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Commodities Commodity Trading Risk Management 4 October, 2017 - Chicago, United States
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: "Commodity Trading Strategies, Common Mistakes, and Catastrophic Blowups" and "Risk Management of a CTA, Looking Behind the Curtain".

Hilary Till, Co-Founder of Premia Research LLC and Research Associate at the EDHEC-Risk Institute, will be speaking at the event on the topic "Commodity Trading Strategies, Common Mistakes, and Catastrophic Blowups" where she will provide her current perspectives on the always dynamic and frequently opaque commodity markets, including (1) commodity trading strategies, (2) common mistakes, and (3) catastrophic blowups. The specific commodity trading strategies to be discussed are trend-following and calendar spreads. The common mistakes are (1) targeting returns rather than risk metrics, (2) establishing inappropriate trade sizing, and (3) 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.

Hilary Till is the Solich Scholar at the J.P. Morgan Center for Commodities (JPMCC), University of Colorado Denver Business School; and the Contributing Editor of the JPMCC’s Global Commodities Applied Research Digest. She is also a principal of Premia Research LLC, which designs custom investment indices that are calculated by S&P Dow Jones Indices. Prior to Premia, Hilary was the Chief of Derivatives Strategies at Putnam Investments, and a Quantitative Analyst at the Harvard Management Company. Her additional academic affiliations include her membership in the North American Advisory Board of the London School of Economics and Political Science and her position as a Research Associate at the EDHEC-Risk Institute in Nice, France. In Chicago, she is a member of the Federal Reserve Bank of Chicago’s Working Group on Financial Markets. Hilary was a founding member of the Chicago QWAFAFEW and served on its Steering Committee.
Hilary Till's presentation is downloadable here.
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.
Event Details
  When   Between 04/10/2017 05:00 PM and 04/10/2017 07:00 PM
Where   William Blair Building, 150 N Riverside Plaza, Chicago, IL, United States
Contact Details
  Commodity Trading Strategies - H. Till