New Concepts in Commodity Hedge Fund Positioning – and do they actually know what they’re doing

In this session Societe Generale's Managing Director and Head of Commodity Research for Asia, Mark Keenan, will discuss new methods to better understand hedge fund positioning in commodity markets and their impact on price. Specifically, he will focus on the relationships between extremes in price and extremes in positioning, and show how  it’s possible to quantify the amount of “Dry Powder” in the market – essentially the likelihood of whether hedge funds will drive prices higher or lower. Mark will also look at ways to assess the skill of Managers and look at which commodities they are most successful in trading.  Positioning is becoming critically important in understanding commodity prices, as shown by the recent jump in hedge fund newsflow indices. We are finding these areas very well received and increasingly followed globally by Investors and Managers alike.

Speakers:

• Mark Keenan, Managing Director & Head of Commodity Research - ASIA, Societe Generale

AIMA’s Fund Manager Training programme in Hong Kong is scheduled to occur on the second Tuesday of each month (adjusted for holidays) and the presentations will generally be scheduled to begin at 08:30 and will last 60 or 90 minutes depending on the topic.

Registration is on a first-come, first-served basis and limited to representatives of 20 manager member firms, allowing attendance of one representative per firm please. Where programmes become oversubscribed, we operate a waiting list and ask that confirmed attendees notify us by noon on the day before the programme if their plans change and they are unable to attend so seats can be allotted to those on the waiting list.

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