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Commodities - March 10, 2016

Hilary Till to review structural sources of returns for CTA's and commodity indices at PRMIA Chicago event on 19 May, 2016

Hilary Till, Principal at Premia Capital Management, LLC and Research Associate at EDHEC-Risk Institute, has been invited to speak at an event on the theme “CTA’s and Commodity Indices: A Fresh Perspective” organised by the Chicago branch of The Professional Risk Managers’ International Association (PRMIA) on Thursday 19 May, 2016.

Ms. Till’s presentation, entitled "What are the Sources of Return for CTAs and Commodity Indices?", based on a recent Journal of Wealth Management article, will review structural sources of returns for CTA’s and commodity indices. The presentation will cover the long-term return sources for both managed futures programs and commodity indexes, the investor expectations and the portfolio context for futures strategies, and how to benchmark these strategies.

Hilary Till is a co-founder of Chicago-based Premia Capital Management, LLC, a proprietary trading firm. Previously, Ms. Till was the Chief of Derivatives Strategies at Putnam Investments, and a Quantitative Analyst at the Harvard Management Company. In addition, Ms. Till is the co-editor of “Intelligent Commodity Investing”, a bestseller for Risk Books, a London publisher. Ms. Till has presented her analysis of the commodity futures markets to the following institutions: the U.S. Commodity Futures Trading Commission, the International Energy Agency, and the (then) U.K. Financial Services Authority. Ms. Till presently serves on the North American Advisory Board of the London School of Economics. She is a member of the newly formed Research Council within the J.P. Morgan Center for Commodities at the University of Colorado-Denver Business School. She is also a Research Associate at the EDHEC-Risk Institute in Nice, France. In Chicago, Ms. Till is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets. She is an Advisory Board Member of DePaul University’s Arditti Center for Risk Management. She has provided seminars (in Chicago) to staff from the Shanghai Futures Exchange and the China Financial Futures Exchange. She has a B.A. with General Honors in Statistics from the University of Chicago and an M.Sc. degree in Statistics from the London School of Economics (LSE). Ms. Till studied at the LSE under a private fellowship administered by the Fulbright Commission.

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