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Workshop: Asset Allocation at the tail end of an Equity Cycle (Amsterdam)

21 May 2019 @ 16:45 - 19:30

Asset Allocation at the tail end of an Equity Cycle

Prepari​ng for the Next Crisis​

Although many people in the financial markets will agree that we are getting close to overheating of the economy, there is little we can do to position ourselves for an economic downturn. All asset classes seem overvalued and navigating these times of high volatility and low rates can be challenging. 

Erik Norland, Senior Economist at CME Group, will share his views on the economic cycle and the impact on portfolio construction.  Erik has some interesting insights on how to position a portfolio and efficiently and effectively add and reduce market exposure to cope better with the current phase on the economic cycle. 

David Gibbs will then introduce several case studies, presenting a variety of strategies and practical applications, and show us how investors can cost efficiently replicate these in their current strategies. For instance, in these times of very low interest rates and expected returns, every basis point of return counts. By more effectively managing and maximizing the alpha potential of your portfolio and cost efficiently allocating to beta exposure using futures you can add a low risk income stream to your portfolio. Or, not knowing whether the equity markets will rise or fall in this phase of the economic cycle, add equity neutral positions by trading the index spreads. These and more case studies will certainly inspire you and give you interesting ideas for your portfolio.

This workshop will cover the following topics:

• Is the equity bull market about to end?  What are the warning signs?
• Beta replication with futures – adding and reducing market exposure
• Which asset classes do best in rising volatility environments?
• Are high yield bonds the worst possible investment as we move towards the 2020s?
• The economics drivers of equity market sectors
• Select Sector futures for capital efficient rotation strategies
• Preparing for a potential recession? A review of uncorrelated products & asset classes.


16:45 Registration
17:00 Macroeconomics, Monetary Policy and Pension Investments, by Erik Norland
17:45 Case studies and practical applications, by David Gibbs
18:30 Networking Drinks
19:30 End of Program


De Nieuwe Poort (Amsterdam)
Claude Debussylaan 2-8
Amsterdam, Nederland 1082 MD
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