Investment and strategy for quant investors and their managers
Ms Judith Posnikoff, speaking at Quant Invest Australia 2011

Ms Judith Posnikoff,
Managing Director / Founder
PAAMCO

Judith is one of the founding partners of Pacific Alternative Asset Management (PAAMCO), a leading provider of customized hedge fund-of-funds portfolios for institutional investors. She is responsible for the evaluation and management of equity market neutral and merger arbitrage/event-driven hedge funds in the various PAAMCO portfolios and, as a member of the Investment Management Committee, is involved in all stages of the investment process. Additionally, Judy is a member of the Account Management Committee and specifically focuses on the complex customized portfolios of the firm’s Asia/Pacific institutional clients. In addition to her responsibilities at PAAMCO, she was recently an Adjunct faculty member at the University of California at Irvine Graduate School of Management and has numerous economics and investments publications, including “Institutional Investors: Incorporating Hedge Funds into the Asset Allocation Process” (published in Evaluating and Implementing Hedge Fund Strategies: The Experience of Managers and Investors, Third Edition, 2003) and “Institutional Investors and Hedge Funds” (published in the Security Analysts Journal (Japan), 2003).
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
4.30pm

Panel: Man & Machine: Examining the merits of quant and fundamental approaches in order to develop a diversified portfolio

  • The human trader: Dynamic, understanding and adaptable
  • What can go wrong with human decision making?
  • The computer trader: Where do they provide the most advantage?
  • How much fundamental thinking goes into quantitative approaches?
  • Is the hybrid quant a viable option? Where has this been successful?
Mr Eric Demoiseau,
Quant Analyst,
Alliance Bernstein
Ms Judith Posnikoff,
Managing Director / Founder,
PAAMCO
Mr Mario Ledencan,
Managing Partner,
Treevest Capital
Mr John Livanas,
CEO,
AMIST Super
Mr David Griffith,
Director - Senior Investment Manager,
BlackRock
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