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Dr. Abernathy has a long history developing risk premia and quantitative strategies. He is currently a principal of Stonebrook Capital Management and HFR Quantitative Strategies, a subsidiary of Hedge Fund Research, Inc., where he is responsible for developing the HFR Bank Systematic Risk Premia Indices. Prior to this, Dr. Abernathy was managing director of alternative investments at Guggenheim Investments where he provided strategic guidance to the firm’s alternative investment efforts. At Stonebrook, he developed a number of innovative quantitative strategies used by pensions, endowments, and family offices. Earlier in his career, he was director of research at Moore Capital Management, a New York-based hedge fund, and a member of the research team in the Analytical Proprietary Trading Group at Morgan Stanley. Dr. Abernathy holds a bachelor’s degree in electrical engineering from Howard University as well as a master’s degree and a doctorate in electrical engineering and computer science from The Massachusetts Institute of Technology.

Michael Daly is an Executive Director and Head of Equity and Multi-Asset Investment Risk at Morgan Stanley Investment Management (“MSIM”). Michael joined MSIM in 2007 and has served in a number of roles within the Global Risk and Analysis (“GRA”) group. The GRA group provides independent risk oversight across the business units and risk categories of MSIM. Prior to Morgan Stanley, Michael worked as a Senior Software Engineer developing quantitative investment applications at FactSet Research Systems. Michael received a B.S. in computer science from Lehigh University and a M.S. in mathematics from Fairfield University.

Adam is the Head of the Investment Science Unit and is a Partner and Managing Director in Cambridge Associates’ Boston office. He is the former head of the Portfolio Modeling and Analytics Group where he oversaw the development of the factor models and portfolio decomposition tools in use at Cambridge Associates. He has also held senior roles in manager research where he focused on investment opportunities in diversifying asset classes and strategies, including CTA/managed futures, alternative beta and risk premia, active currency, and volatility trading strategies as well as discretionary and systematic macro programs. Adam’s research interests include skill and anomaly detection, predictive modeling related to manager selection, and process automation. Adam is a frequent presenter at industry conferences and guest lectures at a number of universities. Prior to joining Cambridge Associates, Adam served as Director of the Global Currencies Client Risk Advisory Group at Credit Suisse. In this position, Adam oversaw the business in North America, helping clients achieve best execution and optimize their currency hedging programs. He conducted research on topics such as tail risk hedging, strategy selection under volatility regimes, and event risk positioning. Previously, he spent twelve years at JP Morgan Chase, where he held several roles focused on the trading, structuring, and sales of fixed income and foreign exchange derivatives. Adam has his BS in Information and Decision Systems, as well as his MS from the Graduate School of Industrial Administration, both at Carnegie Mellon University.

Mr. Rennison is a senior vice president in the quantitative portfolio management group in the Newport Beach office, focusing on multi-asset-class systematic strategies. He was previously a member of the client analytics group, advising clients on strategic asset allocation. Prior to joining PIMCO in 2011, Mr. Rennison was a director and head of systematic strategies research at Barclays Capital in New York and also spent five years at Lehman Brothers. He has 18 years of investment experience and holds master's and undergraduate degrees in mathematics from Cambridge University, England.

Amit Sinha is the head of Multi-Asset Design for Multi-Asset Strategies and Solutions (MASS) at Voya Investment Management. He is responsible for developing customized investment solutions tailored to address the needs of clients, and is a portfolio manager for institutional portable alpha and risk premia strategies. Prior to joining the firm, Amit founded Focus262, a consulting firm serving the needs of institutional investors. Before founding Focus262, Amit was a portfolio manager for multi-asset and liability driven strategies at Pacific Life,with responsibilities across derivatives trading, quantitative investing and client solutions for approximately $20 billion of client assets. Amit began his career at J.P. Morgan, where he last served as Executive Director, portfolio manager and co-founder of J.P. Morgan’s pension advisory business that was acquired by Pacific Life. Amit received a BA in Business and Systems Modeling from Franklin and Marshall College.