Alternative Investments, Other Industry Event, Virtual Events & Programming

COVID-19’s Impact on Overlay Strategies

November 4, 2020 | 12:00 PM - 1:30 PM

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Overview

Presented in conjunction with Professional Risk Managers’ International Association (PRMIA).

Overlay strategies are investment strategies that use derivative instruments to gain portfolio exposures beyond those provided by the underlying physical investment portfolio. Such strategies can add alpha, but also value through the management and diversification of risk.

During this event, we will hear from a panel of industry experts on how overlay strategies have been impacted by the COVID-19 pandemic and what we may expect from such strategies going forward.

Agenda

12:00 PM | OPENING REMARKS

Philip Clements, CFA, Associate Director, Record Currency Management

12:05 PM | PANEL DISCUSSION

Moderator

Dr. Dmitri Tikhonov, CFA, MBA, Chief Investment Risk Officer, Record Currency Management

Panelists

William Emmett, Senior Vice President, Callan

Jiangning (Jen) M. Plett, CFA, CAIA, Investment Officer, Portfolio Risk and Research, Oregon State Treasury

Gino Reina, CFA, Portfolio Manager / Principal, SECOR Asset Management

There will be a 10 minute break from 12:35 – 12:45 PM

1:15 PM | Q&A

1:30 PM |  CLOSING REMARKS & ADJOURNMENT

Andrew Auslander, CFA, FRM, Managing Principal, Agile Financial LLC

Additional Details

Learning Outcomes

  • Improved understanding of the different aspects of portfolio risk
  • Increased knowledge of the data tools used to analyze portfolio risk
  • Understanding of innovative derivative solutions to solve and manage investment risk

Presented in Conjunction With:

Sponsorship Overview

For over 80 years, CFA Society New York—formerly known as New York Society of Security Analysts (NYSSA)—has been a leading forum for the exchange of information among investment professionals. Our mission is to raise standards of practice in the industry for the ultimate benefit of society. Towards that goal, CFA Society New York content is curated by volunteer practitioner interest groups that strive to shape the future of the industry. A bold line exists between the financial support by organizations to maintain the quality of our programming and the selection of speakers who contribute to dialogue in our community. To that end, a ceaseless commitment to transparency is something we consider foundational to our cause.

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Inclement weather

CFANY reserves the right to cancel or reschedule all in-person events within 48 hours when inclement weather has been forecasted and travel is restricted by city officials.  The program may also be produced solely via livestream in such circumstances.  Please note the cancellation policy regarding refunds and substitutions.

Refunds, Cancellations, and Substitutions

  • 72 HOURS ADVANCED NOTICE OR MORE:
    • Full refund issued
  • WITHIN 48 HOURS OR AFTER EVENT HAS STARTED:
    • No refund

All requests for cancellation or refunds must be sent to cfanyevents@cfany.org.

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CFA Society New York, Inc. (“CFA NY”) is not a Registered Investment Advisor, Broker/Dealer, Financial Analyst, Financial Bank, Securities Broker, or Financial Planner. While CFA NY seeks to present accurate and reliable information, CFA Society New York does not endorse, approve, or certify such information, nor does it warrant or guarantee the accuracy, completeness, efficacy, timeliness, or fitness of such information for any particular purpose. Information presented may or may not be current as of the date of the presentation, and CFA Society New York has no duty to update and maintain the information, reports, or statements made during events.

The information presented is provided for information purposes only, and is not intended to be and does not constitute financial advice, investment advice, trading advice, or any other advice, is general in nature, and is not specific to you.

None of the information presented is intended as an offer or solicitation of an offer to buy or sell, or as a recommendation, endorsement, or sponsorship of any security, company, or fund.