Event Profile

CAIA Chicago CTAs and Commodity Indices

Date(s):
May 19, 2016
Note:
All times listed are in local time
Venue:
Monadnock Building
53 W. Jackson Blvd.
Chicago, IL 60604 
Fee(s):
This event has a fee
Description:
CTAs and Commodity Indices: A Fresh Perspective
 
Featured Speakers
Douglas Ashburn, COO and Editor-at-Large, John J. Lothian & Company, Inc.
Topic:  Is 2016 a “Make-or-Break” Year for Managed Futures?
 
During the financial crisis, managed futures enjoyed solid returns while equity markets plunged. As equity markets turn bearish in 2016, will managed futures have another run of out-performance, and if not, what will the future hold for this asset class?
 
Hilary Till, Principal, Premia Capital Management, LLC
Topic: What are the Sources of Return for CTA's and Commodity Indices
 
Ms. Till will review structural sources of returns for CTA’s and Commodity Indices.  The presentation is based on a recent Journal of Wealth Management article, “What Are the Sources of Return for CTAs and Commodity Indexes? A Brief Survey of Relevant Research.”  The presentation will cover the long-term return sources for both managed futures programs and commodity indexes; the investor expectations and the portfolio context for futures strategies; and how to benchmark these strategies.
 
Time:
11:45 a.m. (check-in); event 12:00 p.m. - 1:00 p.m.
Fee:
 
$20, lunch is included
(Seating is limited.  Please be sure to notify us if you need to cancel.)
 
Speaker Bios:
 
Hilary Till
Ms. Till is a Principal of Premia Capital Management, LLC, a proprietary futures trading company in Chicago.  Ms. Till is also a co-founder of Premia Research LLC, which is a consulting firm that designs indices.  The Premia Research Bancor index is calculated and disseminated by S&P Dow Jones Indices here.
 
She serves as a Research Associate at the EDHEC-Risk Institute (of Nice, France) and is a member of the North American Advisory Board for the London School of Economics.  Ms. Till is also a Solich Scholar at the J.P. Morgan Center for Commodities (JPMCC) at the University of Colorado Denver Business School and is the Contributing Editor of the JPMCC’s Global Commodities Research Digest (GCARD),http://www.jpmcc-gcard.org.  In addition, she is the Co-Editor of “Intelligent Commodity Investing,” a bestseller for Risk Books (London).
 
In Chicago, Ms. Till is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets; is a Board Member of the Arditti Center for Risk Management at DePaul University; and serves on the steering committees of both the Chicago chapter of the Chartered Alternative Investment Analyst (CAIA) Association and the Chicago chapter of the Professional Risk Managers’ International Association (PRMIA).  In addition, she has provided seminars (in Chicago) to staff from the Shanghai Futures Exchange and the China Financial Futures Exchange.
 
Douglas Ashburn
Mr. Ashburn is chief operating officer and editor-at-large at John J. Lothian & Company, Inc. He joined the firm in 2011 and was named to the COO position in July 2015.
 
Mr. Ashburn, is a 20-plus year veteran of the Chicago financial markets and joined JJLCO in 2011 to serve as a lead project manager for MarketsReformWiki, a database specifically dedicated to tracking and archiving of all information related to regulatory reform in the U.S., Europe and Asia. He was named editor-at-large later that year, and in 2014 added vice president, business development to his title.
 
As COO, Mr. Ashburn oversees the day-to-day operations of JJLCO's business units, including John Lothian News, John Lothian Productions and MarketsWiki Education. He also continues to lead the company's sales and business development efforts. As editor-at-large, he continues to lead MarketsReformWiki, and he also provides original content and editorial support for the JLN Managed Futures Newsletter and other John Lothian News properties.
 
In 2012 and 2013, he served as editor of Intelligent Risk, a quarterly publication of PRMIA, the Professional Risk Managers' International Association.  In 2016, Mr. Ashburn joined the steering committee of the Chicago chapter of the Professional Risk Managers’ International Association (PRMIA).

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Monadnock Building
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