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The Managed Futures Pinnacle Awards celebrates its fifth year recognizing 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 alternative investment industry participants.

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WHY MANAGED FUTURES?

Managed futures continued to see strong inflows in 2015 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

Monday, June 20, 2016

Preceding MFA's Forum 2016

TIME

5:30 – 7:00 p.m. Registration, networking, cocktails

7:00 – 9:30 p.m. Seated dinner, awards, entertainment

LOCATION

Four Seasons Hotel
120 East Delaware Place
Chicago, Illinois 60611

AWARD CATEGORIES

A single winner will be determined from the following list of nominees, determined based on quantitative data from BarclayHedge. Learn more about the nomination process here.

BEST DIVERSIFIED CTA

2015 Best Diversified CTA ($500 million+ AUM)
  • H20 AM LLP (Force 10)
  • PIMCO LLC (Commodity Alpha Fund)
  • Quantitative Investment Management (Global Program)
2015 Best Diversified CTA (Less than $500 million AUM)
  • Altiq LLP (Global Program)
  • Splendor Capital Management Ltd. (Credence Global)
  • White Haven Funds (Whitehaven Correlation Fund SP)
5-Year Best Diversified CTA ($500 million+ AUM)
  • Man AHL (AHL Evolution)
  • QuantMetrics Capital Management (QM MS Fund)
  • Two Sigma Investments LLC (Compass US Fund)
5-Year Best Diversified CTA (Less than $500 million AUM)
  • Mondiale Asset Management Ltd. (Trading)
  • Polar Star Management (Polar Star Fund)
  • Revolution Capital Management (Alpha)

BEST SINGLE SECTOR CTA

2015 Best Single Sector CTA
  • Cogent Energy Investment Management LLC (Commodity Strategy)
  • Dominice & Co. Asset Management (Cassiopeia Fund B USD)
  • GalNet Asset Management (GalNet Alpha Fund LLC)
5-Year Best Single Sector CTA
  • Dominice & Co. Asset Management (Cassiopeia Fund B USD)
  • Esulep LLC (Permo Fund)
  • Kottke (Commodity Capital)

BEST MULTI-ADVISOR FUTURES FUND

2015 Best Multi-Advisor Futures Fund
  • AC Investment Management (AGR Master LP)
  • Equinox (MutualHedge Futures Strategy Fund)
  • HSBC (Trading AdvantEdge USD)
5-Year Best Multi Advisor Futures Fund
  • Abbey Capital (ACL Global Fund)
  • AC Investment Management (AGR Power LLC)
  • Equinox (Frontier Diversified Series 2)

BEST OPTIONS STRATEGY

2015 Best Options Strategy
  • Catalyst Capital Advisors LLC (Hedged Futures Strategy)
  • LJM Partners Ltd (LJM Fund LP)
  • Tianyou Asset Management LLC (Tianyou Fund)
5-Year Best Options Strategy
  • Catalyst Capital Advisors LLC (Hedged Futures Strategy)
  • Doherty Advisors (Relative Value Moderate)
  • Warrington Asset Management LLC (Strategic)

3-YEAR BEST SYSTEMATIC CTA

  • Premium Capital Advisors AG (Precious Metals)
  • Two Sigma Investments LLC (Compass US Fund)
  • White Haven Funds (Whitehaven Correlation Fund SP)

3-YEAR BEST DISCRETIONARY CTA

  • H20 AM LP (Force 10)
  • Pan Capital Management LP (Energy Fund)
  • Trigon Investment Advisors (Discretionary Macro)

3-YEAR BEST HYBRID CTA

  • Esulep LLC (Permo Fund)
  • Polar Star Management (Polar Star Fund)
  • Splendor Capital Management Ltd. (Credence Global)

2015 BEST EMERGING CTA

  • Degraves Capital Management (Global Diversified)
  • John Street Capital (Systematic Strategy)
  • Tianyou Asset Management LLC (Tianyou Fund)

PINNACLE ACHIEVEMENT AWARD RECIPIENTS

William Eckhardt

William Eckhardt is the Chairman and CEO of Eckhardt Trading Company, a systematic futures trading firm he founded in 1991. He directs the firm’s system development and ongoing research.

Mr. Eckhardt has traded futures professionally for over 40 years. Following 4 years of doctoral research in Mathematical Logic at the University of Chicago, he began trading for his own account on the floor of the Mid America Commodity Exchange in 1974. Since that beginning, Mr. Eckhardt has conducted extensive research into the nature of futures price action, risk management, and the evolutionary optimization of futures trading systems. He has developed numerous technical trading systems and in the mid-1980s, along with Richard Dennis, he developed trading systems which they taught to a group of individuals that have become known as the “Turtles”.

Mr. Eckhardt has held various exchange memberships since the early 1980s. He was formerly a full member of the Chicago Board of Trade and the Chicago Mercantile Exchange and currently holds a seat at the CME Index and Option Market. Mr. Eckhardt and Mr. Dennis were partners of C&D Commodities, which was a futures commission merchant chiefly involved with clearing and executing partner capital, futures research, and trading administration.

Mr. Eckhardt has also been engaged in research in a variety of other subjects including the illusory nature of time’s passage, the nature and status of physical properties, causality, the mind-body problem, decision theory, and paradoxes in probability theory. He is a member of the University of Chicago Visiting Committee to the Division of Physical Sciences and serves on the International Advisory Board of the Pacific Institute of Theoretical Physics. Following Mr. Eckhardt’s contributions to the Physical Sciences Department at the University of Chicago, the University opened the William Eckhardt Research Center in 2015 to support distinctive programs in molecular engineering and astrophysics.

Richard Dennis

Richard Dennis is an independent trader with an accomplished background in the futures industry whose methodology helped make commodity futures better known. Born and raised in Chicago, Mr. Dennis worked as a runner at the Chicago Mercantile Exchange at the age of seventeen while attending DePaul University. Upon graduation, Mr. Dennis bought a seat on the MidAmerica Commodity Exchange where he had quick success and gained visibility as the youngest trader in the pit. Looking to expand into additional markets, Mr. Dennis purchased a full membership at the Chicago Board of Trade and in 1974 he formed C&D Commodities, one of the largest independent trading firms in the world at that time.

Mr. Dennis is well known for his trading experiment with William Eckhardt in the early 1980's, which consisted of training novice traders ("Turtles") a straight-forward trend-following system and then providing each turtle with their own trading account. The two classes personally trained by Dennis and Eckhardt earned more than $175 million in just five years and many traders continued their careers as successful commodity trading managers using similar techniques.

Mr. Dennis has detailed his views in both business and general interest publications. He recently visited Cuba as a board member of the libertarian Reason Foundation. He is also a director of the Cato Institute.

HOW TO ATTEND

INVESTORS

Qualified investors* receive complimentary registration.

Register

* Qualified allocators include sovereign wealth funds, private & public pensions, foundations, endowments, family offices, fund of funds, and consultants.

MANAGERS

All nominated managers are entitled to two complimentary passes. Managers not nominated, but still interested in attending, need to be invited by a sponsor or table purchaser.

SPONSORSHIPS

A single sponsorship level includes two tables, recognition in the Wall Street Journal, and more.

Email pinnacle.awards@cmegroup.com to learn more

INDIVIDUAL TABLE PURCHASES

Tables for 10 without sponsorship benefits are available. Individual seats are not available for purchase.

Email pinnacle.awards@cmegroup.com to learn more

CME Group

2015 EVENT

The 2015 Managed Futures Pinnacle Awards honored top managers with a total of 14 awards, including the Pinnacle Achievement Award presented to Clifford Asness, Founder, Managing Principal, and Chief Investment Officer at AQR Capital Management. The night's host and comedian, Jay Mohr, provided entertainment throughout the program and standup comedy to end the night.

ABOUT CLIFFORD ASNESS

Cliff is a Founder, Managing Principal and Chief Investment Officer at AQR Capital Management. He is an active researcher and has authored articles on a variety of financial topics for many publications, including The Journal of Portfolio Management, Financial Analysts Journal and The Journal of Finance. He has received three Bernstein Fabozzi/Jacobs Levy Awards for best paper in The Journal of Portfolio Management, in 2004, 2005 and 2014. Financial Analysts Journal has twice awarded him the Graham and Dodd Award for the year's best paper, as well as a Graham and Dodd Excellence Award, the award for the best perspectives piece, and the Graham and Dodd Readers' Choice Award. In 2006, CFA Institute presented Cliff with the James R. Vertin Award, which is periodically given to individuals who have produced a body of research notable for its relevance and enduring value to investment professionals.

Prior to cofounding AQR Capital Management, he was a managing director and director of quantitative research for the Asset Management Division of Goldman, Sachs & Co. He is on the editorial board of The Journal of Portfolio Management, the governing board of the Courant Institute of Mathematical Finance at NYU, the board of directors of the Q-Group and the board of the International Rescue Committee. Cliff received a B.S. in economics from the Wharton School and a B.S. in engineering from the Moore School of Electrical Engineering at the University of Pennsylvania, graduating summa cum laude in both. He received an M.B.A. with high honors and a Ph.D. in finance from the University of Chicago, where he was Eugene Fama's student and teaching assistant for two years (so he still feels guilty when trying to beat the market).

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