Event detail


From: 27 Feb 2018

To: 27 Feb 2018

Address: Bourbon Street Bar and Grill, 346 W 46th Street, New York, NY 10036, United States

Organizer: QWAFAFEW

Key speakers: Dan diBartolomeo, Founder, Northfield Information Services Michael Venuto, Co-Founder and CIO, Toroso Investments LLC

Web page: http://newyork.qwafafew.org/event/2018feb27/

Pricing: - variable, $35 - $60

Description: Agenda – Tuesday Feb 27, 2018 – diBartolomeo & Venuto

5:30- 6:10 Registration, Networking, and Refreshments

6:10 – 6:15 Chapter Business – C. Michael Carty, Chapter President

6:15 – 6:55 “Why Getting Risk Right is Wrong” Dan diBartolomeo, President, Northfield Information Services

Many investment professionals who use risk models make a common mistake. They assume that a risk model is working well if the amount of volatility realized by a particular asset or portfolio is consistent with what the model had predicted. They believe that volatility forecasts should be an unbiased estimator of subsequent realized volatility. In this presentation we will provide five different rationales as to why seemingly unbiased estimates of volatility are undesirable both statistically and economically. The implications of these arguments are that professional investors routinely take too much risk, back-tests and simulations fail to capture the true risk of strategies, and that evaluation of investment performance is biased toward perceiving luck as skill — leading to upward biased performance related compensation.

6:55 – 7:10 Refreshment and Networking Break

7:10 – 7:55 “A Blockchain Strategy for the Serious Investor”, Mike Venuto, Co-founder and CIO Toroso Investments

Shared ledger platforms, known as blockchains, provide a secure exchange of digital contracts. They offer the potential for revolutionizing the way business will be conducted in the future. Their facility for transferring funds is already challenging the way banks, credit agencies and other intermediaries conduct business. But, how can a serious investor capture their economic potential without incurring undo risk?

This presentation will provide the answer to this question by addressing the following:
– Defining blockchains; their organization and application
– Potential for the industry; its pros and cons
– Devising an appropriate investment strategy
– Embodying the strategy in an ETF wrapper
– Managing BLOK real-time


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