Tactical Trading Symposium North America 2022
Where allocators and managers meet to discuss the latest in macro and managed futures strategies
Tuesday, April 26, 2022 - New York
8.30am ET - 6pm ET
Gregory C. Beier: President & COO, Sustainability Arbitrage
Gregory C. Beier is the Macro ESG Strategist and Founder of Sustainability Arbitrage LLC, where he analyzes markets, politics, and technology for a sustainable future to generate global risk insight for institutional investors. Sustainability Arbitrage is building a strategy to trade foreign exchange and sovereigns using the Sustainable Development Goals.
Julia Bonafede: Co-Founder, Rosetta Analytics
Julia has spent the past six years with Co-Founder Angelo Calvello and the Rosetta Analytics team focused on managing investment strategies developed on the firm’s advanced AI investment platform. Rosetta Analytics uses leading-edge proprietary deep reinforcement learning models to manage investment strategies. Its six-person team is comprised of experienced investment professionals and machine learning scientists. The objective is to provide institutional and other qualified investors with a high quality systematic investment strategy.
Prior to co-founding Rosetta Analytics, Julia spent 24 years building teams and offices at Wilshire Associates. She served as President of Wilshire Consulting and was a member of Wilshire’s Board of Directors and Wilshire Consulting’s Investment Committee. She led over 90 consulting professionals servicing more than 200 client relationships with AUA of over $1 trillion. She has a strong history and philosophy of portfolio risk management and research and expanded Wilshire Consulting’s business into Outsourced CIO and Risk Consulting services for clients. She has served as strategic consultant to large state and corporate pension funds, and endowment and foundation clients.
Julia speaks regularly at industry conferences on topics such as risk management, fiduciary issues, asset allocation and rebalancing, the market environment, and the evolution of the investment consulting business. Her publications include: "The Wilshire 5000 Total Market Index: The Logistics Behind Managing Broad-Based Indexes," Journal of Indexes, 3rd Quarter 2003; and "A Multi-Period Linking Algorithm that Has Stood the Test of Time," The Journal of Performance Measurement, Volume 7: Number 1.
Ms. Bonafede earned a B.S. in Marketing from the University of Colorado and an M.B.A. in Finance and Entrepreneurship from the Marshall School of Business at the University of Southern California. She is a member of the CFA Institute and is a founding member of the United Kingdom Society of Investment Professionals/CFA Society United Kingdom. She currently serves on the Standards of Practice Council for the CFA Institute. She is also a member of the Financial Data Professional Institute Advisory Board.
Matt Brown: President & COO, MSR Indices
Matthew J. Brown is the President and COO of MSR Investments LLC and MSR Indices LLC. Mr. Brown develops and operates all portfolio management, risk management and trade execution software for MSR. He collaborates with Mr. Rulle on the development of the MSR Investable Index Platform, and builds all systems under the strict discipline of the firm’s philosophy regarding statistical testing and the scientific method. Mr. Brown has over 20 years of experience in the financial industry. He developed trading systems for fixed income arbitrage while working with Mr. Rulle at Graham Capital Management and built a trading book to over $200 million in nominal capital and over $5 billion in total assets. Prior to Graham, Mr. Brown managed a fixed income arbitrage team at $400 million hedge fund Hamilton Partners, and reported to Mr. Rulle there as well. Prior to teaming up with Mr. Rulle for the first time, Mr. Brown was the Chief Trader at Banco Central Hispano, USA. During the eight years prior to joining Banco Central Hispano USA (which was purchased by Banco Santander during his tenure). Mr. Brown was an institutional fixed income salesman for several major Wall Street dealers including Merrill Lynch, Lehman Brothers and Kidder Peabody. Academically, Mr. Brown earned a BS in Economics from Manhattan College.
Sam Deidrich: Managing Director, Head of Absolute Return and Credit, Partners Capital
Sam Diedrich joined Partners Capital in 2020 to head Absolute Return and Credit strategies. Prior to joining, Sam was a Vice President at AQR Capital Management, serving as a member of the portfolio management and research team for hedge fund and style premia strategies. Previously he was Portfolio Manager for multi-strategy, real asset strategies within Brookfield’s public securities group and Sector Specialist at PAAMCO managing the firm’s fixed income relative value strategies. Sam received his MBA from the University of Chicago Booth School of Business, his MS in Electrical Engineering from Johns Hopkins University, and his BS in Electrical Engineering from the University of Washington. Sam is a CFA Charterholder and CQF qualified.
Lee Gladden: CEO and AltStrat Portfolio Manager, Witherspoon Asset Management
Lee is the founder and head of Witherspoon Asset Management and chairs the Investment Committee for AltStrat Investments. He was an officer at Commodities Corporation (CC) in Princeton, NJ from 1981-1988. Lee was responsible for structuring and distributing their funds utilizing a multi-trader, multi-strategy approach that comprised the industry's largest guaranteed futures funds. After leaving CC, Lee was a partner in firms which managed liquid alt portfolios for Japanese trading firms and other institutional investors. Lee has been working with alternative investment managers and allocating capital to liquid alternative strategies for forty years. He is a graduate of the University of California at Santa Barbara and earned an MBA from Harvard Business School.
Tom Glanfield: Founding Partner & Portfolio Manager, Quantix Commodities
Quantix Commodities is a USD1.4bn commodities asset manager offering relative value, uncorrelated alpha strategies as well as investor solutions such as inflation hedging and exposure to the energy transition. Within inflation hedging, Quantix can offer vehicles for different types of client as well as publishing the Quantix Inflation Index (“QII”). Before co-founding Quantix, during his career at Goldman Sachs, Tom was the Global Head of Investor Swaps Trading, Lead Index Options and Commodity Structured Products Trader, Head of European Oil Products and Global Head of Oil Derivatives. Tom started his Goldman Sachs career in Commodity Investor Products business with a focus on new product development before moving to the trading side of the business where he ran the largest book of commodity index swaps and oversaw index futures trading for Goldman Sachs. Tom was a Managing Director in commodities for six years and worked in both New York and London. Tom holds a BS in Mechanical Engineering with a minor in Economics from Massachusetts Institute of Technology.
Brian Moss: Founder & CEO, Soaring Capital Management
Brian F. Moss, CFA, Founder and CEO of Soaring Capital Management, LLC has over 30 years of experience working in professional investing, risk management and in alternative investments. He has worked with some of the largest investment banks such as the predecessor to UBS and a group that spun-off from JP Morgan. Additionally, Mr. Moss has worked with prominent US families including an investment firm that is now owned by the Forbes family. Through the years, he has helped bring unique investment and hedging opportunities to his clients. Mr. Moss has a passion for investing and for helping investors plan, manage and grow their wealth and achieve their goals.
Mr. Moss started Soaring Capital in after having tremendous success managing his family wealth. Gaining invaluable experience from over thirty years of working on Wall Street, he believed that technologies, techniques, methods and offerings used in institutional money management could be applied to private wealth management for individuals, business owners and entities. After being an insider to nearly all facets of Wall Street including research, strategy, risk management, trading, fixed income, equity, credit, structured finance, derivatives, buy-side, sell-side, fundamental and quantitative investing, alternative investments, private equity, corporate boards, activist investing, and environmental governance and social investing, Mr. Moss developed a unique perspective, view and knowledge of the markets, investor behaviors and investor psychology. This exposure allowed him to make better and more informed decisions. Today, Soaring Capital applies this experience and knowledge to manage a wide range of investments and is in constant pursuit of ways to profit, generate income, hedge and help individuals plan their financial futures. While some investments are mainstream, the firm differentiates itself by allocating and using non-traditional investments. The firm looks for places where capital is scarce and where it can command a premium.
Mr. Moss holds an honors degree in economics from Union College where he was inducted into the Omnicron Delta Epsilon Economics Honors Society. He later went on to complete a rigorous three-year course of study to obtain the Chartered Financial Analyst (CFA) designation from the CFA Institute. He is an active member of the CFA Society of Stamford, CT. Mr. Moss is a proud and active volunteer of the non-profit charity Person-to-Person which was started after the assassination of Rev. Dr. Martin Luther King Jr. to assist those impacted by poverty and injustice. Mr. Moss currently lives in Darien, Connecticut just outside of New York City with his wife, two children and their Australian labradoodle puppy. When he is not following the markets and looking for investment opportunities, he loves to support his children at their sports events (ice hockey and swimming), travel, hike, play ice hockey and read. He has lived in Europe and traveled extensively across the world including over 50 countries and 5 continents.
Decio Nascimento: Founder & Chief Investment Officer, Norbury Partners
Decio is the Founder and Chief Investment Officer of Norbury Partners an investment firm that employs a discretionary investment methodology that integrates fundamental discretionary macro and sustainability analysis into the firm’s decision-making process. Norbury expresses its views using primarily fixed income, currency, commodities, and equities. Most recently, Decio helped launch Richmond Global Compass where he served as Chief Investment Officer, designing one of the first multi asset strategies to incorporate material sustainability factors into a highly analytical investment process, and the team was nominated for Best Discretionary Macro Fund at the 2019 Context Awards. Prior to Richmond, Decio managed FICC at 3G Capital, the investment whose principals own InBev, Kraft Heinz, and Burger King, before it was spun out into Point Break Capital where he continued to manage those assets and developed as an entrepreneur running a fund independently. Decio was recruited to 3G Capital from Hedging Griffo’sFundo Verde, a leading global macro fund in Brazil, where he worked directly with the CIO. His career started on the Securitized Derivatives Desk at Goldman Sachs in London where he gained the product knowledge and trading acumen to become a successful investor. Decio holds an MBA from Yale School of Management, where he studied behavioral finance under Nobel Laureate Dr. Robert Shiller and is a guest lecturer in Integrating Sustainability into Asset Pricing and Portfolio Management. He also holds a Bachelor’s in Economics from the London School of Economics and FGV EESP. He is an FSA Credential holder and University of Oxford and Aspen Institute Leading with a Purpose Fellow, as well as a member of the Forbes Finance Council, the Milken Institute Young Leaders Circle, and the Nation Swell Council.
William Nichols: Team Lead, Climate and Resilience, Verisk Maplecroft
Will heads up Verisk Maplecroft’s global Climate and Resilience team. He steers Verisk Maplecroft’s research, data, and solutions offerings in this area, addressing ESG and climate risks across sectors including finance, oil and gas, mining, insurance, and consumer and retail. Prior to joining Verisk Maplecroft in 2015, Will spent eight years as a journalist, covering corporate sustainability, government policy, and new technology to manage and mitigate climate change risks. Previously, he spent two and a half years working in both BP’s upstream and downstream business units.
Brian Shapiro: CEO, ALTSMARK
Brian is Founder and CEO of ALTSMARK. He brings nearly 30 years of alternative asset class experience to his latest venture, a leading portfolio management, risk, reporting and data aggregation, provider serving family offices, RIAs, private & trust banks and institutional investors. He has succesfully founded three financial technology companies and led the turn-around of a fourth, each of which have been acquired and created significant value for their stakeholders. Brian’s unique combination of investment product knowledge, technology-driven and operations-focused skills have translated into cutting edge products and services that have helped to define the hedge fund and private equity industries.
His prior experiences include, Private Client Resources (“PCR”), where he was a Partner and Chief Product and Strategy Officer. Member of the founding team of Gapstow Capital Partners, a $1.5B multi-manager and private equity platform focused on credit markets, real estate debt, direct CLO, and community bank investments. Before Gapstow he was Managing Partner of CarbonBased Consulting, the firm he founded 1998, and ran until its acquisition in 2007 by KPMG. Earlier on, ‘DataExchange his first software company was acquired in 1997 by then Advent Software, now SS&C. The software he pioneered at DataExchange, later evolved to become the hedge fund industry’s standard bearer accounting system called Geneva. Additionally, he was an investor and operating partner member to NES Financial, a Silicon Valley financial technology (FinTech) with $25B in assets under administration, which was acquired by JTC Companies in 2020.
Michael Spelman: CIO, Spelman Investment Group
Institutional investor with experience in capital markets trading, asset management and manager diligence, complemented by a background in portfolio risk management and technology. Currently heads his family’s investment office; was previously CIO for Optima Asset Management, a multi-billion AUM alternative investments firm based in New York. Also held portfolio and risk management roles at investment banks Oppenheimer & Co. and Goldman Sachs as well as commodity trader Refco.
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.
June Zuo: Partner, Oriental Financial
June Zuo has over 20 years’ experience in the futures industry with primary focus on China and US commodity markets. June currently is a partner of Oriental Financial Inc, an independent financial service firm offering market research, product analysis and due diligence for futures trading. Before Oriental Financial Inc., June was the President of Huatai Financial USA and built this Chinese-background CFTC-registered FCM from ground to facilitate futures trading. June also served as a technical advisor for Shanghai International Energy Exchange (“INE”) to help internationalize its trading platform and launch China’s first international futures product. June started her career in CME group in Chicago as a software engineer and navigated from clearing systems to match engine during her 13 years devotion to the exchange. June holds MS in Computer Science and BS in Management Information Systems.