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PRINCETON Wed May 24 – Social Media, Volatility and Forecasting: Moran, Heron, and Rafter

May 24 @ 5:30 pm - 8:00 pm

“Harnessing Social Media Sentiment and the Volatility Risk Premium in the Quest for Alpha.”  

Matt Moran, VP, CBOE and Sean E. Heron, Portfolio Manager, Glenmede Investment Management

As investors have struggled to cope with rising interest rates and high price-earnings ratios, there is increased interest in tools and indexes that can be used to achieve the goals of managing portfolio risk, increasing income, and enhancing long-term risk-adjusted returns.

This presentation will discuss a number of topics related to investor sentiment, including:

* Developing investable and actionable intelligence from analysis of sentiment trends on social media;
• Thirty years of historical data show that certain options-based benchmark indices have generated attractive risk-adjusted returns, with stock-like returns and bond-like volatility;
• A key source of return for options writers has been a persistence of “rich” pricing for index options;
• Increased use of options- and volatility-based strategies by pension funds, mutual funds and hedge funds;
• New studies by Wilshire Associates and Fund Evaluation Group.

2nd Presentation: “Recessions: Why and How to Avoid Them” – Bill Rafter, MBA, President, Mathematical Investment Decisions, Inc

Yes, recessions can be predicted in advance.  In this session’s exploration into modeling techniques, Bill will demonstrate how investors can avoid them before they happen.

VENUE:

Triumph Brewing Company, 138 Nassau Street, #A, Princeton NJ 08542; (609) 924-7855

Agenda

5:30 PM Refreshments and Networking

6:10 PMIntroduction Dr. Susan Hume PhD, Associate Professor, The College of New Jersey and Chair, Steering Committee, QWAFAFEW-Princeton and Greg Gazurian, Quantitative Research Assistant and Student Trustee of Thomas Edison State University Board of Trustees

6:15 PM – Presentation – Matt Moran, Vice President, Business Development, CBOE and Sean E. Heron, Portfolio Manager, Glenmede Investment Management – “Harnessing Social Media Sentiment and the Volatility Risk Premium in the Quest for Alpha.”  

7:15 PM – Brief Break

7:30 PM – Presentation – Bill Rafter, MBA, President, Mathematical Investment Decisions, Inc.: “Recessions: Why and How to Avoid Them”

8:30 PM – Adjournment

Princeton QWAFAFEW depends on YOU.  Please come if you can, but just as importantly, please forward to any colleagues in the Central/South Jersey/Philadelphia areas.  All are welcome.  You need not be a member to attend.

Biographies

Matt Moran, Vice President, Business Development, CBOE

Matthew Moran is vice president of business development for the Chicago Board Options Exchange (CBOE), where he is responsible for many of the exchange’s educational efforts for pension funds, mutual funds, and other institutional investors. Previously, he was trust counsel at Harris Bank and vice president at Chicago Mercantile Exchange. He is an associate editor of two Institutional Investor publications — The Journal of Trading and The Journal of Index Investing. Mr. Moran holds JD and MBA degrees from the University of Illinois.


Sean E. Heron, Portfolio Manager at Glenmede Investment Management

Sean E. Heron, CFA, is Portfolio Manager at Glenmede Investment Management.   He leads a team responsible for providing clients with a full range of hedging and diversification strategies which incorporate the use of options, futures and other structured products.

Mr. Heron is a board member of the CFA Society of Philadelphia and serves as an instructor for the CFA Exam and as an Adjunct Professor at Rutgers University and Temple University.

Bill Rafter, MBA, President, Mathematical Investment Decisions, Inc.

William Rafter is president of Mathematical Investment Decisions, Inc. a money management firm that also licenses its research to outside advisors. He has managed hedge funds for over 25 years, and is fully licensed as a securities and financial principal. He is well-known speaker and panelist at QWAFAFEW. Mr. Rafter was educated at the Wharton School of the University of Pennsylvania, and the Haas Graduate School of Business Administration of the University of California, Berkeley.

RSVP with May 24 in subject line to princetonqw@gmail.com

Princeton QWAFAFEW depends on YOU.  Please come if you can, but just as importantly, please forward to any colleagues in the Central/South Jersey/Philadelphia areas.  All are welcome.  You need not be a member to attend.

Payment Options:

Admission Fees

Please note that Paypal / Credit Card payments must be made prior to the event, The Paypal Credit Card buttons are below the payment category descriptions. CASH or CHECK ONLY will be accepted at the door.

Best Option

Join as a QWAFAFEW-Princeton member with a $75 annual fee and attend this meeting for free, Membership also includes ability to attend NYC meetings at that Chapter’s membership rate (Currently, also $35).

Other Payment Options:

General Admission is $50 per meeting,  ($10 Early Bird discount if paid by May 23, 12:00 PM)

QWAFAFEW Member Rate (any chapter) is $35 per meeting. CFAs pay Member Rate for this meeting.

Student rate is $20

Follow this link to pay via Credit Card or Paypal:

2017 Princeton – Site for the Princeton NJ QWAFAFEW Chapter

Details

Date:
May 24
Time:
5:30 pm - 8:00 pm
Website:
http://qwafafew.org

Organizer

QWAFAFEW Princeton, Susan Hume, hume@tcnj.com
Email:
nyc@qwafafew.org
Website:
http://qwafafew.org

Venue

Triumph Brewing, 138 Nassau St, Princeton NJ, 08542, www.triumphbrewing.com