Portfolio Construction And Tactical Trading Strategies
Wednesday, May 19, 2021 - Online: 6pm GMT / 1pm Eastern / 12pm Central
Many investors come to macro and managed futures strategies primarily for hedging and ‘crisis alpha,’ but there is much more to tactical trading strategies than that. A portfolio that includes tactical strategies, or is comprised entirely of them, can achieve an assortment of different investing goals (not just “crisis alpha”). Join AlphaWeek and Kettera Strategies for a webinar that looks at the different ways in which tactical trading strategies can be integrated into a multi-asset, multi-strategy portfolio, and why.
Marat Molyboga, Ph.D., CFA, Chief Risk Officer, Director of Research, Efficient Capital Management
Dr. Molyboga is the Chief Risk Officer and Director of Research at Efficient Capital Management, and helps shape strategic priorities as a member of the Leadership Team. He began his career at Efficient in 2001 as a Research Analyst. His expertise is in CTA performance evaluation and portfolio construction. Dr. Molyboga is also an expert in portfolio risk management and serves as the Chief Risk Officer for the firm, while also overseeing the work of the Research Team. Dr. Molyboga is a Chartered Financial Analyst (CFA). He graduated with high honors from Moscow State University in 2001 with a Masters in Financial Mathematics. He also graduated with honors from the University of Chicago's Booth School of Business in 2013 with an MBA in Finance, Economics and Strategic Management. He earned a PhD in Finance from EDHEC Business School in 2019. Dr. Molyboga is an Adjunct professor at the Illinois Institute of Technology Stuart School of Business where he teaches Quantitative Investment Strategies. He has appeared in many journals such as the Journal of Portfolio Management, Journal of Alternative Investments, Journal of Futures Markets, Journal of Financial Data Science, etc. He is passionate about academic research with practical applications to investors.
Karl Rogers, Managing Partner, Athlon Family Office
Karl Rogers is Managing Partner & Co-founder of Athlon Family Office, a private investment firm with interests in private equity, trade finance & hedge funds. Karl also runs a trading floor as the Head of Trading, US Power for RISQ and sits on the firm’s risk committee.
Karl previously founded ACE Capital Investments, a Dublin, Ireland-based consulting firm which helps family offices with constructing portfolios of hedge funds, and currently sits in the Faculty for Trinity College Dublin’s M.Sc. In Finance Program.
Karl has been referenced in industry platforms including The Wall Street Journal, Bloomberg & CAIA’s ‘Chronicles of an Allocator’ and speaks at family office alternative investment conferences across multiple continents.
Jon Stein, Managing Partner, Kettera Strategies
Jon Stein serves as a Managing Partner and as the Chief Executive Officer of Kettera Strategies. He has 30 years’ of experience in the investment industry. He previously served as a Managing Director of Astor Janssen Holdings LLC. Prior to Astor Janssen, Mr. Stein was a Managing Director and partner with Parker Global Strategies, in charge of new portfolios and products, with an emphasis on foreign exchange traders and natural resources managers, and was a member of the investment, implementation and portfolio committees.
From July 2005 through October 2007 Mr. Stein was the Co-CIO of and partner in AlphaMetrix Investment Advisors, an alternative investments manager platform headquartered in Chicago. Mr. Stein was previously the Chief Strategic Officer of Efficient Capital Management, a fund-of-funds and manager-of-managers based in suburban Chicago, and also served as the Chairman of the firm’s Investment and Allocation Committee. Before Efficient Capital Management, he was a director with Rotella Capital Management, a trading advisory firm.
After being trained to make markets in options and futures in 1987-1988, Mr. Stein turned to financial journalism, serving as the Senior Editor with Futures Magazine from 1988 through 1990. During his law studies, Mr. Stein served as a consultant to various industry firms and authored a text on foreign exchange trading, Trading Currency Cross Rates, published by John Wiley & Sons in 1993. Mr. Stein practiced law with two law firms in Chicago, including Katten Muchin & Zavis, specializing in the formation of hedge funds, futures funds, and trading businesses as well as related litigation. Mr. Stein is also a founding partner, and on the advisory board, of a Chicago-based fintech firm, AlphaTech Solutions LLC, and is a registered AP of Kettera Strategies.
Mr. Stein earned his JD from Chicago-Kent College of Law in 1993, and a BS in Journalism from the University of Wisconsin in 1986.
Kettera Strategies provides a unique value proposition through the proprietary Hydra Platform. We are committed to giving investors flexible access to best-of-breed trading strategies, unparalleled transparency, and stringent third party oversight and administration. Hydra gives QEP investors a single point of access to alternative investments with tools to make informed decisions, allocate using liability protected vehicles, low fee structure, and superior liquidity and transparency.
NilssonHedge provides a free CTA/Managed Futures and Hedge Fund database. The majority of the database covers CTA or Managed Futures Managers, using a variety of styles and strategies. In addition, NilssonHedge offers supplemental coverage of a number of Long/Short Equity Managers, Fixed Income Strategies and Multi-Strategy hedge funds. The database is expanding continuously.
ADM Investor Services has been a leader in the futures industry for over 50 years. We provide clients with unparalleled clearing and execution services around the globe and around the clock. The futures industry is fast paced and technical, but it is also personal. Service is paramount and surrounds everything we do. Integrity is the ruler by which every business decision is measured at ADM Investor Services. We are a wholly owned subsidiary of the Archer Daniels Midland Company, a Fortune 50 firm. This, together with our strong balance sheet, provides the financial stability and assurance required by institutional, commercial and high net worth investors. Learn more about us at www.admis.com.
Backed by industry expertise, robust infrastructure and a steadfast commitment to customer service, as part of ADM Investor Services, the Institutional Prime Services Team provides a client-first approach. We deliver expert execution, clearing and flexible world class technology solutions to institutional investors worldwide on all major exchanges. The Team is a “One Stop Shop” for Commodity Trading Advisors and the Institutional Investors allocating to these strategies. By identifying new talent, we help investors meet managers early while simultaneously helping quality managers raise AUM through a tailored approach leveraging our diverse network of strategic investor relationships.
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Investment Managers and Service Providers
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