Investment and strategy for quant investors and their managers

Dr Don Hamson, speaking at Quant Invest Australia 2011

Dr Don Hamson,
Managing Director
Plato Investment Management

Don is the founding Managing Director of Plato Investment Management. Prior to Plato, Don was Head of Active Equities, Asia Pacific at State Street Global Advisors. Don joined State Street Global Advisors in 2003 as Head of Active Australian Equities, and was promoted in 2005 to Head of Active Equities, Asia Pacific ex Japan. In 2006 Don became a member of the global Senior Management Group at State Street Global Advisors and was given responsibilities for Active Equities in all of Asia Pacific. Dons achievements at State Street included growing Active Australian Equities from $1B to more than $5 B, and successfully developing and launching the first 130/30 long short equity strategy within the group globally.

Prior to joining State Street, Don held various positions at Westpac over a ten year period, including Chief Investment Officer, and was instrumentally involved in the mergers of BT and Rothschild with Westpac Financial Services. Don held a number of roles within Westpac Investment Management, including heading up their Australian Shares team from 1999, heading international shares and being a member of the Investment Committee. Don was also a Westpac appointed director on the board of Hastings Funds Management.

Don started his investment management career with Queensland Investment Corporation where he was a senior analyst and member of the Investment Committee.

Before moving into investment management, Don was a Lecturer in Finance at the University of Queensland for 6 years, and also held a Visiting Assistant Professor position at the University of Michigan Business School. Don has a Phd in Finance and a Bachelor of Commerce with First Class Honours from the University of Queensland, and was also a University Medallist.

Don has been actively involved within the investment industry as a member of the IFSA Board Investment Committee from 1999-2006 and as a member of the ASX Corporate Governance Council from 2002 to 2006.

Appearing:

Day One Monday 21 November 2011

9.50am

Panel: Understanding quant investments around the GFC, what needs change?

Performance before and after 2007: style goes out of fashion
Quantitative management – the generic paradigm and why it’s in trouble
Risk model crowding and the perils of factor mismatch
Microstructure’s macro impacts

Dr Don Hamson,

Managing Director,
Plato Investment Management

Mr Ganesh Suntharam,

Head of Quant,
Perpetual Limited

Ms Judith Posnikoff,

Managing Director / Founder,
PAAMCO

Mr Joe Cole,

Portfolio Manager,
QIC Quantitative Management

12pm

Presentation: Designing quantitative strategies in order to meet the needs of the post GFC investor

Brave New World or Back to the Future?
Satisfying investor needs in a post Cooper ‘Mysuper’ world: maximising returns after fees and taxes
The forgotten dimension – volatility – can you improve returns by taking less risk?
Core, Enhanced or 130/30?

Dr Don Hamson,

Managing Director,
Plato Investment Management

Sponsor Quant Invest Australia 2011 ›