- Boston Meeting: Arranged by John Nagorniak Tuesday, September 16, 2008 - 6:15pm
- Denver Meeting: Using VIX Futures and Options to Improve Efficiency in Equity Portfolios Wednesday, September 17, 2008 - 6:00pm
New York Meeting: The Inefficient Market for Quantitative Investment Professionals - More Than Just Showing Up
Tuesday, April 22, 2008 - 5:45pm
Patrick Conway's Pub & Restaurant, 40 E 43rd St (between Madison & Vanderbilt), NY, NY
QWAFAFEW MEETING - Please RSVP As Soon As Possible for 4/22
Tuesday, April 22nd, 2008
A Special Event: “The Inefficient Market for Quantitative Investment Professionals - More Than Just Showing Up”
Venue and Time
Tuesday, April 22nd, 2008, 5:45 - 8:45 pm
Patrick Conway's Pub & Restaurant (downstairs)
40 E 43rd St (between Madison & Vanderbilt), NY, NY
To RSVP: Please e-mail nyc@qwafafew.org and put date of event in Subject Line. Please include the names, phone numbers, Organization Names for name tags, e-mails, and zips for all attending. Please RSVP so we can give Conway’s good estimates and avoid needing to charge a higher fee at the door.
Admission:
$30 for Paid-Up Members of QWAFAFEW-NYC in 2008 (must have already paid dues for 2008 or pay with admission for this meeting)
$40 for Members of the following investing-related organization (any CFA society, CAIA, CQA, FAMMS, PRMIA, or any other QWAFAFEW chapter; members of the financial press and full-time business students also may pay this reduced rate).
$50 for non-members of QWAFAFEW or any of the above affiliates
Dress code and everything else about QWAFAFEW is casual.
ONLY cash or check (to QWAFAFEW) can be accepted. NO PLASTIC.
Paper receipts are available upon request. Remember, 2008 Membership dues are now $90. Bring a check with you to the meeting, or follow the instructions below.
Paper receipts are available upon request. Remember, 2008 Membership dues are now $90. Bring a check with you to the meeting, or follow the instructions below.
QWAFAFEW - NYC Chapter, e-mail: nyc@qwafafew.org website: www.qwafafew.org/New York Chapter
Administrator: Moira Hand, moira727@yahoo.com
Please send checks for Membership Dues to:
Herb Blank, QWAFAFEW Steering Committee
c/o QED International Associates, Inc.
hblank@qwafafew.org; (917) 992-7852
To get on Mailing List: transfer the following to your browser and click
-----------------------------------------------------------------------------------------------------------
AGENDA
5:45 - 6:25 pm Registration and Networking
6:25 - 6:30 pm Chapter Business, C. Michael Carty, Chapter President
6:30 - 7.15 pm –
A Play in One Act about the inefficient Market for Smart People written by Brooke Allen, Maple Securities, USA
Smart People like participating in inefficient markets because they are
rewarded for their efforts in ways that efficient markets don't permit. We
investigate creative ways for Smart People to behave in the marketplace
for brains and talent.
Featured players include: Suzanne – Joan Barber; Briana – Erin Cronican; Walt – Dennis Holland; Roger – Richard B. Watson
7:15 - 7.45 - During the break when refreshments will be available as always, we will also partake in “The Game” created by Mr. Allen. Prizes will be awarded to those who qualify.
7:45 – 8:30 - Panel Discussion with Human Resource Experts
Panelists: (partial list)
Sally Eisenberg, AVP of HR and Corporate Accounting, SPARX.
Maria Fornaro, HR manager at a manufacturer in the aviation industry.
Howard Leifman, Ph.D., HR Consultant (www.howardleifman.com)
----------------------------
About our speaker:
Brooke Allen is Head of the Quantitative Trading Group of Maple Securities USA. He also is an Educator and Guest Speaker at Rutgers Education Technology Center. Brooke has run Maple’s quantitative portfolio continuously since 1996 and spent most of the prior ten years involved in developing and exploring quantitative trading strategies and technologies at major sell-side institutions.
He recently wrote “In Person: Hiring In a Dysfunctional Job Market” for a Career Development section for Science magazine. He has great interest in being of service to the generations that are coming up behind him and is particularly interested in helping young people first entering the job market and those in mid-life who are facing career changes.
-------------------------------------------------------------------------------------------------------
Future QWAFAFEW-NYC Meetings (Other org. events below):
May 27th, 2008 – “The State of the ETF Industry in Its 15th Year” – A Panel Discussion,
Moderator: Kathleen Moriarty KattenLaw; Panelists: Michael Jabara, Citigroup; Shirley Petersen, Mergent; Marvin Appel, Appel Asset Management; Anthony Dudzinski, XShares Advisors LLC, and C. Michael Carty, Benchmarks by Design.
June 24th, 2008 – Jack Zwingli, Audit Integrity; 2nd Panelist to be confirmed
July 22nd, 2008 – “The Correlated Alpha Factors Blues”, Mary Ann Bartels, Merrill Lynch; New Paradigm for ETF Indexes”, C. Michael Carty, Benchmarks by Design
August 19th, 2008 – Herbert Blank, Rapid Ratings International; Navin Sharma, Oppenheimer Funds
September 23rd, 2008 – Ken Akoundi, Optima Funds Management; Bjorn Flesaker, Bloomberg LP
October 28th, 2008 –Elliott Noma, Asset Alliance LLC; James Q. Rice Spear Capital LLC
November 25th, 2008 – Matthew Rothman, Lehman Brothers
Gioel Molinari, ClariFi
December 30th 2008 – TBA
------------------------------------------------------------------------------------------------------
Other Events:
Go to www.qwafafew.org to view QWAFAFEW events in different cities. Active chapters include: Boston, Chicago, Denver, San Francisco, Sao Paolo, Toronto, and Vancouver in addition to New York. Anyone interested in scheduling events in DC, Hartford, Princeton, Santa Monica, or Seattle? Please write nyc@qwafafew.org.
Go to www.qwafafew.org to view QWAFAFEW events in different cities. Active chapters include:
Please go to www.capitallink.com to register for the 7th Annual ETF & Global Fund Conference produced by Capital Link Forum. This is an event you will not want to miss.
Visit www.prmia.org to check out myriad events at PRMIA chapters all over the globe in the months of April through June. In NYC, this includes two special training courses and several partner events.
Want to get more involved in the NYC Chapter of QWAFAFEW? We have a steering committee meeting scheduled immediately preceding our meeting on Tuesday June 24th. Looking for people to take a more active role in chapter activities and recruiting. Please e-mail nyc@qwafafew.org and put Steering Committee Volunteer in the title line if you wish to join the committee and attend the June 24 meeting.
If you wish to speak at QWAFAFEW in 2008-9, please contact Program Director Audrey Kaplan at akaplan@federatedinv.com.
