Event URL: http://newyork.qwafafew.org/event/jan-29/
Bourbon Street Bar & Grill,
346 W 46th St., between 8th/9th Ave., NY
5:30 – 6:10 Registration/Networking
6:10 – 6:15 Greetings from Mike Carty, Chapter President, Treasurer, Program Chair and Organizer of all QWAFAFEW-NYC Events
6:15 – 6:55 “Asset Allocation Insights from the Long-Run” – Mikhail Samonov, Founder, Two Centuries Investments
6:55 – 7:10 Refreshment/Networking Break
7:10 – 7:55 “The Use of Derivatives in Portfolio Construction for Mutual Funds and ETFs” – Julie Abbett, Executive Director, JP Morgan Chase and Expert Panelists To Be Announced
7:55 – 8:15 Adjournment
To learn more about QWAFAFEW: visit http://qwafafew.org/
Synopses and Bios:
“Asset Allocation Insights from the Long-Run” – Mikhail Samonov, Founder, Two Centuries Investments
Most investors agree that the biggest decision in investing is asset allocation, but few agree on what the best asset allocation strategy is: from “Stocks for the Long-Run” and “Random Walk Down Wall Street”, to “Pioneering Portfolio Management” and “All-Weather” to “Factor-Based Investing” and “Dynamic Asset Allocation”. For various asset allocation approaches, we use very long-run financial history and discuss the biggest problem facing investors and the two performance risks that cause it.
“The Use of Derivative Instruments in the Construction of Mutual Funds” – Julie Abbett, Executive Director. JP Morgan Chase and Experts Panelists James Maund, VP, State Street Global Advisors (SSgA) and Caitlin Stefanick, Delta One Trading JP Morgan Chase
Mikhail Samonov is the Founder of Two Centuries Investments, a Quantitative Asset Management firm in Princeton, New Jersey. Mikhail has been a quantitative portfolio manager for over 15 years. His prior roles included managing more than $5 billion in quantitative equities for PineBridge Investments, including $1 billion in a Socially Responsible strategy, running an alternative data company OctoQuant, and managing $1+billion in multi-asset and alternative factor strategies for Forefront Analytics. Mikhail is a published author and a frequent speaker on the topics of factor investing, asset allocation, quantitative innovation and responsible investing. His work has been quoted by many leading media organizations, academics and book authors. Mikhail is a creative thinker and an educator frequently involved in helping investors and asset managers transform, innovate and grow. Mikhail is an honors graduate of Brown University with a Bachelor of Science in Applied Mathematics and Economics, and holds an MBA degree from the Wharton Business School at the University of Pennsylvania. Mikhail is a CFA Charterholder.
Julie Abbett is an Executive Director at JP Morgan Chase. She focuses on building out JPM’s ETF execution sales model through strategic partnership with the key clients within the ETF landscape. Prior, Julie was at Deutsche Bank where she headed up the ETF execution Sales effort covering the RIAs, ETF Portfolio Managers and traditional asset manager clients.
Prior to Deutsche Bank, Julie was Senior Vice President and Head of Portfolio Management at IndexIQ running a suite of liquid alternative exchange traded funds. Before IndexIQ, Juliewas a Quantitative Equity Portfolio Manager at Deutsche Asset Management (DeAM)/DB Advisors for over 9 years.
Caitlin Stefanick works in Delta One Trading at J.P. Morgan. Prior to that she was on the Delta One Trading desk at Credit-Suisse. She is a graduate of the University of Chicago where she earned a B.S. in Mathematics and Computer Science.
James Maund is a Vice President at State Street Global Advisors. He is a member of the ETF Capital Markets Group based in New York. He is primarily responsible for client relationships and ETF education in the Asset Owner, Asset Manager, and Insurance sales channels in North and South America. James is also responsible for relationships with the Options Trading community who are active in trading options on ETFs.
Prior to joining SSGA, James was an ETF trader at Goldman Sachs & Co. His primary responsibility was as a specialist/market maker for Exchange Traded Funds on the floor of the New York Stock Exchange, and later on the American Stock Exchange and in the firm’s Index Arbitrage group.
James earned a Bachelor’s degree in Economics from Wesleyan University in Middletown, CT. He holds FINRA series 7, 63, and 55 licenses.