26th Nov - 27th Nov 2018 from 09:00 - 18:00 , Sydney NSW 2000
StatPro will be exhibiting at iPARM Australia, the Investment Performance Measurement, Attribution & Risk Management forum on the 26th and 27th November in Sydney.
Discussion topics include:
- Artificial intelligence and how it will impact the performance analytics profession
- What is the role of the performance measurement professional in the digital age?
- Distributing performance & risk analytics – how to enhance middle office reputation
- Measuring performance and the effectiveness of your investment decisions
- An update of the GIPS 20/20
Carl Bacon, CIPM, Chief StatPro Adviser and Chair of GIPS Executive Committee, StatPro will be presenting on Day 1, 26th November, at 10:00am.
A Periodic Table of Risk Measures:
- Alpha to Omega, appraisal to pain!
- The evolution of risk measures
- All the available risk measures structured according to type and shape of return distribution
- Gain- loss
- Risk-adjusted return
Carl Bacon CIPM, founded Otos Ltd in April 2000. Otos Ltd provides advice to asset managers on various risk and performance measurement issues. Carl was Chairman of StatPro Plc from 2000 to 2017 and prior to that Director of Risk Control and Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management.
Carl holds a B.Sc. Hons. in Mathematics from Manchester University and is a member of the Advisory Board of the Journal of Performance Measurement. A founder member of both the Investment Performance Council and GIPS®, Carl is a chair of the GIPS Executive Committee, and ex-chair of both the Verification and Interpretation Sub-Committees, and founder of “The Freedom Index Company”. Carl is also the author of “Practical Portfolio Performance Measurement & Attribution” part of the Wiley Finance Series, “Practical Risk-adjusted Performance Measurement”, numerous articles and papers and editor of “Advanced Portfolio Attribution Analysis”