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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

Save the date for the 2018 Managed Futures Pinnacle Awards and surrounding events.

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

 

 

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

Nominees for the following categories will be determined through a quantitative process by BarclayHedge.

3-YEAR BEST DISCRETIONARY CTA

  • Bluegrass Capital Management (Cross Market Bias)
  • Goldenwise Capital Management (Quantitative Multi-Strategy)
  • PIMCO (Commodity Alpha Fund)

BEST DIVERSIFIED CTA

2018 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)
2018 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)

2018 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

1-Year 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

2018 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

2018 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

2018 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.

HOW TO ATTEND

INVESTORS

Qualified investors* receive complimentary registration.

* 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

2018 SPONSORS

CME Group

PINNACLE RESEARCH SYMPOSIUM

CME Group invites qualified institutional investors to an afternoon of research prior to the Managed Futures Pinnacle Awards. The event will feature a keynote speaker and research presentations from industry participants (see lineup below).

*This event is limited to institutional investors only. All registrations are reviewed before officially confirmed.

EVENT DETAILS

Wednesday, June 20
1:00 – 4:00 p.m.
Preceding Pinnacle Awards at 5:00 p.m.
Four Seasons Hotel Chicago

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