August 7, 2014 - Michael A. Gayed, CFA

Join us for lunch at the UT Club with speaker Michael A. Gayed, CFA.

Topic is “Generating Alpha: Predicting Volatility and Corrections

Click Here for PowerPoint Presentation

Date: Thursday August 7, 2014

Time: 12:00 – 1:00 pm

Location: UT Club

Speaker Name: Michael A. Gayed, CFA

Speaker: Michael A. Gayed, CFA of Pension Partners, LLC.

As Chief Investment Strategist, Michael helps to structure portfolios to best take advantage of various strategies designed to maximize the amount of time and capital spent in potentially outperforming investments. Prior to this role, Mr. Gayed served as a Portfolio Manager for a large international investment group, trading long/short investment ideas in an effort to capture excess returns. From 2004 to 2008, Michael was a Portfolio Strategist at AmeriCap Advisers, LLC, a registered investment advisory firm which managed equity portfolios for large institutional clients. As a member of the investment committee, Michael performed detailed analysis on various stocks and worked closely with the principals of the firm to structure client portfolios. In 2007, he launched his own long/short hedge fund, using various trading strategies focused on taking advantage of stock market anomalies.

Michael is an active contributor to popular financial websites, including: MarketWatch.comMinyanville.com, and SeekingAlpha.com. He has been interviewed on CNBC, Bloomberg, Fox Business, as well as the Wall Street Journal live for his unique approach to interpreting market movements. His analysis has been featured by Marc Faber’s Gloom, Boom and Doom Report.

Michael earned his B.S. from New York University, and is a CFA Charterholder. Follow him on Twitter:@pensionpartners, and on YouTube: www.youtube.com/pensionpartners

 

Presentation Topic: “Generating Alpha: Predicting Volatility and Corrections

Topic Description:  Michael A. Gayed, CFA, and Charlie Bilello, CMT, of Pension Partners, LLC co-authored two award-winning papers in 2014 that challenge the efficient market hypothesis by revealing market anomalies that have persisted over time. In separate papers, they focus on the utilities sector and Treasury bonds, providing a systematic way to outperform the market on an absolute and risk-adjusted basis. Importantly, they also show how the unique behavior of utilities and Treasuries can be used to anticipate periods of higher volatility and market corrections. Their work has important implications for both asset allocators and active managers.  Join Michael A. Gayed, CFA and your fellow CFA Society of Austin colleagues as Michael presents their research and provides practical ways of active tactical asset allocation using the signaling power of Utilities and Treasuries.

A complimentary copy of Intermarket Analysis and Investing will be available for all attendees.

 

 

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