ETF Analytics
ETF Analytics
IndexUniverse.com

2012 Agenda


TUESDAY, DECEMBER 11, 2012

8:00 a.m. - 8:55 a.m.

Registration & Breakfast

8:55 a.m. - 9:00 a.m.

Welcoming Remarks
Joe Mecane
Executive Vice President, Head of US Equities
NYSE Euronext

9:00 a.m. - 10:20 a.m.

Introduction to ETF Trading & Live ETF Trading Workshop
In this extended opening session, we will offer a complete overview of ETF trading, including how to get best execution for all of your ETF trades. This interactive workshop will examine the differences between trading traditional securities and ETFs, including evaluating underlying liquidity, understanding the creation/redemption process and identifying the best partners in minimizing transaction costs.

The panel will go into practical, useful detail on evaluating the true "fair" price of any ETF, how to work around low underlying liquidity at the basket level, and real-world strategies for assessing and limiting market impact from large orders. Investors will leave this session better equipped to use ETFs in any portfolio, regardless of market conditions. Additional topics covered will include:

  • Real issues in ETF liquidity: concentration, mispricing and bad data
  • Level 2 quotes and screen-based trading
  • Block trading and true ETF liquidity
Session Leaders:
Matt Hougan
President of ETF Analytics,
Global Head of Editorial
IndexUniverse
Dave Nadig
Director of Research
IndexUniverse
Presenters:
Reginald Browne
Managing Director, Global Co-Head of the Listed Derivatives Group
Knight Capital Group
Timothy Coyne
Global Head of ETF Capital Markets
State Street Global Advisors
Andrew Ruckh
Head of ETF Trading
Bank of America Merrill Lynch

10:20 a.m. - 10:50 a.m.

Morning Networking Break

10:50 a.m. - 11:40 a.m.

ETF Options Strategies: Keeping Your Options Open
Options are often used by investors to capture noncorrelated returns or to boost income. This session will help investors put ETFs and ETF options to work within their portfolio. We will provide a complete introduction on how to use ETFs and ETF options to add noncorrelated returns to a portfolio. Walk away with ideas you can use today, including:

  • Covered calls, strangles and straddles
  • Volatility arbitrage
  • Trading signals and strategies
Moderator:
Paul Baiocchi
ETF Analyst
IndexUniverse
Panelists:
Chintan Kotecha
Equity-Linked Analyst,
US Equity Derivatives
Bank of America Merrill Lynch
Michael Lally
Regional Sales Director
Capital Wealth Planning, LLC
Jeffrey D. Wycoff
Managing Partner
Fort Point Capital

11:40 a.m. - 12:30 p.m.

Leveraged & Inverse Trading Strategies
Leveraged and inverse ETFs are often portrayed as poor choices for long-term investors. Sophisticated traders, however, know that they offer one of the most efficient means of capturing short-term market moves. This panel will consider: how leveraged and inverse ETFs can be used correctly in simple and effective trading strategies. Topics include:

  • How to incorporate leveraged/inverse ETFs into trading strategies
  • Making path-dependency work for you
  • Pairs trades, options overlays and other approaches
Moderator:
Ugo Egbunike
ETF Analyst
IndexUniverse
Panelists:
Steve Blumenthal
Founder & CEO
CMG, Inc.
Neil R. Peplinski, CFA
Co-Founder & Managing Partner
Good Harbor Financial LLC
Dave Schombert
Founder, President & CIO
Metropolitan Capital Strategies

12:30 p.m. - 2:00 p.m.

Keynote Luncheon Address: Technical Analysis with Dorsey Wright
Tom Dorsey is a legendary technical analyst and one of the foremost investors and traders of our time. In this lunch keynote session, Dorsey will explain how technical analysis and technical trends can help mitigate risk for ETF investors. Topics include:

  • The foundations of technical analysis
  • How technical analysis applies specifically to ETFs
  • Trading ideas for today's markets
Presenter:
Tom Dorsey
President, Founding Member
Dorsey Wright & Associates

2:00 p.m. - 2:50 p.m.

ETF Arbitrage & High-Frequency Trading
In this unique panel, the world's leading high-frequency traders will explain how HFT and ETF arbitrage strategies work. Understand what's going on behind the curtain and how HFT impacts you as an investor and trader. Topics include:

  • The risk/reward trade-off of algorithmic trading
  • How regulations could change the HFT marketplace
  • Flash crash 2.0: myth or reality?
Moderator:
Adam Sussman
Principal, Director of Research
TABB Group
Panelists:
Chris Bartlett
Partner
Nobilis Capital
Brendan McCarthy
Head of Algorithmic Trading
Knight Capital Group
Laura V. Morrison
Senior Vice President, Global Index & Exchange Traded Products
NYSE Euronext

2:50 p.m. - 3:40 p.m.

Volatility: Friend or Foe?
Volatility-linked ETFs and ETNs have been one of the fastestgrowing corners of the exchange-traded-product market over the past year. Do these funds give investors the returns they expect? More fundamentally, how can you best capture and play volatility trends in the marketplace? Topics include:

  • Evaluating VIX-linked ETPs
  • Volatility-based hedging and overlay strategies
  • Beyond VIX: non-equity volatility trading strategies
Moderator:
Paul Baiocchi
ETF Analyst
IndexUniverse
Panelists:
Christopher Cole, CFA
Managing Partner & Founder
Artemis Capital Management LLC
Thomas M. Chapin, CFA
Chief Investment Officer
Mill Creek Capital Advisors LLC

3:40 p.m. - 4:10 p.m.

Afternoon Networking Break

4:10 p.m. - 5:00 p.m.

Macro-Driven Trading: Strategic Investments With ETFs
In today's volatile environment, risk-on/risk-off investors are increasingly turning to ETFs to implement strategic, macro-driven trading strategies. This 50-minute panel discussion will feature leading advisors explaining how they take in macroeconomic, political and news-related data and use them to generate effective trading strategies using ETFs.
Moderator:
Paul Baiocchi
ETF Analyst
IndexUniverse
Panelists:
Mark W. DiOrio, CFA
Portfolio Manager
Parasol Investment Management LLC
Rob Glownia
Head Trader
RiverFront Investment LLC
David Kotok
Chief Investment Officer
Cumberland Advisors

5:00 p.m. - 5:50 p.m.

Fixed Income In Focus: Identifying Opportunities, Executing Trades
With interest rates at record lows, QE3 in full flower and the U.S. facing a fiscal cliff, finding and executing the best fixed-income strategy is a high priority for 2013. This special "In Focus" session will feature leading minds on fixed-income ETFs and liquidity discussing how investors can use ETFs effectively to navigate the fixed-income challenges that lie ahead. Topics include:

  • Do ETFs work in fixed income, and what are the risks?
  • How can you source fixed-income ETF liquidity (and get a fair price)?
  • Where can you find income and total return today?
  • What special challenges exist in nontraditional markets (emerging markets debt, preferred securities, etc.)?
Moderator:
Ugo Egbunike
ETF Analyst
IndexUniverse
Panelists:
Chris Buck
Director, Head of Client
Execution Services-
Americas Capital Markets
BlackRock — iShares
Chris Hugar, CFA
Portfolio Manager
Nottingham Advisors
Rick Rubin CFA
Head of Trading
Innealta Capital

6:00 p.m. - 7:30 p.m.

Cocktail Reception
 
 
Sponsor Opportunities
If you're interested in sponsorship opportunities please contact:

Foster Wright
fwright@indexuniverse.com
646-867-4481

Speaker Opportunities
If you're interested in speaking opportunities please contact:

John Swolfs
jswolfs@indexuniverse.com
415-659-9023

PRESS INQUIRIES
If you are a member of the media interested in attending the event please contact:

Vanessa Friedman
vanessa@vdotconsulting.com
917-405-1897

General Questions
If you have a general question about the conference please contact:

Lindsey Markewitz
lmarkewitz@indexuniverse.com
415-659-9012