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The Managed Futures Pinnacle Awards celebrates its sixth 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 400+ alternative investment industry participants.

TwitterFollow #MFPA2017 to review the latest event updates

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

The Managed Futures Pinnacle Awards are purposely timed in conjunction with CME Group’s Pinnacle Research Symposium and MFA’s Forum 2017 to maximize business opportunities.

DATE

Monday, June 19, 2017

Preceding MFA's Forum 2017

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 2017

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.

NOMINEES

BEST DIVERSIFIED CTA

2016 Best Diversified CTA ($500 million + AUM)
  • PIMCO LLC (Commodity Alpha Fund)
  • Quantitative Investment Management (Global Program)
  • Two Sigma Investments, LP (Compass US Fund)
2016 Best Diversified CTA (Less than $500 million AUM)
  • Blue Diamond Asset Management (Non-Directional Strategy)
  • Higher Moment Capital LP (Higher Moment Opportunities Fund)
  • Splendor Capital Management Ltd. (Credence Global)
5-Year Best Diversified CTA ($500 million+ AUM)
  • Man AHL (AHL Evolution)
  • Mondiale Asset Management Ltd. (Trading 2X)
  • Two Sigma Investments, LP (Compass US Fund)
5-Year Best Diversified CTA (Less than $500 million AUM)
  • Higher Moment Capital LP (Higher Moment Opportunities Fund)
  • Splendor Capital Management Ltd. (Credence Global)
  • Whitehaven SPC (Whitehaven Correlation Fund SP)

BEST SINGLE-SECTOR CTA

2016 Best Single Sector CTA
  • 361 Capital, LLC (361 Global Counter-Trend Fund)
  • Goldman Management Inc. (Navigator Fund)
  • Tanyard Creek Capital, LLC (Livestock)
5-Year Best Single Sector CTA
  • Cauldron Investments, LLC (Stock Index Plus)
  • Goldman Management Inc. (Navigator Fund)
  • Kottke (Commodity Capital)

BEST MULTI-ADVISOR FUTURES FUND

2016 Best Multi-Advisor Futures Fund
  • Abbey Capital Limited (ACL Global Fund)
  • Equinox Frontier Balanced Fund
  • UOB-SM Asset Management Pte Ltd (Oriental Fund)
5-Year Best Multi-Advisor Futures Fund
  • AC Investment Mgmt LLC (AGR Master LP)
  • Abbey Capital Limited (ACL Global Fund)
  • Altegris Futures Evolution Strategy Fund I (EVOIX)

BEST OPTIONS STRATEGY

2016 Best Options Strategy
  • GalNet Asset Management, LLC (GalNet Alpha Fund LLC)
  • Global Sigma Group, LLC (Global Sigma Plus)
  • LJM Partners, Ltd. (LJM Fund, L.P.)
5-Year Best Options Strategy
  • Esulep Management LLC (Esulep LLC Permo Fund)
  • Global Sigma Group, LLC (Global Sigma Plus)
  • Warrington Asset Management LLC (Strategic)

3-YEAR BEST SYSTEMATIC CTA

  • Blue Diamond Non-Directional Strategy
  • Higher Moment Capital LP (Higher Moment Opportunities Fund)
  • Whitehaven SPC (Whitehaven Correlation Fund SP)

3-YEAR BEST DISCRETIONARY CTA

  • Andurand Capital (Commodities)
  • H2O AM LLP (Force 10 (USD))
  • PIMCO LLC (Commodity Alpha Fund)

3-YEAR BEST HYBRID CTA

  • Episteme Capital Partners (Systematic Quest)
  • Emil van Essen (Spread Trading Ltd)
  • Splendor Capital Management Ltd. (Credence Global)

2016 BEST EMERGING CTA

  • Goldenwise Capital Management Inc. (Quantitative Multi Strategy)
  • Gremmy Advisors Ltd. (Croxton Alpha One)
  • Tom Capital AG (Tom Capital Growth Fund)

PINNACLE ACHIEVEMENT AWARD

TOBY CRABEL, CHAIRMAN & CHIEF INVESTMENT OFFICER, CRABEL CAPITAL MANAGEMENT

Toby Crabel founded Crabel Capital Management, a global alternative investment firm specializing in systematic futures and foreign currency trading. He is the firm’s Chairman and Chief Investment Officer.

Toby joined Chicago-based RB&H Financial Services in 1980, where he traded customer accounts using a discretionary approach. RB&H was followed by four years of publishing a commodity advisory letter, The Active Trader, devoted to explaining his observations of price behavior. In 1989, he authored the book Day Trading with Short Term Price Patterns and Opening Range Breakouts.

In 1991, Toby joined Niederhoffer Investments where he conducted research and traded for Victor Niederhoffer while continuing to manage a small customer portfolio that he brought with him.

Toby’s early philosophy was that strategies should capture enduring and explainable market participant behavior which Toby found particularly evident in very short-term market patterns in the futures and foreign currency markets. Crabel Capital's unique edge continues to this day through the use of scientific, evidence-based research to capture patterns in market behavior and find efficient ways to exploit those patterns.

Crabel Capital has grown to over 90 investment professionals including a seasoned group of portfolio managers who in addition to Toby continue to diversify the portfolio of strategies well beyond the original short-term program on which the firm was founded. All trading is done through customized infrastructure that was developed specifically to implement Toby’s unique style of trading and is overseen by an experienced staff, 24 hours a day. Toby spends his time leading the ongoing research effort and mentoring the talented researchers that have joined the firm.

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

2017 SPONSORS

CME Group

2016 EVENT

The 2016 Managed Futures Pinnacle Awards honored top managers with a total of 14 awards, including the Pinnacle Achievement Award presented to William Eckhardt, Chairman and CEO of Eckhardt Trading, and Richard Dennis. The night's host and comedian, Dennis Miller, provided entertainment throughout the program and standup comedy to end the night.

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.

PINNACLE RESEARCH SYMPOSIUM

CME Group invites qualified institutional investors to an afternoon in research on Monday, June 19, in conjunction with our 6th Annual Managed Futures Pinnacle Awards taking place that evening. Hear investor-vetted research topics from today’s leading minds.

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

EVENT DETAILS

Monday, June 19
1:00 – 4:00 p.m. (preceding Managed Futures Pinnacle Awards)
Four Seasons Hotel Chicago

SPEAKERS & TOPICS

Ray Carroll

Chief Executive Officer
Breton Hill Capital
Three Lessons for Volatility Capture

 

Ed Tricker

Managing Director, Head of Research & Development
Graham Capital Management
Diversification from Trend-Following: Accomplishing More with Less?

 

 

Kevin Cole, PH.D.

Deputy Chief Research Officer
Campbell & Company
The Taming of the Skew: Evidence and Extensions

 

Christophe L’Ahelec, CFA

Senior Principal
Ontario Teachers’ Pension Plan
A Simulation-Based Methodology for Evaluating Hedge Fund Investments

 

 

Stefan Wintner

Vice President, Volatility Strategies
DUNN Capital Management
Information Hidden in Option Prices

 

Kapil Rastogi

Managing Partner
PlusPlus Capital Management
Follow the Leader: S&P 500 as a Driver of Global Futures Markets

 

 

Marat Molyboga

Chief Risk Officer & Director of Research
Efficient Capital Management
A Simulation-Based Methodology for Evaluating Hedge Fund Investments