About FX
Global Pensions Currency Management Forum
February 16, 2009
Sydney, Australia
Lynnelle Jones, Director of Client Services and New Product Development will participate on the panel:
Managing Risk and Creating Alpha
in an Uncertain World
- Currency and Portable Alpha
FX Invest Europe 2009
March 24, 2009
Zurich
Lynnelle Jones,
Director of Client Services and New Product Development
will make a presentation:
FX and Portable Alpha
- Risk Budgeting
- Volatility Allocation
- Execution and use of Derivatives
- Performance Measurement
FX Event Reports
European Alternative & Institutional
Investing Summit
October 27-29, 2008
Monte Carlo, Monaco
Endowment &
Foundation Forum
October 19-21, 2008
Boston, MA
Alpha Max 2008
May 7-9, 2008
Madrid, Spain
FX Invest USA
April 9, 2008
Chicago, IL
10th Annual Alternative
Investing Summit
December 2–4, 2007
Laguna Niguel, CA
Portable Alpha & 130/30 Strategies USA
November 7–9, 2007
New York City
Risk USA
November 5–8, 2007
New York City
9th Annual Endowment &
Foundation Forum
October 10-12, 2007
Boston, MA
2nd Annual
Hedge Fund Trading
July 16-17, 2007
New York City
Family Office &
Private Wealth
Management Forum
July 11-13, 2007
Newport, Rhode Island
Innovative Investment Strategies
for Pension Funds
April 25-26, 2007
London
FX Invest 2007
April 3, 2007
Chicago, IL
Foreign Exchange & Commodity Summit
for Institutional Investors
March 19-21, 2007
Ritz Carlton, Chicago, IL
Global Asset Allocation
Summit and Awards
February 25-27, 2007
Santa Barbara, CA
FX Trading & Management
2006
November 1, 2006
New York, NY
AlgoTrading 2006
October 23-24, 2006
New York, NY
September 26, 2006
New York, NY
Selected READINGS
Currency Alpha Revisited
Andrew Taylor makes the case for currency alpha mandates, looks at implementation issues and then analyses in detail the major strategies currently employed.
Institutional or Entrepreneurial Management?
David Finstad derives an alternative approach to investment manager selection from an analysis of organizational factors and their effect on manager performance.
The Adaptive Markets Hypothesis
Andrew W. Lo of MIT proposes a new framework that reconciles market efficiency with behavioral alternatives by applying the principles of evolution to financial interactions. He then offers a number of surprisingly concrete implications for the practice of portfolio management.
- The Adaptive Markets Hypothesis:
Market Efficiency from an Evolutionary Perspective - Reconciling Efficient Markets
with Behavioral Finance:
The Adaptive Markets Hypothesis
- Efficient Markets Hypothesis
The
Sultan of Currencies
"It is estimated that, on average, $1 trillion is traded each day in the world currency markets. In this huge market, there has been only a handful of high-stakes players. Ironically, although these traders sometimes take positions measured in billions of dollars they are virtually unknown to most of the financial community, let alone the public. Bill Lipschutz is one of these traders." ... read more
| 2/18/08 | FX, A New Asset on the Menu for Investors The FX market demands a high level of expertise, and only a minority of managers have been able to deliver a consistently superior performance .... read |
| 11/20/07 | Currency of Change Bill Lipschutz discusses the outlook for the currency markets with Frances Denmark of Alpha Magazine .... read |
| 8/21/07 | FX Series with Hathersage Capital – II Bill Strack, Hathersage Director, Portfolio Management looks at FX strategies and returns. ... read |
| 8/14/07 | FX Series with Hathersage Capital – I Lynnelle Jones, Hathersage Director of Client Services and New Product Development explains absolute return currency management. ... read |
| 8/1/07 | The Perfect Portfolio Partnership Lynnelle Jones and Sorina Givelichian argue that portable alpha and absolute return currency management are a perfect fit ... read |
| 7/1/07 | The Risk 20 Awards: Currency Derivatives Under Lipschutz, Salomon took heavy proprietary positions - reportedly making $300 million a year by 1985 ... read |
| 5/28/07 | Russell, Hathersage Vets Seek to ID Role of FX FX absolute return is one of the purest forms of scaleable diversified alpha. ... read |
| 10/1/06 | Married to the Market After making his name as one of the most famous currency traders ever, you might think Bill Lipschutz would slow down. Think again. ... read |
| 8/28/06 | Why Are FX Returns Down? Desmond MacRae talks to Bill Lipschutz and takes up his suggestion to look into how FX participants and their clients have changed. ... read |
| 8/1/06 | How Lipschutz Downsized to Bigger Things Bill Lipschutz talks to Helen Avery about why FX is catching the eye of institutional investors ... read |
| 6/30/06 | Foreign Exchange Comes of Age |
| 6/26/06 | Hathersage FX Trades
Are All About Options |
| 4/5/06 | Changes in FX Market
May Cause Shakeout |
| 3/30/06 | Slumping FX Funds Bet on Soft Dollar and Emerging Markets |
