Webinar : Generating Alpha: Predicting Volatility and Corrections, June 11, 930pm IST

Generating Alpha: Predicting Volatility and Corrections, Wednesday, June 11, 2014 09:30:00 PM IST – 10:45:00 PM IST
Michael A. Gayed, CFA, and Charlie Bilello, CMT, of Pension Partners, LLC co-authored two award-winning papers in 2014 that challenge the efficient market hypothesis by revealing market anomalies that have persisted over time. In separate papers, they focus on the utilities sector and Treasury bonds, providing a systematic way to outperform the market on an absolute and risk-adjusted basis. Importantly, they also show how the unique behavior of utilities and Treasuries can be used to anticipate periods of higher volatility and market corrections. Their work has important implications for both asset allocators and active managers.
 
You can download both papers from the Social Science Research Network (SSRN): “An Intermarket Approach to Beta Rotation” (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2417974) and “An Intermarket Approach to Tactical Risk Rotation” (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2431022).
Michael A. Gayed, CFA, and Charlie Bilello, CMT
Michael A. Gayed, CFA, is Chief Investment Strategist and Charlie Bilello, CMT, is Director of Research at Pension Partners, LLC.
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About AIWMI

The Association of International Wealth Management of India (AIWMI) is a not-for-profit organization and a globally recognized membership association for finance professionals. AIWMI primarily focuses on the broad and strategic role of developing a more robust and forward-looking training infrastructure for the financial services sector and to promote more active industry involvement and collaboration in training and continuing education. AIWMI is offering advanced international certification programs along with a wide variety of high-quality executive education programs. AIWMI programs combine state-of-the-art knowledge and skills with practical experience and insights into the functioning of the financial sector. All AIWMI courses and educational events have an intense and pragmatic curriculum. Participants are exposed to the latest developments within the financial services sector. AIWMI plays a key role in guiding the development of the financial services sector. AIWMI works with key industry participants’ viz. the Government, the Regulators, the Industries/Associations, the Corporate, the Media and the General Public to achieve its objectives. Besides enhancing technical competence and professionalism in the industry, AIWMI organizes events and facilitates discussions to promote best practices in leadership and talent development in the financial sector with an aim to become Asia’s premier center of excellence for financial education.

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