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The Managed Futures Pinnacle Awards recognizes excellence exclusively in the managed futures space. Presented by CME Group and BarclayHedge, the Awards honor the top managers in the industry today, while providing networking opportunities for 400+ alternative investment industry participants.

WHY MANAGED FUTURES?

Managed futures continue to see inflows due to its low correlation to other hedge fund strategies. Access to liquid alternative investments is improving as investor demand grows for the diversification, non-correlated returns, and risk-reducing potential these strategies offer. Our goal is to highlight these benefits, honor the top managers, and increase visibility into the managed futures space.

LEARN MORE ABOUT
MANAGED FUTURES

EVENT DETAILS

DATE

Wednesday, June 20, 2018

Preceding MFA's Forum 2018

TIME

Pinnacle Research Symposium (investors only)
1:00 – 4:00 p.m. Research presentations & networking

Managed Futures Pinnacle Awards
5:00 – 7:00 p.m. Registration, networking & cocktails
7:00 – 9:00 p.m. Seated dinner, awards & entertainment

LOCATION

Four Seasons Hotel
120 East Delaware Place
Chicago, Illinois 60611

Photos

Click here to download photos from the meet & greet with Colin Jost.

 

 

PINNACLE RESEARCH SYMPOSIUM

Prior to the awards ceremony, CME Group invites institutional investors to attend relevant research presentations from notable contributors and select managers.

MFA'S FORUM

Scheduled the following day, MFA’s Forum is a networking, education and business development conference featuring the top allocators and managers in the global macro and managed futures strategies.

AWARD CATEGORIES

Winners for the following categories were selected through a quantitative process by BarclayHedge.

3-YEAR BEST DISCRETIONARY CTA

  • Bluegrass Capital Management (Cross Market Bias)
  • Gamma Q
  • PIMCO (Commodity Alpha Fund)

BEST DIVERSIFIED CTA

2017 Best Diversified CTA ($500 million + AUM)
  • Lombard Odier Investment Managers (Alternative Risk Premia)
  • PIMCO (Commodity Alpha Fund)
  • William Blair & Company (Macro Allocation Fund Class I)
2017 Best Diversified CTA (Less than $500 million AUM)
  • Progressive Capital Partners (Edelweiss Volatility Fund)
  • Sunrise Capital Partners (Sunrise Discretionary Macro)
  • Teza Capital Management (Teza Multi-Strategy Fund)
5-Year Best Diversified CTA ($500 million + AUM)
  • Man AHL (AHL Dimension)
  • Man AHL (AHL Evolution)
  • Quantitative Investment Management (Global Program)
5-Year Best Diversified CTA (Less than $500 million AUM)
  • Mondiale Asset Management (Trading 2X)
  • Splendor Capital Management (Credence Global)
  • Whitehaven (Whitehaven Correlation Fund SP)

2017 BEST EMERGING CTA

  • Eamon Capital (Zephyr)
  • Gremmy Advisors (Croxton Alpha One)
  • Pearl Capital Advisors (Hedged VIX)

3-YEAR BEST HYBRID CTA

  • CrossBorder Capital (Fixed Income Macro)
  • Pantera Capital Management (Pantera Bitcoin Fund)
  • Splendor Capital Management (Credence Global)

BEST LARGE CAP CTA

2017 Best Large Cap CTA ($5 billion + AUM)
  • Man AHL (AHL Dimension)
  • Man AHL (AHL Evolution)
  • Winton Capital Management (Diversified Futures Fund (US))
3-Year Best Large Cap CTA ($5 billion + AUM)
  • IPM Systematic Macro
  • Man AHL (AHL Dimension)
  • Man AHL (AHL Evolution)

BEST MULTI-ADVISOR FUTURES FUND

2017 Best Multi-Advisor Futures Fund
  • Abbey Capital (ACL Global Fund)
  • AC Investment Management (AGR Master)
  • Altegris (Altegris Futures Evolution Strategy Fund I)
5-Year Best Multi-Advisor Futures Fund
  • Abbey Capital (ACL Global Fund)
  • AC Investment Management (AGR Master)
  • Altegris (Altegris Futures Evolution Strategy Fund I)

BEST OPTIONS STRATEGY

2017 Best Options Strategy
  • Doherty Advisors (Relative Value Conservative)
  • Global Sigma Group (AGSF)
  • Tianyou Asset Management (Tianyou Fund)
5-Year Best Options Strategy
  • Doherty Advisors (Relative Value Conservative)
  • Tianyou Asset Management (Tianyou Fund)
  • Warrington Asset Management (Strategic)

BEST SINGLE-SECTOR CTA

2017 Best Single Sector CTA
  • Gamma Q (Commodity)
  • Goldman Management (Navigator Fund)
  • Paskewitz Asset Management (Contrarian 3X St. Index)
5-Year Best Single Sector CTA
  • Goldman Management (Navigator Fund)
  • Polar Star Management (Polar Star SNN QI Fund)
  • Tanyard Creek Capital (Livestock)

BEST SYSTEMATIC CTA

3-Year Best Systematic CTA ($1 billion + AUM)
  • Bridgewater Associates (Pure Alpha Fund I)
  • First Quadrant (John Hancock Abs. Return Currency Fund)
  • Man AHL (AHL Dimension)
3-Year Best Systematic CTA (Less than $1 billion AUM)
  • Blue Diamond Asset Management (Blue Diamond Non-Directional Strategy)
  • Higher Moment Capital (Higher Moment Opportunities Fund)
  • Whitehaven (Whitehaven Correlation Fund SP)

PINNACLE ACHIEVEMENT AWARD

ANDREW LO, CHAIRMAN EMERITUS AND SENIOR ADVISOR, ALPHASIMPLEX
CHARLES E. AND SUSAN T. HARRIS PROFESSOR, MIT SLOAN SCHOOL OF MANAGEMENT

Dr. Lo founded AlphaSimplex in 1999. The firm draws from his extensive research in financial economics, risk management, and human behavior. Prior to 2018, Dr. Lo served as Chairman of the Board of Directors and Chief Investment Strategist. During this period, he was a member of the Investment Committee and Risk Committee, as well as a co-portfolio manager of certain funds advised by AlphaSimplex.

Beginning in 2018, Dr. Lo serves as Chairman Emeritus and Senior Advisor. Dr. Lo will continue to pursue his cutting-edge research and academic work while working with AlphaSimplex to continue the connection between his research and AlphaSimplex products.

In addition to his role with AlphaSimplex, Dr. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management and director of MIT’s Laboratory for Financial Engineering. His other interests include outreach efforts in applying financial engineering to accelerate biomedical innovation.

Dr. Lo has authored numerous journal articles and published several books, including Adaptive Markets: Financial Evolution at the Speed of Thought (2017), Hedge Funds: An Analytic Perspective (2008), A Non-Random Walk Down Wall Street (1999), and The Econometrics of Financial Markets (1997).

Dr. Lo earned a B.A. in Economics from Yale University as well as an A.M. and a Ph.D. in Economics from Harvard University.

2018 SPONSORS

CME Group

About This Year's Host

Colin Jost

Colin Jost just completed his fifth season on “Saturday Night Live” this year as the co-anchor of the “Weekend Update,” alongside fellow cast member Michael Che.

Jost and Che have just been announced as this year’s hosts of the annual Emmy Awards. During the 2016 Republican and Democratic national conventions, Jost and Che hosted special editions of "Weekend Update" on MSNBC as well as the primetime "Weekend Update Summer Edition" in 2017. Jost has been a writer at “SNL” since 2005 and now serves as a co-head writer.

Jost has won four Writers Guild Awards, a Peabody Award and has been nominated for nine Emmy Awards for his writing on “SNL.” He also wrote and starred in the Paramount/Netflix film “Staten Island Summer,” based on his days as a lifeguard growing up in New York. Jost is a native of Staten Island and a graduate of Harvard University.

As a stand-up comedian, Jost has been a guest on TBS, HBO and Late Night with Jimmy Fallon. He has also written pieces for The New Yorker magazine, as well as The Huffington Post, Radar, The Staten Island Advance and The New York Times Magazine.

PINNACLE RESEARCH SYMPOSIUM

KEYNOTE SPEAKER

Kevin Mitnick is the world's most famous hacker, global bestselling author, and the top cybersecurity keynote speaker. Once one of the FBI's Most Wanted because he went on an ‘electronic joyride’ during which he hacked into more than 40 major corporations just for the challenge and not for monetary gain, Kevin is now a trusted security consultant to the Fortune 500 and governments worldwide.

As the CEO of Mitnick Security Consulting, Kevin and The Global Ghost Team™ now maintain a 100 percent successful track record of being able to penetrate the security of any system they are paid to hack into using a combination of technical exploits and social engineering. Also, in his role of Chief Hacking Officer of KnowBe4 he helps produce the world’s most popular security awareness training based on his name and experience to counteract social engineering and to improve security effectiveness. Read more

RESEARCH PRESENTATIONS

 

Robert Sinnott

Portfolio Manager, Senior Research Scientist, AlphaSimplex Group LLC

Measuring Style Drift in Managed Futures Funds

 

Rian Akey

Partner and Global Head of Operational Due Diligence and Monitoring, Aon

Operational Due Diligence IQ: An Effort to Identify and Quantify Non-Investment Risks

 

Christopher Reeve

Director of Investment Solutions, Aspect Capital Inc

Diversification in Trend Following: More Opportunities or Better Opportunities?

 

Zack Dugan

PhD, Research Scientist, ISAM

Trend Aversion, Impact of Positive Skew and Behavioral Biases on Allocation Decisions