First 2019 speakers announced

Join us in April

The Time Summit is an alternative investment conference promoting long-term thinking, thoughtful discourse and new ideas

 

April 30th to May 1st

Pinehurst, North Carolina 

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Style

Blending in-depth research sessions and private meetings in an academic, relaxed setting

Topics

Managed futures, Macro, Commodities, Digital Assets, Behavioral Science, Machine Learning, Statistics

Attendees

Institutional investors, consultants and managers

The Time Summit is an annual event, owned and organized by Bridge Alternatives

Speakers

Jad Abumrad

MacArthur Fellow & Host of the Peabody Award-winning Radiolab

Jad Abumrad is the host and creator of Radiolab (radiolab.org), a public radio program broadcast on 524 stations across the nation and downloaded more than 9 million times a month as a podcast. Most days, Radiolab is the 2nd most popular podcast, just behind This American Life.

Jad Abumrad did most of his growing up in Tennessee, before studying creative writing and music composition at Oberlin College in Ohio. Following graduation, Abumrad wrote music for films, and reported and produced documentaries for a variety of local and national public radio programs.

In 2002, Abumrad began tinkering with an idea for a new kind of radio program, an open-ended radio “laboratory.” Radiolab has since evolved into one of public radio’s most popular programs. Abumrad hosts the program with Robert Krulwich and also serves asits lead producer, composer and managing editor.

Abumrad employs his dual backgrounds as composer and journalist to create what’s been called “a new aesthetic” in broadcast journalism. He orchestrates dialogue, music, interviews and sound effects into compelling documentaries that draw listeners into investigations of otherwise intimidating topics, such as the nature of numbers, the evolution of altruism, or the legal foundation for the war on terror.

In 2010, Radiolab was awarded the prestigious George Foster Peabody Award and 2011 Abumrad was honored as a MacArthur Fellow (also known as the Genius Grant). The MacArthur Foundation website says: “Abumrad is inspiring boundless curiosity within a new generation of listeners and experimenting with sound to find ever more effective and entertaining ways to explain ideas and tell a story.” In 2015 the Radiolab episode ‘60 Words’ was awarded a George Foster Peabody Award. The Radiolab spinoff, More Perfect, a series about untold stories of the Supreme Court, is currently in its 2nd season. The New York Times called More Perfect “…possibly the most mesmerizing podcast.” An album inspired by the show and titled 27: The Most Perfect Album has contributions by Dolly Parton, Devendra Banhart, Flor de Toloache and They Might Be Giants. Alongside his radio work, Abumrad continues to work as a composer and remixer.

Michael Brandt

Co-Founder and CIO, QMS Capital

Michael Brandt is a co-founder and chief investment officer for QMS Capital, where he heads the Investment Committee and is responsible for overseeing the research and investment process. Michael is also a non-active faculty member at Duke University’s Fuqua School of Business and is a faculty research associate of the National Bureau of Economic Research. Prior to founding QMS Capital, Michael consulted for large financial institutions, served as an editor and on editorial boards of academic journals, and was a faculty member at the Wharton School of the University of Pennsylvania. He began his career at J.P. Morgan Futures and J.P. Morgan Securities. Michael holds a Ph.D. and MBA in finance from the University of Chicago and an MSc in economics from the London School of Economics. He serves on several academic advisory boards.

Ray Carroll

Managing Director and CIO, Neuberger Berman Breton Hill

Ray Carroll, PhD, CFA, Managing Director is Chief Investment Officer of Neuberger Berman Breton Hill (NBBH), a quantitative investment manager of Alternative Multi-Asset Solutions and Long only Solutions. NBBH is part of Neuberger Berman, a global employee-owned asset manager with over 300 billion in assets under management. Ray was Chief Executive Officer and co-founder of Breton Hill Capital (BHC), prior to its acquisition by Neuberger Berman. Previously, Ray was the Chief Investment Officer for the Mosaic division of Diversified Global Asset Management (DGAM), an alternative investment firm that was subsequently sold to The Carlyle Group. Ray started his career as Senior Manager at RBC Royal Bank and Vice President at RBC Capital Markets. Ray serves on the Invested Funds Committee of the Canadian Mathematical Society and holds a PhD in Mathematics from the University of Florida in the field of Inverse Problems, and holds a MSc and BSc in Mathematics from Dalhousie University. Ray has been awarded the Chartered Financial Analyst designation.

David Dunning

Professor at the University of Michigan

David Dunning is Professor at the University of Michigan and a social psychologist focusing primarily on the psychology underlying human misbelief. His most cited work shows that people hold flattering opinions of their character and competence that cannot be justified from objective evidence, work supported by the National Institute of Mental Health, the National Science Foundation, and the Templeton Foundation. An author of over 150 journal articles, book chapters, and general interest pieces, he is half of the team responsible for describing the infamous Dunning-Kruger effect, in which ignorance fails to recognize itself. He has served as president of both the Society of Experimental Social Psychology and the Society for the Science of Motivation. He holds a BA from Michigan State University and a PhD from Stanford University, both in psychology.

Kathryn Kaminski

Chief Research Strategist, Portfolio Manager

As Chief Research Strategist at AlphaSimplex, Dr. Kaminski conducts applied research, leads strategic research initiatives, focuses on portfolio construction and risk management, and engages in product development. Dr. Kaminski is a member of the Investment Committee. She also serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy.

Dr. Kaminski joined AlphaSimplex in 2018 after being a visiting scientist at the MIT Laboratory for Financial Engineering. Prior to this, she held portfolio management positions as a director, investment strategies at Campbell and Company and as a senior investment analyst at RPM, a CTA fund of funds.

Dr. Kaminski co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha (2014). Her research and industry commentary have been published in a wide range of industry publications as well as academic journals. She is a contributory author for both the CAIA and CFA reading materials. Dr. Kaminski has taught at the MIT Sloan School of Management, the Stockholm School of Economics and the Swedish Royal Institute of Technology, KTH.

Dr. Kaminski earned a S.B. in Electrical Engineering and Ph.D. in Operations Research from MIT where her doctoral research focused on stochastic processes, stopping rules, and investment heuristics. Dr. Kaminski is also a CAIA Charterholder.

Ewan Kirk

CIO, GAM Systematic's Cantab Capital Partners

Dr Ewan Kirk is Chief Investment Officer of GAM Systematic’s Cantab team. He co-founded Cantab Capital Partners in 2006, which became part of GAM Systematic in October 2016. His daily focus is research and development, risk management and managing the quantitative team. Prior to founding Cantab, Ewan Kirk ran the 120-strong Goldman Sachs Strategies Group in Europe, where he was responsible for all of Goldman Sachs’ quantitative technology. Ewan Kirk holds a PhD in Mathematics (General Relativity) from the University of Southampton, a Certificate in Advanced Study in Applied Mathematics from the University of Cambridge and achieved a First Class degree in Natural Philosophy and Astronomy at the University of Glasgow. He is based in Cambridge.

Marcos López de Prado

Principal and Head of Machine Learning, AQR Capital Management

Marcos López de Prado is a Principal and Head of Machine Learning at AQR Capital Management. In this role, he leads a team responsible for analyzing complex data for strategy development and a variety of applications across the firm. Prior to joining AQR, he founded and led Guggenheim Partners’ Quantitative Investment Strategies (QIS) business, where he developed high-capacity machine learning strategies, receiving up to $13 billion in assets. Concurrently with the management of investments, between 2011 and 2018, Marcos was also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals, and SSRN ranks him as one of the most-read authors in Economics. Among several monographs, he is the author of the graduate textbook Advances in Financial Machine Learning (Wiley, 2018). In 2019, Marcos received the “Quant of the Year Award” from The Journal of Portfolio Management. Marcos earned a B.Sc. and M.Sc. in econometrics and quantitative economics from Universidad de Santiago de Compostela, a Ph.D. in financial economics and a Ph.D. in mathematical finance, both from Universidad Complutense de Madrid, and was a recipient of Spain’s National Award for Academic Excellence in 1999. He completed his post-doctoral research at Harvard University and Cornell University, where he teaches a financial machine learning course at the School of Engineering.

Mick Swift

Deputy CEO and Research Director, Abbey Capital

As Research Director, and voting member of the Investment Committee, Mick manages and oversees Abbey Capital’s research and risk management processes as well as portfolio construction. He joined Abbey Capital in May 2002 after fifteen years as a trader and manager of trading teams.

Prior to joining Abbey Capital, Mick was a Director at AICM from 1998 to 2002. While at AICM, he worked in a trading capacity and also on product research and risk management. Previously, Mick was the Head of FX and European Interest Rate Trading at Bank of Ireland in Dublin from 1997 to 1998. Prior to that, Mick was Treasurer and EVP at Bank of Ireland’s New York Branch, where he ran the trading and sales operation from 1994 to 1997. In 1992, he became Head of Interest Rate trading at the bank. Mick initially joined the Treasury Division of Bank of Ireland in 1984 where he traded foreign exchange and interest rate markets on a proprietary basis.

Mick graduated with a Bachelors Degree in Commerce from University College Galway and holds an ACMA qualification.

Agenda

Forward

Monday (4/29)

2:30pm – 6:00pm

Cradle Golf Outing

The Cradle is a nine-hole short course that even the newest to the game can enjoy. The Golf Channel calls The Cradle, “the most fun 10 acres in all of golf.”  Bridge Alternatives will be organizing foursomes, pairing attendees to create a great afternoon of pre-conference networking. (Complimentary event with clubs provided onsite.)

6:00pm – 10:00pm

Welcome Reception and Dinner

A relaxing, evening of casual conversation, drinks and dinner with fellow Summit attendees.

Chapter One

Tuesday (4/30)

7:00am – 8:00am

Rise and Shine

Enjoy an energizing start to the day with a guided hike or morning yoga

8:00am – 9:30am

Breakfast and Meetings

Breakfast buffet and an opportunity for attendee scheduled meetings

9:30am – 11:30am

Research Session #1

What we’re getting wrong with data-driven strategies

  • Ewan Kirk, CIO (GAM Systematic’s Cantab)
  • Michael Brandt, Co-Founder & CIO (QMS Capital Management)
  • Marcos López de Prado, Principal & Head of Machine Learning (AQR Capital Management)
  • Panel leader to be announced

Whether the process is systematized or not, data is crucial and it’s where successful firms differentiate themselves.  At the Time Summit, we’ve enlisted some of the industry’s best to illuminate aspects of data and process including: the multiple testing problem, forward testing and the idea that we have less data than we think.  A panel will follow.

11:30am – 1:30pm

Lunch and Meetings

Lunch buffet and an opportunity for attendee scheduled meetings

1:30pm – 3:30pm

Research Session #2

Featuring keynote presentations and/or panel

3:30pm – 6:00pm

Meetings and Group Activity

Scheduled attendee meetings as well as an organized group activity

6:00pm – 7:30pm

Cocktail Reception

Guests will enjoy cocktails with an interactive putting game at Thistle Dhu outside the Donald Ross Veranda

7:30pm – 9:30pm

Dinner

Southern BBQ

8:30pm – 9:30pm

Evening Lecture: 

The Hard Thing About Communicating Hard Things

  • Jad Abumrad, MacArthur Fellow & Host of the Peabody Award-winning Radiolab

How do you craft an emotional story while translating very technical and abstract information? Drawing from raw tape of interviews with scientists, Jad Abumrad focuses on the inherent struggles in science communication or interpreting any technical or difficult information. What happens when you get it wrong, how to fix it, and how it’s useful to embrace error in the process.

9:30pm – 11:00pm

Nightcaps and Conversation

Post dinner reception

Chapter Two

Wednesday (5/1)

7:00am – 8:00am

Rise and Shine

Enjoy an energizing start to the day with a guided hike or morning yoga

8:00am – 9:30am

Breakfast and Meetings

Breakfast buffet and an opportunity for attendee scheduled meetings

9:30am – 11:30am

Research Session #3

Featuring keynote presentations and/or panel

11:30am – 1:30pm

Lunch and Meetings

Lunch buffet and an opportunity for attendee scheduled meetings

1:30pm – 3:30pm

Research Session #4

Featuring keynote presentations and/or panel

3:30pm – 5:30pm

Meetings & Group Activity

Scheduled attendee meetings as well as an organized group activity

5:30pm – 9:00pm

Closing Reception and Dinner

A casual evening of networking.

Epilogue

Thursday (5/2)

7:00am- 10:00am

Pinehurst No. 2 Outing

Pinehurst No. 2, the centerpiece of Pinehurst Resort, remains one of the world’s most celebrated golf courses. It has served as the site of more single golf championships than any course in America, and The U.S. Open will return in 2024. Bridge Alternatives has reserved a block of tee times and will organize an event for those who would like to join us.

Sponsors

Media Partners

Video Library

To view the full library visit BridgeAlternatives.com.