Commodity Trading Risk Management
On Wednesday, October 4, Chicago QWAFAFEW, PRMIA Chicago and William Blair will host an early evening event featuring two perspectives on commodity trading risk management.
Speakers
-
Hilary Till, Co-Founder of Premia Research LLC and Research Associate at the EDHEC-Risk Institute
- Mark Shore, Founder and Chief Research Officer of Shore Capital Research
Speaker Bios
Agenda
Date: October 4th, 2017
5:00PM - 5:30PM Registration and networking with light food and drinks
5:30PM - 6:15PM Hilary Till - "Commodity Trading Strategies, Common Mistakes, and Catastrophic Blowups"
Hilary will provide her current perspectives on the always dynamic and frequently opaque commodity markets, including
- commodity trading strategies
- common mistakes, and
- catastrophic blowups
The specific commodity trading strategies to be discussed are trend-following and calendar spreads. The common mistakes are
- targeting returns rather than risk metrics
- establishing inappropriate trade sizing, and
- failing to fully appreciate the psychological discipline required for trading
The presentation also includes case studies on the catastrophic derivatives blowups at Amaranth and MF Global.
6:15PM - 7:00PM Mark Shore "Risk Management of a CTA, Looking Behind the Curtain"
Mark will discuss his experience as the former COO of VK Capital ($300 million AUM) responsible for the risk management and due diligence of the CTA's strategies.
Registration
Admission is $15 in advance (or $20 at the door) with light food and drinks provided. Students and unemployed $10.
Purchase tickets or reserve a seat (space available) via TicketLeap.
Register