Chicago Events

Other Professional Group Events in Chicago...
May 1st / Eurex Quant Seminar
May 5th / “The Long and Short of 130/30”
May 6th / “Risk Management for Fund of Funds: the Quest for Transparency”
May 15th / Sixth Annual Midwest Open Your Hearts to the Children Benefit
June 17th / Spikes and Calls: Commodity Markets in 2008

Please see full details for each event below...

May 1, 2008 / Eurex Quant Seminar / Dr. Salih Neftci on Volatility
Eurex will once again offer free seminars for quantitative analysts and quant-based traders.
In these seminars, Dr. Neftci will explore the structure of implied vola surfaces for Eurex's popular options, the Euro-Bund, Euro-Bobl and Euro-Schatz, as well as the correlations between them.

Learn how Dr. Neftci compares the LIBOR market model to the more practical models used by many proprietary trading houses. Dr. Neftci's lectures are hands-on. He'll show you how to construct these surfaces and how to exploit related trading opportunities on a Bloomberg® terminal.

Each seminar will be followed by a cocktail reception where you will have the chance to meet Dr. Neftci and network with other attendees.


Location: Swissotel / The Alpine Room (lower level) / 323 East Wacker Drive / Chicago, IL 60601
Seminar: 3:30 p.m. - 5:30 p.m.
Cocktail Reception: 5:30 p.m. - 7:30 p.m.
Please RSVP to: mailto:eurex-events-us@eurexchange.com
Include in the Subject line: I will attend in Chicago on May 1, 2008.

The sponsors for this event are Advantage Futures, Equinix and Deutsche Börse Systems.

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May 5, 2008  “The Long and Short of 130/30” / Presented by the CFA Society of Chicago

This luncheon panel will provide valuable insight regarding the structure of 130/30 funds, the pension fund investor experience, the choices of fundamental and quantitative strategies, and the empirical track record of this new investment structure.

Date and Location: Monday, May 5, 2008
12:00 - 1:30 pm / The Standard Club / 320 S. Plymouth Court
Speakers:  Scott Bondurant, Long Short Equity Strategist & Executive Director - UBS Global Asset Management;  Paul V. Doane, Chief Executive and Chief Investment Officer - Arkansas Teacher Retirement System;  Robert H. Kramer, CFA, Founder and Managing Director - Chicago Equity Partners. Moderated by Keith Black, CFA, Associate - Ennis Knupp & Associates;  Introductions by Gordon Scott, CFA, Portfolio Manager - Rail-Splitter Capital Management, LLC

For more information please visit:
http://www.cfachicago.org/apps/eve_detail.asp?eve_ID=295

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May 6, 2008  / “Risk Management for Fund of Funds: the Quest for Transparency”

Presented by Vivian J. Lee-Shiue, Managing Director of Commonfund

In today's volatile environment, it is becoming increasingly crucial to understand and actively monitor the detailed investments and trends within a portfolio. However, for a Fund-of-Funds that invests in hedge funds and alternative investments, this can be difficult as many fund managers will often not provide this level of detail to its investors. Join Vivian Lee-Shiue, Managing Director, Risk Management of The CommonFund, as she describes risk management and monitoring techniques that can be used in today's environment in the quest for portfolio transparency.

Time: 3:30 - 5:00 pm
Location:  DePaul Center / 1 E. Jackson Blvd, Room 8010 / Chicago

For questions about the event please call 312-362-8826 or visit: www.finance.depaul.edu/arditti

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May 15, 2008 / Sixth Annual Midwest Open Your Hearts to the Children Benefit

Hedge Funds Care (HFC), established in 1998, is an alliance of alternative investment industry professionals committed to protecting children from abuse and neglect. The group includes money managers, investors, prime brokers, attorneys, accountants and information providers. Funds are raised through annual Open Your Heart to the Children Benefits, held around the globe, and distributed locally to community-based nonprofit organizations that provide:

Prevention services to at-risk children and families.
Treatment for children who have been physically or sexually abused.
Support services to non-offending family members of children who have been abused.
Prevention through training to enhance awareness and understanding of abuse and neglect for children, parents, and community members.
Training for community members such as teachers, social workers, hospital/medical staff and religious leaders on recognition of abuse and reporting of abuse.
Research on best practices in child welfare.
Legal Advocacy to children in crisis.

To date, HFC has raised over $27.5 million through our annual benefits across the U.S. and internationally.  In the Midwest alone, HFC has distributed over $2.6 million in 73 grants to 38 social service programs in the greater Chicago and Minneapolis/St. Paul areas.

Date & Time:  Thursday, May 15th at 5:30 p.m.

Location: Millennium Park Rooftop Terrace / 201 E. Randolph / Chicago

For more information please visit: www.hedgefundscare.org.

To register for this event, please do so by May 8th via the following link:
http://www.hedgefundscare.org/2008/sixth-annual-chicago-open-your-heart-to-the-children-benefit/

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Save the Date: June 17, 2008

Spikes and Calls: Commodity Markets in 2008

The IMF reported a cumulative 10 percent increase in 2008 in its commodity price index. This follows a 30 percent increase in 2007. A recent Google search on the phrase “commodity price boom” captures some of the repercussions of higher commodity prices – the search generates 22,100 hits.

Please join us on Tuesday, June 17, when three distinguished speakers will share their insights on commodity markets.

PRESENTERS AND TOPICS

Robert Tesar, Director of Commodity Futures & Options, Global Markets & Investment Banking, Merrill Lynch. “CTAs, Hedge Funds and Commodity Index Funds”

Gerald R. Jensen, Ph.D., CFA, Professor of Finance, Northern Illinois University
(joint research with Mitchell Conover and Jeffrey Mercer)
“Commodity Futures and Style Investing”

Hilary Till, Principal, Premia Capital Management, LLC; and Research Associate, EDHEC Risk and Asset Management Research Centre
“Case Studies and Risk Management in Commodity Futures Trading”

Location: Deloitte & Touche LLP / 111 S. Wacker Drive / Chicago, IL 60606-4301