The Growth in Futures and Options Trading, and How CME Group Products Manage Risk

This presentation explores factors behind the growth at CME Group and uses case studies to explore the equity derivatives complex — how plan sponsors and money managers use equity futures.It will also spend time discussing North American and global initiatives that will further grow CME’s derivatives business going forward.

This presentation provides a framework for attributing portfolio return, risk, and information ratio while reflecting the investment process. The customizable methodology is valid either ex ante or ex post. As a special case, it considers a portfolio strategy based on a set of custom investment factors. The approach shows how Barra risk forecasts can be attributed to Fama–French factors.

The Future is Coming, but Only You Can Decide Where It's Going

Join Jeff Saut, chief investment strategist for Raymond James Financial, as he talks about current market conditions, the market’s outlook, and how we can navigate through these “strangest of times.”

Investor Behaviour and the Credit Crunch
Jeremy Armitage, CFA
Senior Managing Director, Global Head of Research and Derivatives

The past year has seen financial markets swing violently between greed and fear, and gauging risk appetite has never been more important. This provocative presentation outlines State Street Global Markets’ unique perspective on investor behavior and its application to the current investment environment.

Structuring Asset Mixes: Seven Deadly Sins

Investors seek to structure asset mixes while overcoming unconscious tendencies such as constraining alpha by beta sources or concentrating too much risk in one strategy or asset class. This presentation frames these tendencies as “sins” and suggests tools that help investors be more “virtuous” when attempting to increase alpha and diversify market exposure.

Safety as a Core Corporate Value

The session focuses on methodologies and performance indicators to demonstrate that companies who have embedded safety programs as a core corporate value see both increased production and financial success. It will also provide examples of companies who have successfully implemented these programs.

The Relationship between Forecasts and Successful 130/30 Strategy Implementation

Short-extension strategies, such as 130/30, have been popularized by the benefits that these products provide to investors and portfolio managers. However, benefits do not accrue equally to all forecasting signals and models. This presentation demonstrates how successful implementation of short-extension strategies is dependent on the quality and stability of the forecasts that drive them.

This session discusses whether globalization has hollowed out the market through the takeover of revered Canadian companies and whether it has changed the overall level of market risk. It will further discuss whether the opportunity for successful active management has declined and review this unique market’s opportunities for equity extension and market-neutral investment strategies.

Environmental Technology Companies and Climate Change Risk: What Are the Opportunities for Institutional Investors?

As cleaner products and services are encouraged in response to climate change risk, companies providing value-added solutions to environmental problems can outperform companies who do not. This session examines the impact of environmental technology companies, alternative energy and peak oil implications, and how investment professionals can benefit from this expanding and lucrative sector.

Leveraged and Inverse-Leveraged ETFs

This presentation will discuss BetaPro Management Inc., Canada’s sole provider of leveraged and inverse-leveraged mutual funds and ETFs (exchange-traded funds). Money managers, investment advisers, and investors can use Horizons BetaPro products to profit when the market is rising or falling and to reduce risk by hedging their existing market exposure.

Applying Modern Portfolio Theory to Custom Target Maturity Solutions

Thomas M. Idzorek, CFA
Vice President, Research and Product Development

Target maturity solutions are changing how the world invests, but many stock/bond glide paths are based on heuristics — such as 100 minus your age. Tom Idzorek will present a framework that embraces modern portfolio theory and liability-driven investing to create custom lifetime asset allocation solutions that are optimal for asset accumulators and retirees.

Diversifying Portfolios with Exchange Traded Products

This presentation will provide an overview of ETFs (exchange-traded funds) and ETNs and how they are being used by institutions and advisers looking to use a core–satellite approach, add a real asset allocation, or gain specific industry exposure.

This session examines both current and growing trends for industries and investments in the equity, currency, real estate, and bond markets, as well as their implications for financial professionals such as institutional investors and fund managers. BNY Mellon Asset Servicing’s range of performance and risk analytics solutions will be reviewed and will address these topics and trends.

Critical Issues Facing the Retail Brokerage Industry: How Firms Must Respond to Changing Needs of Individual Investors
Dushyant Shahrawat, CFA
Research Director
Croesus Finansoft Inc. brings together this presentation with participation from TowerGroup, the leading research and advisory services firm focused exclusively on the global financial services industry.

What will be the role of the investment advisor/portfolio manager going forward? Does client relationship management have the same implications it once did? What technology will help firms face the challenge of the new investor paradigm?

A Post Modern Portfolio Theory: Long-Term Portfolios for Prudent Investors

David Morris
Founder and CEO
Global Wealth Allocation (GWA)

Prudent investors concerned with the well-being of their beneficiaries often rely on market-capitalization performance benchmarks to guide their equity strategies. Although problems can arise with these indices when one-way speculation causes extreme fluctuations, this presentation explores a solution offered by the application of the idea of wealth — the pre-1952 “alpha and omega” of capital theory in economics.

The Fundamental Index® Approach: A Better Way to Invest

John West, CFA
Associate Director and Product Specialist
Research Affiliates, LLC

This presentation will discuss the Research Affiliates Fundamental Index approach, which gives investors broad market exposure without cap-weighting’s performance drag. Their portfolios weight each company by fundamental measures of size, not Wall Street popularity. It is a high liquidity, low turnover strategy that they feel is not just innovative, but fundamentally better.

Beyond EPS: Market Response to Revisions of EPS, EBITDA, and Revenue Estimates

Stephen Malinak
Director of Quantitative Research
StarMine

This presentation introduces StarMine's latest findings in the field of analyst revisions from investigating the earnings revisions anomaly. Their unique model combines EPS and non-EPS signals into one comprehensive and profitable stock selection factor, with innovative findings including the significance of company-specific characteristics and StarMine's Predicted Surprises.

The Teekay Corporation

This presentation is an overview of the Teekay Corporation, which transports more than 10 percent of the world’s seaborne oil, has built a significant presence in the liquefied natural gas shipping sector, continues to expand its conventional tanker business, and is further growing its offshore oil operations.