Agora Crypto Strategies Conference
Tuesday May 17, 2022

As regulation behind crypto continues to grow, so too does many allocators' and asset owners' interest in it as a viable investment opportunity. To uncover why allocators are investing in crypto, how it's becoming institutionalized and what continues to make it an investable asset, we've designed our latest Agora Conference to feature select crypto-focused hedge fund managers who will showcase their strategies and discuss the current digital asset environment. In addition, we have lined up thought leaders who will share their perspectives in a series of informative keynotes and panel discussions focused specifically on demystifying crypto-investing for institutional investors.

Prepare ahead for the discussions by visiting our research library of papers written by our esteemed speakers.

Keynotes | Panels

Keynote | DeFi: Opportunities and Risks

Campbell R. Harvey's Photo

Campbell R. Harvey

Professor of Finance, Duke University

Professor of Finance, Duke University

Campbell R. Harvey is a Professor of Finance at Duke University in Durham, North Carolina, and a Research Associate of the National Bureau of Economic Research in Cambridge, Massachusetts. He served as President of the American Finance Association in 2016 and as Editor of the Journal of Finance from 2006 to 2012. Harvey has received nine Graham and Dodd Awards/Scrolls for excellence in financial writing from the CFA Institute, including in 2021. He is the recipient of the best paper award in the Journal of Portfolio Management in 2015, 2016, and 2021. The recent award recognized his paper on inflation risk.

Over the past seven years, Professor Harvey has taught Innovation and Cryptoventures which focuses on decentralized finance and blockchain technology. His book DeFi and the Future of Finance was published in 2021 by John Wiley and Sons. He just launched on Coursera a four-course specialization under the same name.

Harvey serves as the Investment Strategy Advisor to Man Group PLC, the world’s largest, publicly listed, global hedge fund provider. He is also a Partner and Senior Advisor to Research Affiliates, LLP, which oversees more than $180 billion in investment products.

In DeFi, users interact as peers with algorithms or smart contracts rather than through traditional intermediaries such as banks, brokerages, or insurance companies. This new technology has the potential to transform finance given it solves key problems such as lack of inclusion, inefficiency, opacity, centralized control, and lack of interoperability. DeFi is also the foundation of Web3. Professor Harvey will detail some of the key opportunities as well as the most important risks.

Fireside Chat | Crypto, Macro, and Geopolitics

Marko Papic's Photo

Marko Papic

Partner & Chief Strategist, Clocktower Group

Partner & Chief Strategist, Clocktower Group

Marko is a Partner and Chief Strategist at Clocktower Group, an alternative investment asset management firm based in Santa Monica, California. He leads the firm’s Strategy Team, providing bespoke research to clients and partners on geopolitics, macroeconomics, and markets.

Prior to joining the firm, Marko founded BCA Research’s Geopolitical Strategy practice (GPS) in 2012, the financial industry’s first dedicated political analysis investment strategy. The GPS service generated geopolitical alpha by identifying gaps between the market’s political expectations and the firm’s forecasts. Marko was a Senior Vice President and the firm’s Chief Geopolitical Strategist.

Marko began his career as a Senior Analyst at Stratfor, a global intelligence agency where he contributed to the firm’s global geopolitical strategy as well as its analyst recruitment and training program. In his academic work, he helped create the Center for European Union Studies at the University of Texas at Austin. Marko holds an MA in Political Science from the University of Texas at Austin and an MA from the University of British Columbia.

He is the author of Geopolitical Alpha: An Investment Framework for Predicting the Future, a book that introduces his constraints-based framework to investors.

Join us for a fireside chat with Marko Papic, Chief Strategist at Clocktower Group, as we discuss how cryptocurrencies fit into the macro framework and the increasing role that digital assets play in geopolitics.

Panel | Expanding the Remit to Crypto Strategies

There's no denying that more and more allocators are investing in digital assets, but how, and who are they? If you find yourself on the sidelines bullishly envious or bearishly critical, you owe it to yourself, and your managed assets, to consider the experiences from allocators currently investing in the crypto space. Luckily, we have lined up for this panel, institutional investors who have gone through the process and education needed to build the necessary framework required to invest in this space. Hear firsthand why some of your peers have decided to take the leap.

Panelists

Edouard Robbes's Photo

Edouard Robbes

Moderator

Partner, President
Thalēs

Partner, President, Thalēs

Edouard Robbes is a Partner at Thalēs where he leads the firm's manager sourcing, capital introduction, and capital raising efforts. Before Thalēs, Edouard held a similar position at Société Générale in New York. Prior to this, he was a hedge fund analyst and portfolio manager at AXA Investment Managers and began his career in 2002 as a hedge fund analyst at SG Asset Management. Edouard received a B.S. in Economics and a M.S. in Finance from Université Paris-Dauphine, France.

Anuraj Dua's Photo

Anuraj Dua

Head of Systematic Macro Trading
Walleye Capital LLC

Head of Systematic Macro Trading, Walleye Capital LLC

Anuraj Dua joined Walleye in January 2021 as Managing Director and Head of Systematic Macro Trading. He is building out a trading business focused on medium-frequency systematics strategies involving liquid futures and FX instruments. His role spans business development, infrastructure creation, capital allocation, and risk management for the strategies in his portfolio.

Prior to joining Walleye, Mr. Dua was the Chief Investment Officer for Asset Management at GTS, which he joined in 2015. He led their portfolio allocation, risk management, new alpha development, and sourcing efforts. He was also heavily involved with fundraising and business development. Prior to joining GTS, he worked at Barclays from 2008 to 2014, where he was a Director and managed a $500mm portfolio of diversified cross-asset systematic strategies. He ran a team of traders and quants focused on developing and executing new alpha strategies in the FX, rates, and equities markets. Prior to joining Barclays, he was an Associate at Lehman Brothers from 2007 to 2008.

Mr. Dua graduated with a Master’s of Engineering degree with a concentration in Financial Engineering and Finance from Cornell University in 2007 and a Bachelor’s of Science degree, summa cum laude, from Cornell University in 2006.

Thomas Finnerty's Photo

Thomas Finnerty

Head of Global Macro
K2 Advisors

Head of Global Macro, K2 Advisors

Thomas Finnerty is the Head of Global Macro on the Investment Management (IM) team, overseeing the firm's investments in discretionary and systematic macro strategies.

Mr. Finnerty has been with K2 Advisors since November 2009, initially focused on credit, relative value and event driven strategies and subsequently across multiple other hedge fund strategies. He relocated to the firm's London office in 2013 to cover managers in the region across hedge fund strategies and was subsequently named Head of Global Macro in 2019. Mr. Finnerty relocated back to the United States in 2022.

Prior to joining K2, Mr. Finnerty worked as an investment associate for Chapin Hill Advisors, a private wealth manager, from 2008 to 2009. Before that, he was a middle office trade analyst at BGC Partners, Cantor Fitzgerald's interdealer broker-dealer, until mid-2008.

Mr. Finnerty received a Master of Arts degree in Economics from Fordham University's Graduate School of Arts and Sciences and graduated cum laude from Fordham University with a Bachelor of Arts degree in Economics.

Justin Joo's Photo

Justin Joo

Director, Investments
Boothbay Fund Management LLC

Director, Investments, Boothbay Fund Management LLC

Justin Joo is the Head of Digital Asset Strategies at Boothbay and is responsible for investment due diligence for digital assets as well as equity strategies. Mr. Joo joined Boothbay in June 2019 and is heavily involved in manager sourcing and evaluation, portfolio management and construction, and risk management.

Mr. Joo was previously at EnTrustPermal, a $20 billion alternative asset manager, as a Senior Analyst covering long/short equity, merger arbitrage and special situation equity strategies. Prior to that, he was at Morgan Stanley and Cambridge Associates.

Mr. Joo graduated from Boston College with a B.A. in Economics and Psychology. Mr. Joo is a CFA and CAIA Charterholder.

Panel | Institutionalizing Crypto Assets

While more and more institutional investors begin allocating to crypto hedge funds, many more remain on the sidelines due to a fear of the unknown and the perceived risks involved. But, for how much longer can institutions remain undecided on an asset capable of causing such a paradigm shift? Join our crypto market participants in unmasking the institutional framework required to invest and hold digital assets.

Panelists

David Modiano's Photo

David Modiano

Moderator

Managing Director
Thalēs

Managing Director, Thalēs

David Modiano is a Managing Director of Capital Strategies at Thalēs Capital Partners. Most recently, David was a Partner and Head of Business Development at Mill Hill Capital, a New York-based credit hedge fund launched in 2016. Prior to that, David spent ten years sourcing, seeding, onboarding and growing early-stage hedge funds as second in command of the seeding team at Investcorp and Lyxor Asset Management. During his time at Investcorp and Lyxor Asset Management, David has personally reviewed, met with or performed in-depth diligence on nearly 1,500 hedge fund managers as a senior investment professional. David negotiated and closed sixteen hedge fund seed deals and drove manager growth.

Gary DeWaal's Photo

Gary DeWaal

Special Counsel and Chair, Financial Markets and Regulation
Katten

Special Counsel and Chair, Financial Markets and Regulation, Katten

Gary DeWaal focuses his practice on financial services regulatory matters. He counsels clients on the application of evolving regulatory requirements to existing businesses and structuring more effective compliance programs, as well as assisting in defending and resolving regulatory disciplinary actions and enforcement matters. Gary also advises buy-side and sell-side clients, as well as trading facilities and clearing houses, on the developing laws and regulations related to cryptocurrencies and digital tokens.

Previously, Gary was a Senior Managing Director and group general counsel for Newedge, where he oversaw the worldwide Legal, Compliance, Financial Crimes Prevention (including AML) and Regulatory Developments departments. He also worked for the US Commodity Futures Trading Commission's Division of Enforcement in New York. For several years, Gary taught a course in derivatives regulation as an adjunct professor at Brooklyn Law School. He currently serves as a practitioner, faculty and mentor for the State University of New York Buffalo Law School’s New York City Program on Finance & Law.

Michael Shaulov's Photo

Michael Shaulov

CEO, Co-Founder
Fireblocks

CEO, Co-Founder, Fireblocks

Michael is the CEO and co-founder of Fireblocks, a secure digital asset infrastructure company.

Prior to Fireblocks, he co-founded Lacoon Mobile Security, which was acquired by Check Point, and was then appointed the Head of Products, Mobile and Cloud Security for Check Point. Michael is a serial cybersecurity entrepreneur and investor. He is also a recognized industry speaker, delivering talks at RSA Conference, BlackHat and Infosec. Before his commercial endeavors, Michael pioneered the mobile security field in an elite military technological unit (8200), where he received the Israeli Presidential Excellency Honor for his contributions.

He holds a BSc in Computer Sciences and Physics from Ben-Gurion University, Israel.

James Newman's Photo

James Newman

Co-Head
perfORM Due Diligence Services Limited

Co-Head, perfORM Due Diligence Services Limited

James is the co-founder and Director of perfORM Due Diligence Services Ltd (“PDDS”). James has spent 23 years as an allocator in Alternatives (hedge funds, private markets and crypto funds) responsible for operational due diligence on investment managers and service providers including administrators, crypto exchanges, crypto custodians and digital prime brokers. PDDS was established in 2019 and is now an award winning provider of due diligence services with an expansive strategy coverage in the alternatives space including crypto.

James is the former Global Head of ODD at Barclays Wealth, where he was responsible for developing and leading operational risk assessments across the bank’s retail and non-retail investment product offerings. Prior to Barclays, he was the Head of ODD for Liberty Ermitage Group, where he vetoed an investment in Madoff in 2008 preventing significant losses and reputational damage to the firm and its clients.

James has a BSc degree from Loughborough University and is a Chartered Certified Accountant.

Manager Sessions

Vadim Khramov's Photo

Vadim Khramov

Founder and Chief Investment Officer, Edge Capital Investment Management LLC
Strategy: Opportunistic | Credit/Yield

Founder and Chief Investment Officer, Edge Capital Investment Management LLC

Vadim Khramov, Ph.D is Founder and CIO of Edge Capital Management, a global hedge fund specializing in digital assets with a focus on DeFi and venture capital. Prior to starting Edge Capital, he was a leading member of the investment team at a macro hedge fund, Trend Capital. Prior to that he led FI/FX strategy team at Bank of America Merrill Lynch in London and was Advisor to the Executive Director at the International Monetary Fund in Washington, DC.

Vadim has authored several academic publications in macroeconomics, and has been a frequent speaker and contributor at CNBC, CNN, The Financial Times, The Wall Street Journal, and other financial media channels. Vadim holds a Ph.D in Economics from UCLA.

Mehdi-Laurent Akkar's Photo

Mehdi-Laurent Akkar

Co-Founder & CIO, Eltican Investment Management
Strategy: Quantitative | Market Neutral

Co-Founder & CIO, Eltican Investment Management

Mehdi Laurent has 20 years of experience in cryptography, algorithmics, and quantitative finance (Senior Portfolio Manager). He spent the first 9 years of his career working in algorithmic and cryptography for 3 high-tech companies and the following 13 years in systematic quantitative trading. He worked as a Senior Director at BNP Paribas (Quant Trader in the prop trading equities group), BlueCrest Capital (Head of Systematic Trading for Equities), Engineers Gate ( setup of the London office), Balyasny and Winton (Senior PM) managing an up to $1bn equities and futures portfolio.

He has an in-depth knowledge of alpha generation with different asset classes and time horizons. Since BlueCrest Capital (2013) he has developed his own platform (implemented in Python) and continues to enhance its features. He’s familiar with the whole chain of production (backtesting, production, execution, risk, monitoring) and has strong external relations (e.g. PB, execution brokers, data vendors, investors, PMs, headhunters). Mehdi-Laurent is a shareholder of Tanuki Capital and an investor in VCs and Fintechs (e.g. Lemniscap). He has a deep theoretical and practical understanding of the digital assets ecosystem and personally managed since 2014 an up to $1m AUM personal digital assets portfolio (e.g. long-short strategies, arbitrage, lending, basis trading, DeFi).

He has also worked as an Assistant Professor in Computer Science and Mathematics (French engineering schools and universities), published several scientific papers in prestigious cryptography conferences, and deposed many patents. He earned postgraduate degrees in both Cryptography (Paris VII University) and Finance (Paris VI University) and holds a Ph.D. in Mathematics and Computer Science (Cryptography).

Russell Thompson's Photo

Russell Thompson

CEO & Co-Founder, LibertyRoad Capital
Strategy: Opportunistic | Options

CEO & Co-Founder, LibertyRoad Capital

Russell Thompson is an experienced asset management professional with over 25+ years of finance, trading, and investment management experience. Russell is a co-founder and CEO of Liberty Road Capital Ltd., a British Virgin Islands-based investment manager, registered as an approved manager with the British Virgin Islands Financial Services Commission specializing in BTC and ETH structured derivatives. Russell is a Principal and Chief Investment Officer of The Attwood Family Office S.A.M., based out of the Principality of Monaco, specializing in alpha and overlay foreign exchange trading, global emerging markets macro, and emerging market equities, and digital assets.

Prior to this, Russell was the co-founder and Chief Investment Officer of The Cambridge Strategy (Asset Management) Limited (“Cambridge”), an investment management firm specializing in alpha and overlay foreign exchange trading, global emerging markets macro, and emerging market equities. Cambridge managed over $4 billion of client funds and attained the top 1% of returns for investment management firms in the last 10 years.

Russell has a BSc(Hons) in Economics from Loughborough University, has the ACT post-graduate qualification, and is a member of the Association of Corporate Treasurers, having passed his ACT exams with distinction.

Tania Reif's Photo

Tania Reif

Founder & CIO, Senda Digital Assets
Strategy: Fundamental | Long Only

Founder & CIO, Senda Digital Assets

Tania Reif is the Founder and CIO of Senda Digital Assets. Prior to her cryptocurrency focus, she built her investment pedigree at top macro hedge funds including Soros Fund Management, Laurion Capital, Citadel, and Alphadyne Asset Management. She was profiled in the 50 Leading Women in Hedge Funds 2017 survey by The Hedge Fund Journal.

Her career spans public policy beginnings at the International Monetary Fund and experience in banking at Citigroup's Economic and Market Analysis team.

She holds a Ph.D. in Economics with Distinction from Columbia University where she earned the Jagdish Bhagwati International Economics Award for her work in currency dynamics.

Ioannis Poimenidis's Photo

Ioannis Poimenidis

Chief Investment Officer, SpeedLab AG
Strategy: Quantitative | Directional

Chief Investment Officer, SpeedLab AG

Mr. Poimenidis has worked in the investment management industry for 15+ years. He is an expert in algorithmic trading strategies and machine learning applied to the financial markets. Mr. Poimenidis is a co-founder of SpeedLab AG, whose minority shareholders are D&R, a German Private Bank of Signal & Iduna Group, and Belvoir Capital AG, a well known FINMA regulated family office/asset manager.

Previously he served in the Hellenic Air Force as an officer fighter pilot and Director of the military Research & Data Department. He received a MBA with distinction from Nottingham Trent University (UK) and an Aviation Diploma from the Hellenic Air Force Academy.

Full Agenda

09:00 a.m. – 09:30 a.m.

Manager Session | SpeedLab AG

View Fund

The strategy exploits high-volatility characteristics of the most liquid cryptocurrencies with zero correlation and zero beta to the underlying assets. Systematic, quantitative multi-strategy and market price driven. Multiple highly uncorrelated strategies based on AI Reinforcement Learning. The strategy is keeping a low gross and net exposure that is actively traded.

Ioannis Poimenidis's Photo

Ioannis Poimenidis

Chief Investment Officer
SpeedLab AG

Chief Investment Officer, SpeedLab AG

Mr. Poimenidis has worked in the investment management industry for 15+ years. He is an expert in algorithmic trading strategies and machine learning applied to the financial markets. Mr. Poimenidis is a co-founder of SpeedLab AG, whose minority shareholders are D&R, a German Private Bank of Signal & Iduna Group, and Belvoir Capital AG, a well known FINMA regulated family office/asset manager.

Previously he served in the Hellenic Air Force as an officer fighter pilot and Director of the military Research & Data Department. He received a MBA with distinction from Nottingham Trent University (UK) and an Aviation Diploma from the Hellenic Air Force Academy.

09:45 a.m. – 10:15 a.m.

Manager Session | Eltican Investment Management

View Fund

The investment objective of Eltican Neutron SP is to deliver long-term capital appreciation by investing into systematic-quantitative market-neutral strategies on cryptocurrencies. The strategies traded have been built using experience in a very competitive professional market environment (options, futures) and leveraging state of the art statistical methods. All the strategies will be quantitative avoiding typical human biases and decision making.

Mehdi-Laurent Akkar's Photo

Mehdi-Laurent Akkar

Co-Founder & CIO
Eltican Investment Management

Co-Founder & CIO, Eltican Investment Management

Mehdi Laurent has 20 years of experience in cryptography, algorithmics, and quantitative finance (Senior Portfolio Manager). He spent the first 9 years of his career working in algorithmic and cryptography for 3 high-tech companies and the following 13 years in systematic quantitative trading. He worked as a Senior Director at BNP Paribas (Quant Trader in the prop trading equities group), BlueCrest Capital (Head of Systematic Trading for Equities), Engineers Gate ( setup of the London office), Balyasny and Winton (Senior PM) managing an up to $1bn equities and futures portfolio.

He has an in-depth knowledge of alpha generation with different asset classes and time horizons. Since BlueCrest Capital (2013) he has developed his own platform (implemented in Python) and continues to enhance its features. He’s familiar with the whole chain of production (backtesting, production, execution, risk, monitoring) and has strong external relations (e.g. PB, execution brokers, data vendors, investors, PMs, headhunters). Mehdi-Laurent is a shareholder of Tanuki Capital and an investor in VCs and Fintechs (e.g. Lemniscap). He has a deep theoretical and practical understanding of the digital assets ecosystem and personally managed since 2014 an up to $1m AUM personal digital assets portfolio (e.g. long-short strategies, arbitrage, lending, basis trading, DeFi).

He has also worked as an Assistant Professor in Computer Science and Mathematics (French engineering schools and universities), published several scientific papers in prestigious cryptography conferences, and deposed many patents. He earned postgraduate degrees in both Cryptography (Paris VII University) and Finance (Paris VI University) and holds a Ph.D. in Mathematics and Computer Science (Cryptography).

10:30 a.m. – 11:15 a.m.

Panel | Institutionalizing Crypto Assets

While more and more institutional investors begin allocating to crypto hedge funds, many more remain on the sidelines due to a fear of the unknown and the perceived risks involved. But, for how much longer can institutions remain undecided on an asset capable of causing such a paradigm shift? Join our crypto market participants in unmasking the institutional framework required to invest and hold digital assets.

David Modiano's Photo

David Modiano

Moderator

Managing Director
Thalēs

Managing Director, Thalēs

David Modiano is a Managing Director of Capital Strategies at Thalēs Capital Partners. Most recently, David was a Partner and Head of Business Development at Mill Hill Capital, a New York-based credit hedge fund launched in 2016. Prior to that, David spent ten years sourcing, seeding, onboarding and growing early-stage hedge funds as second in command of the seeding team at Investcorp and Lyxor Asset Management. During his time at Investcorp and Lyxor Asset Management, David has personally reviewed, met with or performed in-depth diligence on nearly 1,500 hedge fund managers as a senior investment professional. David negotiated and closed sixteen hedge fund seed deals and drove manager growth.

Gary DeWaal's Photo

Gary DeWaal

Special Counsel and Chair, Financial Markets and Regulation
Katten

Special Counsel and Chair, Financial Markets and Regulation, Katten

Gary DeWaal focuses his practice on financial services regulatory matters. He counsels clients on the application of evolving regulatory requirements to existing businesses and structuring more effective compliance programs, as well as assisting in defending and resolving regulatory disciplinary actions and enforcement matters. Gary also advises buy-side and sell-side clients, as well as trading facilities and clearing houses, on the developing laws and regulations related to cryptocurrencies and digital tokens.

Previously, Gary was a Senior Managing Director and group general counsel for Newedge, where he oversaw the worldwide Legal, Compliance, Financial Crimes Prevention (including AML) and Regulatory Developments departments. He also worked for the US Commodity Futures Trading Commission's Division of Enforcement in New York. For several years, Gary taught a course in derivatives regulation as an adjunct professor at Brooklyn Law School. He currently serves as a practitioner, faculty and mentor for the State University of New York Buffalo Law School’s New York City Program on Finance & Law.

Michael Shaulov's Photo

Michael Shaulov

CEO, Co-Founder
Fireblocks

CEO, Co-Founder, Fireblocks

Michael is the CEO and co-founder of Fireblocks, a secure digital asset infrastructure company.

Prior to Fireblocks, he co-founded Lacoon Mobile Security, which was acquired by Check Point, and was then appointed the Head of Products, Mobile and Cloud Security for Check Point. Michael is a serial cybersecurity entrepreneur and investor. He is also a recognized industry speaker, delivering talks at RSA Conference, BlackHat and Infosec. Before his commercial endeavors, Michael pioneered the mobile security field in an elite military technological unit (8200), where he received the Israeli Presidential Excellency Honor for his contributions.

He holds a BSc in Computer Sciences and Physics from Ben-Gurion University, Israel.

James Newman's Photo

James Newman

Co-Head
perfORM Due Diligence Services Limited

Co-Head, perfORM Due Diligence Services Limited

James is the co-founder and Director of perfORM Due Diligence Services Ltd (“PDDS”). James has spent 23 years as an allocator in Alternatives (hedge funds, private markets and crypto funds) responsible for operational due diligence on investment managers and service providers including administrators, crypto exchanges, crypto custodians and digital prime brokers. PDDS was established in 2019 and is now an award winning provider of due diligence services with an expansive strategy coverage in the alternatives space including crypto.

James is the former Global Head of ODD at Barclays Wealth, where he was responsible for developing and leading operational risk assessments across the bank’s retail and non-retail investment product offerings. Prior to Barclays, he was the Head of ODD for Liberty Ermitage Group, where he vetoed an investment in Madoff in 2008 preventing significant losses and reputational damage to the firm and its clients.

James has a BSc degree from Loughborough University and is a Chartered Certified Accountant.

11:30 a.m. – 12:00 p.m.

Manager Session: LibertyRoad Capital

View Fund

The Liberty Road Volatility Trading strategy utilises world class quantitative methods to map a live volatility surface. A proprietary Artificial Intelligence programme then analyses the volatility surface and maximises or minimises the risk premium obtained by selling and buying puts and calls at the peaks and troughs on the volatility surface. The algorithm analyses both the absolute risk premium compared to historical parameters, but also evaluates mispricing opportunities on the volatility surface. Strikes and maturity are laddered to minimize concentration. The AI Machine Learning algorithm incorporates various factors to determine a “probability of success” for each trade, therefore the absolute level of risk premium is not deterministic. The algorithm evaluates the medium term trend using a combination of fundamental blockchain analysis and technical indicators.

Russell Thompson's Photo

Russell Thompson

CEO & Co-Founder
LibertyRoad Capital

CEO & Co-Founder, LibertyRoad Capital

Russell Thompson is an experienced asset management professional with over 25+ years of finance, trading, and investment management experience. Russell is a co-founder and CEO of Liberty Road Capital Ltd., a British Virgin Islands-based investment manager, registered as an approved manager with the British Virgin Islands Financial Services Commission specializing in BTC and ETH structured derivatives. Russell is a Principal and Chief Investment Officer of The Attwood Family Office S.A.M., based out of the Principality of Monaco, specializing in alpha and overlay foreign exchange trading, global emerging markets macro, and emerging market equities, and digital assets.

Prior to this, Russell was the co-founder and Chief Investment Officer of The Cambridge Strategy (Asset Management) Limited (“Cambridge”), an investment management firm specializing in alpha and overlay foreign exchange trading, global emerging markets macro, and emerging market equities. Cambridge managed over $4 billion of client funds and attained the top 1% of returns for investment management firms in the last 10 years.

Russell has a BSc(Hons) in Economics from Loughborough University, has the ACT post-graduate qualification, and is a member of the Association of Corporate Treasurers, having passed his ACT exams with distinction.

12:15 p.m. – 01:00 p.m.

Keynote | DeFi: Opportunities and Risks

In DeFi, users interact as peers with algorithms or smart contracts rather than through traditional intermediaries such as banks, brokerages, or insurance companies. This new technology has the potential to transform finance given it solves key problems such as lack of inclusion, inefficiency, opacity, centralized control, and lack of interoperability. DeFi is also the foundation of Web3. Professor Harvey will detail some of the key opportunities as well as the most important risks.

Campbell R. Harvey's Photo

Campbell R. Harvey

Professor of Finance
Duke University

Professor of Finance, Duke University

Campbell R. Harvey is a Professor of Finance at Duke University in Durham, North Carolina, and a Research Associate of the National Bureau of Economic Research in Cambridge, Massachusetts. He served as President of the American Finance Association in 2016 and as Editor of the Journal of Finance from 2006 to 2012. Harvey has received nine Graham and Dodd Awards/Scrolls for excellence in financial writing from the CFA Institute, including in 2021. He is the recipient of the best paper award in the Journal of Portfolio Management in 2015, 2016, and 2021. The recent award recognized his paper on inflation risk.

Over the past seven years, Professor Harvey has taught Innovation and Cryptoventures which focuses on decentralized finance and blockchain technology. His book DeFi and the Future of Finance was published in 2021 by John Wiley and Sons. He just launched on Coursera a four-course specialization under the same name.

Harvey serves as the Investment Strategy Advisor to Man Group PLC, the world’s largest, publicly listed, global hedge fund provider. He is also a Partner and Senior Advisor to Research Affiliates, LLP, which oversees more than $180 billion in investment products.

01:15 p.m. – 01:45 p.m.

Fireside Chat | Crypto, Macro, and Geopolitics

Join us for a fireside chat with Marko Papic, Chief Strategist at Clocktower Group, as we discuss how cryptocurrencies fit into the macro framework and the increasing role that digital assets play in geopolitics.

Edouard Robbes's Photo

Edouard Robbes

Moderator

Partner, President
Thalēs

Partner, President, Thalēs

Edouard Robbes is a Partner at Thalēs where he leads the firm's manager sourcing, capital introduction, and capital raising efforts. Before Thalēs, Edouard held a similar position at Société Générale in New York. Prior to this, he was a hedge fund analyst and portfolio manager at AXA Investment Managers and began his career in 2002 as a hedge fund analyst at SG Asset Management. Edouard received a B.S. in Economics and a M.S. in Finance from Université Paris-Dauphine, France.

Marko Papic's Photo

Marko Papic

Partner & Chief Strategist
Clocktower Group

Partner & Chief Strategist, Clocktower Group

Marko is a Partner and Chief Strategist at Clocktower Group, an alternative investment asset management firm based in Santa Monica, California. He leads the firm’s Strategy Team, providing bespoke research to clients and partners on geopolitics, macroeconomics, and markets.

Prior to joining the firm, Marko founded BCA Research’s Geopolitical Strategy practice (GPS) in 2012, the financial industry’s first dedicated political analysis investment strategy. The GPS service generated geopolitical alpha by identifying gaps between the market’s political expectations and the firm’s forecasts. Marko was a Senior Vice President and the firm’s Chief Geopolitical Strategist.

Marko began his career as a Senior Analyst at Stratfor, a global intelligence agency where he contributed to the firm’s global geopolitical strategy as well as its analyst recruitment and training program. In his academic work, he helped create the Center for European Union Studies at the University of Texas at Austin. Marko holds an MA in Political Science from the University of Texas at Austin and an MA from the University of British Columbia.

He is the author of Geopolitical Alpha: An Investment Framework for Predicting the Future, a book that introduces his constraints-based framework to investors.

02:00 p.m. – 02:30 p.m.

Manager Session | Senda Digital Assets

View Fund

Quantamental strategy seeks to optimize exposure to the cryptocurrency space by (1) constructing a diversified basket of fundamentally vetted tokens, (2) risk managing the portfolio through a quantitative vol-dampening filter, (3) using event-driven volatility to extract alpha-enhancing opportunities and (4) yield farming in the passive section of the portfolio. The strategy is model-led by proprietary algorithmic tools and refined by discretionary analysis and trading. The portfolio is likely to hold 15-20 tokens at a given time on average.

Tania Reif's Photo

Tania Reif

Founder & CIO
Senda Digital Assets

Founder & CIO, Senda Digital Assets

Tania Reif is the Founder and CIO of Senda Digital Assets. Prior to her cryptocurrency focus, she built her investment pedigree at top macro hedge funds including Soros Fund Management, Laurion Capital, Citadel, and Alphadyne Asset Management. She was profiled in the 50 Leading Women in Hedge Funds 2017 survey by The Hedge Fund Journal.

Her career spans public policy beginnings at the International Monetary Fund and experience in banking at Citigroup's Economic and Market Analysis team.

She holds a Ph.D. in Economics with Distinction from Columbia University where she earned the Jagdish Bhagwati International Economics Award for her work in currency dynamics.

02:45 p.m. – 03:30 p.m.

Panel | Expanding the Remit to Crypto Strategies

There's no denying that more and more allocators are investing in digital assets, but how, and who are they? If you find yourself on the sidelines bullishly envious or bearishly critical, you owe it to yourself, and your managed assets, to consider the experiences from allocators currently investing in the crypto space. Luckily, we have lined up for this panel, institutional investors who have gone through the process and education needed to build the necessary framework required to invest in this space. Hear firsthand why some of your peers have decided to take the leap.

Edouard Robbes's Photo

Edouard Robbes

Moderator

Partner, President
Thalēs

Partner, President, Thalēs

Edouard Robbes is a Partner at Thalēs where he leads the firm's manager sourcing, capital introduction, and capital raising efforts. Before Thalēs, Edouard held a similar position at Société Générale in New York. Prior to this, he was a hedge fund analyst and portfolio manager at AXA Investment Managers and began his career in 2002 as a hedge fund analyst at SG Asset Management. Edouard received a B.S. in Economics and a M.S. in Finance from Université Paris-Dauphine, France.

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Anuraj Dua

Head of Systematic Macro Trading
Walleye Capital LLC

Head of Systematic Macro Trading, Walleye Capital LLC

Anuraj Dua joined Walleye in January 2021 as Managing Director and Head of Systematic Macro Trading. He is building out a trading business focused on medium-frequency systematics strategies involving liquid futures and FX instruments. His role spans business development, infrastructure creation, capital allocation, and risk management for the strategies in his portfolio.

Prior to joining Walleye, Mr. Dua was the Chief Investment Officer for Asset Management at GTS, which he joined in 2015. He led their portfolio allocation, risk management, new alpha development, and sourcing efforts. He was also heavily involved with fundraising and business development. Prior to joining GTS, he worked at Barclays from 2008 to 2014, where he was a Director and managed a $500mm portfolio of diversified cross-asset systematic strategies. He ran a team of traders and quants focused on developing and executing new alpha strategies in the FX, rates, and equities markets. Prior to joining Barclays, he was an Associate at Lehman Brothers from 2007 to 2008.

Mr. Dua graduated with a Master’s of Engineering degree with a concentration in Financial Engineering and Finance from Cornell University in 2007 and a Bachelor’s of Science degree, summa cum laude, from Cornell University in 2006.

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Thomas Finnerty

Head of Global Macro
K2 Advisors

Head of Global Macro, K2 Advisors

Thomas Finnerty is the Head of Global Macro on the Investment Management (IM) team, overseeing the firm's investments in discretionary and systematic macro strategies.

Mr. Finnerty has been with K2 Advisors since November 2009, initially focused on credit, relative value and event driven strategies and subsequently across multiple other hedge fund strategies. He relocated to the firm's London office in 2013 to cover managers in the region across hedge fund strategies and was subsequently named Head of Global Macro in 2019. Mr. Finnerty relocated back to the United States in 2022.

Prior to joining K2, Mr. Finnerty worked as an investment associate for Chapin Hill Advisors, a private wealth manager, from 2008 to 2009. Before that, he was a middle office trade analyst at BGC Partners, Cantor Fitzgerald's interdealer broker-dealer, until mid-2008.

Mr. Finnerty received a Master of Arts degree in Economics from Fordham University's Graduate School of Arts and Sciences and graduated cum laude from Fordham University with a Bachelor of Arts degree in Economics.

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Justin Joo

Director, Investments
Boothbay Fund Management LLC

Director, Investments, Boothbay Fund Management LLC

Justin Joo is the Head of Digital Asset Strategies at Boothbay and is responsible for investment due diligence for digital assets as well as equity strategies. Mr. Joo joined Boothbay in June 2019 and is heavily involved in manager sourcing and evaluation, portfolio management and construction, and risk management.

Mr. Joo was previously at EnTrustPermal, a $20 billion alternative asset manager, as a Senior Analyst covering long/short equity, merger arbitrage and special situation equity strategies. Prior to that, he was at Morgan Stanley and Cambridge Associates.

Mr. Joo graduated from Boston College with a B.A. in Economics and Psychology. Mr. Joo is a CFA and CAIA Charterholder.

03:45 p.m. – 04:15 p.m.

Manager Session | Edge Capital Investment Management LLC

View Fund

Edge Capital is an innovative alternative investment manager focused on digital assets, blockchain and DeFi markets. We seek to invest in digital assets that have substantial potential to expand boundaries of blockchain technology and exhibit compelling opportunities for investors. The Edge DeFi Fund strategy is a market-neutral yield farming strategy utilizing DeFi protocols. The Fund invests in: (1) stablecoin protocols, (2) non-stable coin protocols while hedging for directional risk, and (3) opportunistic market-neutral macro trades in cryptocurrencies.

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Vadim Khramov

Founder and Chief Investment Officer
Edge Capital Investment Management LLC

Founder and Chief Investment Officer, Edge Capital Investment Management LLC

Vadim Khramov, Ph.D is Founder and CIO of Edge Capital Management, a global hedge fund specializing in digital assets with a focus on DeFi and venture capital. Prior to starting Edge Capital, he was a leading member of the investment team at a macro hedge fund, Trend Capital. Prior to that he led FI/FX strategy team at Bank of America Merrill Lynch in London and was Advisor to the Executive Director at the International Monetary Fund in Washington, DC.

Vadim has authored several academic publications in macroeconomics, and has been a frequent speaker and contributor at CNBC, CNN, The Financial Times, The Wall Street Journal, and other financial media channels. Vadim holds a Ph.D in Economics from UCLA.