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Title

Alternative Beta and Robots (Geneva)

Event Description

Like other industries, asset management is undergoing a process of automation. Passive index funds continue to gain market share from actively managed funds. Moreover, robo-advisors are now helping to tailor portfolios to individual clients. Recently, this trend has also spread to alternative investments: semi-passive, low-cost alternative beta funds now compete with hedge funds in harvesting risk premia and in implementing systematic trading strategies.

 

In this talk, Christof Schmidhuber will first introduce a set of alternative beta building blocks. Based on real track records, he’ll demonstrate that they can replicate hedge fund indices at low cost and with high liquidity. He’ll then show how to integrate these alternative beta building blocks into traditional long-only portfolios. They can enhance returns by new risk premia, and add an automated tactical asset allocation on top of the strategic asset allocation.

 

Christof will outline how to tailor these building blocks to the investment objectives and constraints of individual clients and how to efficiently implement them with the help of smart robo-advisors. Finally, he’ll discuss limitations of this approach.

 

Event Type

Society; Educational

Education Topic

 

Start Time

01/03/2018 12:15

End Time

01/03/2018 13:45

City

Geneva

State/Province

 

Event Country

Switzerland

Event Region

EMEA

Location Info

​Warwick Hotel

14 rue de Lausanne

1201 Geneva

Speaker

Speaker: Christof Schmidhuber, PhD., CFA

Christof Schmidhuber is the founder of Molecule Capital in Zürich. Previously, he founded Syndex Capital Management, a FINMA-authorized asset manager focusing on alternative beta strategies and hedge fund replication. Christof has been working in the alternative investment industry for two decades, including as Chief Risk Officer at Quantica Capital, as Global Head of Risk Management for funds of funds at Credit Suisse, and as deputy head of the quantitative group at Man/RMF. He received his Ph.D. in physics from the California Institute of Technology and also worked as a physicist/lecturer at Princeton University, Bern University, and CERN.

CE Credits

1

SER Credit

0

Currency

CHF

Member Price

15.00

Non-Member Price

45.00

Candidate Price

45.00

Registration

Event Category

CE Event

All Day Event

 

Recurrence

 

Attachments

ChristofSchmidhuber.pdf    
Content Type: MyCFA Calendar
Created at 13/12/2017 15:59 by michelle.knecht@cfaswitzerland.org
Last modified at 07/03/2018 13:10 by michelle.knecht@cfaswitzerland.org