Loading Events

« All Events

  • This event has passed.

Jan 29 NYC “Asset Allocation Insights Long History” – Samonov; Abbett Panel “Derviatives in Fund / ETF Construction”

January 29 @ 5:30 pm - 8:00 pm

| $35 – $60

Event URL: http://newyork.qwafafew.org/event/jan-29/

Venue

Bourbon Street Bar & Grill,

346 W 46th St., between 8th/9th Ave., NY

 

Agenda

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

RSVP to nyc@qwafafew.org In text body, please provide the name, phone number, email, and membership/affiliation status for each attendee.
Admission Fees: Use Paypal Link by clicking here or type the URL: https://qwafafew.wordpress.com/meeting-admission-nyc/
or bring Check or Cash to the door on the night of the event after you RSVP.
$35 for paid-up QWAFAFEW members (any chapter);
$40 for CQA members, SQA members, CQFs, CAIAs, CTHFAs, and sustaining (paid) PRMIA members, full-time students, those between positions, FWA members, IAFE, MTA members and members of any CFA Society;
$50 for members of PRMIA (free members), GARP, and/or members of any Quant-affiliated Linked-In group;
$60 for all other RSVPs;
Unless paid through PayPal, $10 late-fee applies to those not RSVP’d by Noon of the day of the event.

To learn more about QWAFAFEW: visit http://qwafafew.org/

To be placed on our e-newsletter mailing list: please e-mail qwafafewnyc@outlook.com with your e-mail and name.
 QWAFAFEW-NYC Memberships:
12-month membership dues of $120 available at the door (Use Paypal Link: https://qwafafew.wordpress.com/purchase-qwafafew-nyc-chapter-membership/  or bring Check or Cash to the door on the night of the event after you RSVP), and attend this meeting for free.
Student membership available for $60 (first meeting is free) or Transitional membership available for $80 (1st meeting free) Paypal Link:      https://qwafafew.wordpress.com/qwafafew-paypal-buttons-regional-meetings/

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 

A discussion of key issues, features, benefits and challenges on using derivatives to improve return/risk ratios in portfolio construction for mutual funds and ETFs.
Bios

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.

 

 

 

.

 

Speaker Bio

The Speaker: Mikhail Samonov, Founder - Two Centuries Investments and Julie Abbett, Executive Director - 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. Mikhail graduated Brown University with a BS in Applied Mathematics and Economics. His MBA degree is from the Wharton. 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, Julie was a Quantitative Equity Portfolio Manager at Deutsche Asset Management (DeAM)/DB Advisors for over 9 years.

How to Pay

Pay online using PayPal . Or, you can pay by check or cash at the registration desk at the meeting. Unless paid through PayPal, a late fee of $10 applies to those not RSVP’d by noon of the day of the event

Pay Here: $35 - $60

Details

Date:
January 29
Time:
5:30 pm - 8:00 pm
Cost:
$35 – $60
Website:
www.qwafafew.org/newyork

Organizer

Mike Carty
Phone:
718-846-2125
Email:
cmcarty1@earthlink.net
Website:
www.qwafafew.org

Venue

Bourbon Street Bar and Grill
346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036
New York, 10036 United States
Phone:
(212) 245-2030
Website:
http://www.bourbonny.com/contact