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Tue April 25: Ron Ryan and Nathan Tidd

April 25, 2017 @ 5:35 pm - 8:15 pm

| $35 – $60

Tuesday, April 25, 2017  QWAFAFEW NYC EVENT

“Lessons Learned from the U.S. Pension Crisis”

Ronald J. Ryan, CFA, CEO and Founder, Ryan ALM, Inc.

“Business Factor Models: Transparent Outperformance, Successful Factor Timing & The End of Half-life as We Know It”

Nathan Tidd, CFA, President, Windfactor Investment Research

Permalink:  https://newyork.qwafafew.org/event/2017-april-25/


5:30- 6:10 Registration, Networking, and Refreshments
6:10 – 6:15 Chapter Business – Mike Carty, Chapter President6:15 – 6:55  “Lessons Learned from the U.S. Pension Crisis”, Ronald J. Ryan, CFA, CEO and Founder, Ryan ALM, Inc.

The objective of pensions is to secure the promised benefits in a cost efficient manner with prudent risk. America’s cities and states have a pension deficit of nearly $5 trillion. If TARP I was a national emergency at $800 billion what do you call this dilemma? Mr. Ryan will detail the causes and solutions to the growing financial disaster that affects most Americans.



       Ronald J. Ryan, CFA, CEO and Founder, Ryan ALM, Inc.

Ronald J. Ryan, CFA is CEO and Founder of Ryan ALM, Inc. an Asset/Liability Management firm specializing in ASC 715 Discount Rates, Custom Liability Index, ETF Index Benchmarks, Liability Beta Portfolio. Before that he was President and Founder of Ryan Labs, one of the largest Enhanced Bond Index Fund managers in America. And prior to that, established Ryan Financial Strategy Group, a quantitative firm focused on helping bond managers beat Indexes by creating many unique financial models and index innovations.

Ronald has also been noted for a number of awards, innovations and publications: He’s authored the book, “The U.S. Pension Crisis”; established the 1st SBA Indexes, including a patent for them; won the William F. Sharpe ETF Product of the Year (RAFI High Yield Index); and in 2010 started a suite of RAFI Indexes, the 1st Fundamental Bond Index ETFs.


6:55 – 7:10     Refreshment and Networking Break


7:10 – 7:55  “Business Factor Models: Transparent Outperformance, Successful Factor Timing & The End of Half-life as We Know It”, Nathan Tidd, CFA, President, Windfactor Investment Research

Presentation of an alternative to traditional equity factor modeling that uses a single set of “business factors” to explain cross-sectional differences in corporate earnings, market valuations and equity returns in order to produce long-horizon forecasts of return volatility and direction that are immediately responsive to changing market conditions. Includes examples of how the model’s uniquely predictive analytics can be used to identify equity funds best positioned to outperform in the current market environment as well as to develop differentiated indexed or active factor selection strategies.


        Nathan Tidd, CFA, President, Windfactor Investment Research

Nathan A. Tidd, CFA is the founder of Windfactor Investment Research, a provider of equity fund analysis and investment decision tools for the asset management industry. Nathan previously led the Barra Portfolio Analytics division of MSCI and held leadership positions at Morgan Stanley, Barra International, and hedge fund Horizon Management. Nathan holds an MBA from INSEAD, an undergraduate degree in Finance from Brigham Young University, and is a CFA Charterholder.


8:15 Adjournment

Venue:  Bourbon Street Bar and Grill, 346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036

http://www.bourbonny.com/contact    accessible 42nd Street, Port Authority (A, C, E lines)

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.

Attend this meeting for free by signing up for a 12 month membership

Start or renew a 12-month membership: dues of $120 allow one to attend the next 12 meetings at the membership rate (with the first meeting free)

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 at nyc@qwafafew.org

student and transition memberships also available: see below for details 


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.
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/


QWAFAFEW NYC 2017 schedule

Tuesday, January 24th – Dan diBartolomeo, President, Northfield Information Services & Prof. Dr. Jérôme Kreuser, CEO/Founder RisKontroller Global LLC, Senior Researcher ETH Zurich Risk Center

Tuesday, February 21st – Dick Michaud, President and CEO, New Frontier Advisors & Eric S. Smith, Chairman & CEO, Consulting Services Support Corporation, Decision Technologies Corporation

Tuesday, March 28th – Matt Moran, VP, Business Development, CBOE & Herb Blank, Director of Global Benchmark System, S-Network Global Indexes and ESG Solutions

Tuesday, April 25th – Ronald J Ryan, CFA, CEO, ALM Inc & Nathan Tidd, CFA, President, Windfactor Investment Research

Tuesday, May 23rd – ETF Panel: “ETFs Bring new Life to Quant Investing”, moderated by Linda Zhang, Ph.D., founder of Purview Investments; Panelists: Joanne Hill, Ph.D, Proshares, Dave Nadig, CEO at ETF.COM  & TBA

Tuesday, June 27th– TBA

Tuesday, July 25th – Mary Ann Bartels, Managing Director, CIO of Portfolio Solutions, US Wealth Management, Bank of America Merrill Lynch & Sam Stovall, US Equity Strategist, S&P Global Market Intelligence

Tuesday, August 22nd– Diane Garnick, Chief Income Strategist, TIAA “Mental Accounting in Retirement: Retire Using Buckets of Money” https://www.tiaa.org/public/offer/insights/tiaa-perspectives/income-insights

Wednesday, September 6th – Sharon French, Executive Vice President, Head of Beta Solutions – Oppenheimer & Mikhail Samonov, Senior Portfolio Manager at Forefront Analytics and GKFO

Tuesday, September 26th – Indrani De, Senior Director – Risk Management, TIAA & TBA

Tuesday, October 24th – TBA

Tuesday, November 28th – TBA


QWAFAFEW is always soliciting presentation volunteers.  Send a note to qwafafewnyc@outlook.com if you are interested. New York is the primary focus.  However, if you wish to present in Boston, Chicago, Denver, Los Angeles, Philadelphia, Pittsburgh, Princeton, San Francisco or Washington, DC, please include that in your response and that information will be conveyed accordingly.  As always, presentations must involve research and be educational in manner; while products can be mentioned and touched upon briefly, no product presentations will be accepted.  Disclaimer: Volunteering does not guarantee acceptance.


Other Chapter Events



Upcoming Events of Interest

Thursday, April 13, 2017 – Northfield Online Workshop: Incorporating ESG Considerations into Optimizations

Presented by Steve Dyer, Northfield’s Client Training and Support Specialist
This workshop will start at 11:00 A.M., Eastern Daylight Time and will last for approximately thirty minutes



Tuesday, April 18, 2017, SPA-2017 – Structured Investments Distribution Conference – NYC

Join 200+ of your colleagues and clients from over 100 firms to hear the latest developments on all things structured from the leading lights in the business.



Wednesday, April 19, 2017, #RockForALTSO, A Leg To Stand On, Jam Session, The Bitter End, 147 Bleecker Street



April 20, 2017, 13th Annual Global ETF Awards and Workshop, Convene, New York City  http://www.exchangetradedfunds.com/

or http://www.globaletfawards.com/.


Thursday, April 20, 2017 ,SQA April 20th Seminar with Duncan Brown – Gravitational Waves   http://www.sqa-us.org/


Thursday, April 27, 2017, Capital Link’s 16th Annual Closed-End Funds and Global ETFs Forum at the Metropolitan Club, NYC



Friday thru Sunday, April 28 – 30, 2017, QuantCon NYC https://www.quantcon.com/ Quantopian’s annual algorithmic trading conference.

Here is a discount code you can share with your members, good for 10% off any ticket level: QConMeetup!  Can’t make it to NYC? Sign up for our live stream – tune in live and get first access to all of our recordings and presentations.  Thursday, May 18, 2017 ,SQA May 18th Seminar w/ Kent Daniel  http://www.sqa-us.org/

Tuesday and Wednesday, May 2324,2017, The Center for Financial Professionals presents 6th Annual Risk Americas.

Join over 500 risk professionals at the 6th Annual Risk Americas 2017 Convention, May 23-24, to gain valuable insights from over 80 presenters across four focused streams including Future of Risk Management, Stress Testing & Model Risk, Liquidity Risk & Funding and ERM & Operational Risk. Unmissable networking opportunities includes over 20 luncheon roundtables across two days. Plus, do not miss the opportunity to also attend four complementary masterclasses. For more information on the full Risk Americas 2017 Convention, please visit www.risk-americas.com.

Enter the code QWAF20 when registering to receive a 20% discount at the Summit.

Thursday, June 22, 2017 ,SQA Seminar w/ Hui Xiong – Which Startup to Invest In   http://www.sqa-us.org/

Thursday, June 22, 2017, Capital Link will host its 4th Annual Dissect ETFs Forum at the Metropolitan Club, NYC, http://www.capitallink.com/

June 25-27 in Dana Point, CA for Ritholtz Wealth Management & IMN’s 22nd Annual Global Indexing & ETFs. Featuring a timely program led by an all-star speaking faculty, this will be a must-attend gathering for institutional investors and asset owners, index providers, ETF issuers, asset managers, exchanges, technology solutions providers, retail investment advisors, academics and more.  We’ve arranged a special 15% off discount for members. Simply enter VIP code QETF15 when registering online here.  Register today at www.imn.org/indexing17 and take advantage of VIP code QETF15 for 15% savings.

Wednesday and Thursday, July 19th and 20th, Summer in the City: 5th Annual CSR Investing Summit http://www.csrinvestingsummit.org/

Please follow QWAFAFEW on linked in: QWAFAFEW Investment Society linked-in Discussion page. The URL is http://www.linkedin.com/e/gis/59644/530E700BF98A. All worldwide chapter events and related events (along with ETF events, SQA events, etc.) are listed on this page along with active discussions and thought-provoking issues are posted on this page.

We are also on Twitter (@QWAFAFEW1) and Facebook (search for QWAFAFEW under groups – less frequently updated). Website  www.qwafafew.org has access to past presentations.  Our programs in Boston, Chicago, Denver, New York City, Metro Los Angelos, Pittsburgh, Philadelphia, Princeton, San Francisco, and Washington, DC are listed along with other useful information.


April 25, 2017
5:35 pm - 8:15 pm
$35 – $60


Mike Carty


Bourbon Street Bar and Grill
346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036
New York, 10036 United States
+ Google Map
(212) 245-2030