment Management, “The Importance of Asset Allocation in Achieving Investment Goals”
Establishing client goals and baseline allocations to meet those goals
Which investment vehicles and tool sets are most appropriate for minimizing implementation shortfall?
What are the most important risk factors to attempt to control for?
Efficient rebalancing for taxable investors
------------------------------------------------------------------------------------------------------------
Ronald J. Ryan is the CEO, Chief Financial Architect, of Ryan ALM, Inc., an organization that offers turnkey solutions for liability driven objectives and connects Custom Liability Index with Asset Management. Their core products include Liability Index Funds and Liability Hedge Funds.
Prior to Ryan ALM, Inc., Ron was President/Founder of Ryan Labs, Inc., and Ryan Financial Strategy Group and also enjoyed a successful career as Director - Research & Strategy at Lehman Brothers and Head of Fixed Income Trust Department at First in Dallas. Ron attained his MBA and BBA at Loyola University.
Mark Sladkus is the founder and president of Red Lighthouse Investment Management, a fee-only registered investment advisory firm in New York City. Red Lighthouse focuses on asset allocation and provides structured portfolio management to its clients.
Prior to Mark’s work with Red Lighthouse, Mark served as the head of Morgan Stanley Capital International (MSCI). At MSCI, he presided as chair of the index committee, the group responsible for selecting which securities enter and exit the MSCI family of indices (including the well-known EAFE, EM, and ACWI Indices.) His accomplishments include creating the world’s first investable emerging market index and the first global style indices. He is a 2008 recipient of the William F. Sharpe Lifetime Indexing Achievement Award.
“Investment Considerations for the New Decade”
Hartford CT - Monday, January 25, 2010: 5:00 PM – 7:45 PM
Speakers: Mary Ann Bartels, Head of U.S. Technical and Market Analysis and
Managing Director, B of A Merrill Lynch Global Research
Hitesh Mittal, Head of Liquidity Management and Managing Dir., ITG
Andrew White, President and Portfolio Manager, Timeous LLC
Moderator: Herbert Blank, SVP, Rapid Ratings International, Moderator
Location: City Steam Brewery Café, 942 Main St., Hartford
Admission: $20 Members of the Hartford CFA Society or any QWAFAFEW Chapter;
$30 for members of the CAIA, CQA, PRMIA, or SQA
$40 for all others;
Hot and cold hors d’oeuvres are complimentary; cash bar
To RSVP: Please send an e-mail to hartford AT qwafafew DOT org along with a name, phone number, organization (if any), e-mail, and membership status for each attendee.
ONLY cash or check (payable to QWAFAFEW) can be accepted. NO PLASTIC. Paper receipts are available at the registration table upon request. Thanks to ITG for providing a partial sponsorship of this event.
AGENDA
5:00 – 5:30 PM Registration, Refreshments, and Networking
5:30 – 5:45 PM Chapter Business – J. Rice, Interim President
5:45 PM Introductions of Speakers – H. Blank
5:50 Presentation I – Leadership Trends: Where Do We Go From Here? - Bartels
6:20 Presentation II – Is That Light at the End of the Tunnel Actually an Onrushing Train? - White
6:45 Presentation III – Adverse Selection and Implementation Shortfall - Mittal
7:10 – 7:40 PM Round Table by Moderator with Cross-Questions, More Q & A
QWAFAFEW-PRINCETON MEETING
Wednesday February 10 2010: 5:00 PM – 7:30 PM
“ETFs in the New Decade: Investment and Trading Considerations”
Moderator: John Prestbo, Publisher, Dow Jones Indexes
Panelists: David Abner, Wisdom Tree
To Be Announced
To Be Announced
Location: Nassau Club, 6 Mercer Street, Princeton, NJ
Admission: $20 Members of any QWAFAFEW Chapter;
$30 Members of any CFA Society, CQA, SQA, PRMIA, holders of CAIA,
CMT, or CFP Charter, and unemployed students,
$40 all others
Hot and cold hors d’oeuvres are complimentary;
Wine, beer, and soft drinks complimentary until 6 PM
To RSVP: Please send an e-mail to James Barringer at princeton AT qwafafew DOT org along with a name, phone number, organization (if any), e-mail, and membership status for each attendee.
Other Events
2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk
February 5, 2010
NYU Skirball Center, 566 LaGuardia Place, New York, NY 10012
Topics include:
• Dynamic Portfolio Management
• Anti-gaming algorithms
• Crossing network and dark pool optimization
• Construction of price impact models using public and non-public data
• Execution risk analytics, including bias-free covariance matrices and factor models
• Integration of cost aware portfolio construction and optimal execution
• Post-trade analytics and quantitative comparison of execution strategies
• Intraday data patterns, machine-readable news and trading strategies
This year’s Keynote Speakers include Ananth Madhavan (BlackRock, Inc.), Terrence Hendershott (UC Berkeley), Joel Hasbrouck (NYU Stern), and Ronnie Sadka (Boston College, Carroll School of Management).
Audience targets include: Buy-side practitioners (prop traders; hedge funds; portfolio, money and risk managers), sell-side practitioners (traders, financial engineers, quantitative analysts, research teams), technology and analytics providers, regulators, and academics.
Information and Registration
Registration opens at the end of December at http://math.nyu.edu/~mathfcon/index.php/upcoming-events/feb-5-2010
QWAFAFEW subscribers are offered a substantial discount. Please contact Jorgia Kemble at mathfin AT cims.nyu DOT edu for more details.
ABOUT QWAFAFEW [quaff- a -few], the Quantitative Alliance For Applied Finance Economics & Wisdom, is an informal professional association with chapters in various states of functionality throughout the globe. A typical QWAFAFEW meeting includes topics of discussion on quantitatively oriented investment industry issues along with the opportunity to network, relax, and enjoy libations. Please visit www.qwafafew.org to learn more about the organization, its resources, and the events held by our many chapters. Our dress code, rules of “etiquette” and everything else are strictly casual.
Members of linked-in are welcome to join Herb Blank’s QWAFAFEW networking group on that site. The URL is http://www.linkedin.com/e/gis/59644/530E700BF98A; announcements for upcoming meetings in Boston, Hartford, Princeton, Denver, and SF are now on this site. Recruiters and job-seekers are highly encouraged to use the Jobs Board on this site. If you have not been permissioned in advance, please e-mail hblank AT qwafafew DOT org.
Upcoming Meetings for QWAFAFEW-NYC in 2010
February 23rd, 2010
Jim O’Shaughnessey, O’Shaughnessey Asset Management,
Raphael Douady, Risk Data
March 23rd, 2010
Bill Margrabe, Margrabe Solutions
Frank Nielsen, MSCI Barra
April 27th, 2010
Matt Moran, CBOE
Carson Boneck, SystematIQ
May 25, 2010
Joseph Mezrich, Nomura Securities
David Abner, Wisdom Tree
June 29, 2010 -
Alessio DeLongis, Oppenheimer Funds
Peter Sibirzeff, Alphacet
July 20, 2010 -
Mary Ann Bartels, B of A Merrill Lynch
Mike Carty, New Millennium Associates
Ron Ryan, CEO, Ryan ALM
Mark Sladkus, President, Red Light House Investment Partners
All are welcome. Please RSVP to nyc@qwafafew.org QWAFAFEW ("quaff-a-few", www.qwafafew.org) is an informal society for investment professionals interested in quantitative topics.
Time: 5:30 PM – 8:15 PM
Venue: Patrick Conway's Pub & Restaurant (downstairs), 40 E 43rd St (between Madison & Vanderbilt), NY, NY – ½-block from Grand Central Station.
Admission:
$30 for Paid-Up Members of QWAFAFEW-NYC in 2009; $40 for members of PRMIA, SQA, CQA, CAIA, any CFA society, unemployed business grad students and/or member s of the Linked-In group; $50 for all other RSVPs
To RSVP: Please send an e-mail nyc@qwafafew.org and put date of the event you wish to attend in Subject Line. In text body, please provide the names, phone numbers, Organization Names, e-mails, and membership status for all.
ONLY cash or check (to QWAFAFEW) can be accepted. NO PLASTIC. Paper receipts are available upon request. NYC Membership Dues for 2010 can now be purchased for $90.
To get on Mailing List: transfer the following to your browser and click
http://www.qwafafew.org/phplist/public_html/lists/?p=subscribe
Details on QWAFAFEW meetings in Hartford on Monday Sep 25th and Princeton on Wednesday February 10th follow the NYC meeting data
------------------------------------------------------------------------------------------------------------
AGENDA
5:30 - 6:10 Registration, Networking, and Refreshments
6:10 - 6:15 Chapter Business
6:15 - 7:00 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?
A deeper dive into decision-making processes
Process improvements that can help fiduciaries achieve their goals
7:00 - 7:15 Break - More Networking & Refreshments
7:15 - 8:00 Presentation 2 – Mark Sladkus, Red Light House Investment Management, “The Importance of Asset Allocation in Achieving Investment Goals”
Establishing client goals and baseline allocations to meet those goals
Which investment vehicles and tool sets are most appropriate for minimizing implementation shortfall?
What are the most important risk factors to attempt to control for?
Efficient rebalancing for taxable investors
------------------------------------------------------------------------------------------------------------
Ronald J. Ryan is the CEO, Chief Financial Architect, of Ryan ALM, Inc., an organization that offers turnkey solutions for liability driven objectives and connects Custom Liability Index with Asset Management. Their core products include Liability Index Funds and Liability Hedge Funds.
Prior to Ryan ALM, Inc., Ron was President/Founder of Ryan Labs, Inc., and Ryan Financial Strategy Group and also enjoyed a successful career as Director - Research & Strategy at Lehman Brothers and Head of Fixed Income Trust Department at First in Dallas. Ron attained his MBA and BBA at Loyola University.
Mark Sladkus is the founder and president of Red Lighthouse Investment Management, a fee-only registered investment advisory firm in New York City. Red Lighthouse focuses on asset allocation and provides structured portfolio management to its clients.
Prior to Mark’s work with Red Lighthouse, Mark served as the head of Morgan Stanley Capital International (MSCI). At MSCI, he presided as chair of the index committee, the group responsible for selecting which securities enter and exit the MSCI family of indices (including the well-known EAFE, EM, and ACWI Indices.) His accomplishments include creating the world’s first investable emerging market index and the first global style indices. He is a 2008 recipient of the William F. Sharpe Lifetime Indexing Achievement Award.
“Investment Considerations for the New Decade”
Hartford CT - Monday, January 25, 2010: 5:00 PM – 7:45 PM
Speakers: Mary Ann Bartels, Head of U.S. Technical and Market Analysis and
Managing Director, B of A Merrill Lynch Global Research
Hitesh Mittal, Head of Liquidity Management and Managing Dir., ITG
Andrew White, President and Portfolio Manager, Timeous LLC
Moderator: Herbert Blank, SVP, Rapid Ratings International, Moderator
Location: City Steam Brewery Café, 942 Main St., Hartford
Admission: $20 Members of the Hartford CFA Society or any QWAFAFEW Chapter;
$30 for members of the CAIA, CQA, PRMIA, or SQA
$40 for all others;
Hot and cold hors d’oeuvres are complimentary; cash bar
To RSVP: Please send an e-mail to hartford AT qwafafew DOT org along with a name, phone number, organization (if any), e-mail, and membership status for each attendee.
ONLY cash or check (payable to QWAFAFEW) can be accepted. NO PLASTIC. Paper receipts are available at the registration table upon request. Thanks to ITG for providing a partial sponsorship of this event.
AGENDA
5:00 – 5:30 PM Registration, Refreshments, and Networking
5:30 – 5:45 PM Chapter Business – J. Rice, Interim President
5:45 PM Introductions of Speakers – H. Blank
5:50 Presentation I – Leadership Trends: Where Do We Go From Here? - Bartels
6:20 Presentation II – Is That Light at the End of the Tunnel Actually an Onrushing Train? - White
6:45 Presentation III – Adverse Selection and Implementation Shortfall - Mittal
7:10 – 7:40 PM Round Table by Moderator with Cross-Questions, More Q & A
QWAFAFEW-PRINCETON MEETING
Wednesday February 10 2010: 5:00 PM – 7:30 PM
“ETFs in the New Decade: Investment and Trading Considerations”
Moderator: John Prestbo, Publisher, Dow Jones Indexes
Panelists: David Abner, Wisdom Tree
To Be Announced
To Be Announced
Location: Nassau Club, 6 Mercer Street, Princeton, NJ
Admission: $20 Members of any QWAFAFEW Chapter;
$30 Members of any CFA Society, CQA, SQA, PRMIA, holders of CAIA,
CMT, or CFP Charter, and unemployed students,
$40 all others
Hot and cold hors d’oeuvres are complimentary;
Wine, beer, and soft drinks complimentary until 6 PM
To RSVP: Please send an e-mail to James Barringer at princeton AT qwafafew DOT org along with a name, phone number, organization (if any), e-mail, and membership status for each attendee.
Other Events
2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk
February 5, 2010
NYU Skirball Center, 566 LaGuardia Place, New York, NY 10012
Topics include:
• Dynamic Portfolio Management
• Anti-gaming algorithms
• Crossing network and dark pool optimization
• Construction of price impact models using public and non-public data
• Execution risk analytics, including bias-free covariance matrices and factor models
• Integration of cost aware portfolio construction and optimal execution
• Post-trade analytics and quantitative comparison of execution strategies
• Intraday data patterns, machine-readable news and trading strategies
This year’s Keynote Speakers include Ananth Madhavan (BlackRock, Inc.), Terrence Hendershott (UC Berkeley), Joel Hasbrouck (NYU Stern), and Ronnie Sadka (Boston College, Carroll School of Management).
Audience targets include: Buy-side practitioners (prop traders; hedge funds; portfolio, money and risk managers), sell-side practitioners (traders, financial engineers, quantitative analysts, research teams), technology and analytics providers, regulators, and academics.
Information and Registration
Registration opens at the end of December at http://math.nyu.edu/~mathfcon/index.php/upcoming-events/feb-5-2010
QWAFAFEW subscribers are offered a substantial discount. Please contact Jorgia Kemble at mathfin AT cims.nyu DOT edu for more details.
ABOUT QWAFAFEW [quaff- a -few], the Quantitative Alliance For Applied Finance Economics & Wisdom, is an informal professional association with chapters in various states of functionality throughout the globe. A typical QWAFAFEW meeting includes topics of discussion on quantitatively oriented investment industry issues along with the opportunity to network, relax, and enjoy libations. Please visit www.qwafafew.org to learn more about the organization, its resources, and the events held by our many chapters. Our dress code, rules of “etiquette” and everything else are strictly casual.
Members of linked-in are welcome to join Herb Blank’s QWAFAFEW networking group on that site. The URL is http://www.linkedin.com/e/gis/59644/530E700BF98A; announcements for upcoming meetings in Boston, Hartford, Princeton, Denver, and SF are now on this site. Recruiters and job-seekers are highly encouraged to use the Jobs Board on this site. If you have not been permissioned in advance, please e-mail hblank AT qwafafew DOT org.
Upcoming Meetings for QWAFAFEW-NYC in 2010
February 23rd, 2010
Jim O’Shaughnessey, O’Shaughnessey Asset Management,
Raphael Douady, Risk Data
March 23rd, 2010
Bill Margrabe, Margrabe Solutions
Frank Nielsen, MSCI Barra
April 27th, 2010
Matt Moran, CBOE
Carson Boneck, SystematIQ
May 25, 2010
Joseph Mezrich, Nomura Securities
David Abner, Wisdom Tree
June 29, 2010 -
Alessio DeLongis, Oppenheimer Funds
Peter Sibirzeff, Alphacet
July 20, 2010 -
Mary Ann Bartels, B of A Merrill Lynch
Mike Carty, New Millennium Associates
