Optimization as a Tool for Efficient Order Management and Execution
Agenda:
Opening Remarks
Discussion: Advances in automated portfolio monitoring and order flow
- Maggie Berry, Team Leader of Buyside Enterprise Product, Bloomberg L.P.
- Aryeh Hauptman, AIM Order Management Product, Bloomberg L.P.
The impact of turnover constraints on the performance of optimize portfolios
- Alper Atamturk, Head of Portfolio Optimization Research, Bloomberg L.P.
Efficient portfolio oversight & trade allocation under exposure and compliance constraints
- Armando Carpio, AIM Order Management Product, Bloomberg L.P.
- Morgan Smith, AIM Decision Support Product, Bloomberg L.P.
Optimizing the ETF creation and redemption workflow
- Benjamin Morris, Product Manager - BSKT, Bloomberg L.P.
Speakers
ALPER ATAMTURK
Head of Portfolio Optimization Research
BLOOMBERG/ SAN FRANCISCO
Benjamin Morris
Product Manager, ETF solutions
Bloomberg L.P.
Ben Morris is global head of Bloomberg's BSKT product. With a decade's experience across a broad spectrum of the ETF market, his background in ETF Fund Accounting, Sales, Portfolio Management and Consulting lends to his abilities as an ETF Product Manager for Bloomberg. Ben has a passion for driving efficiency and modernization across the ETF marketplace. Ben has a degree in Economics and Psychology from Wesleyan University and in his spare time, he enjoys woodworking and sailing.
Armando Carpio
AIM Order Management Product
Bloomberg L.P.
Armando Carpio is a Product Manager in the AIM Order Management group at Bloomberg. He focuses on multi-asset order management, trade processing and allocation fairness. Prior to joining Bloomberg in 2010, he was a multi-asset trader at Mediolanum Asset Management - Dublin. Armando holds a Masters Degree in Economics and attended the LUISS Guido Carli University in Rome and the HEC Montreal.
Morgan Smith
AIM Decision Support Product
Bloomberg L.P.
Bloomberg AIM Product Manager focusing on Decision Support and Portfolio Management solutions.
Aryeh Hauptman
AIM Order Management Product
Bloomberg L.P.
Antonios Lazanas
Head of Portfolio, Index & ESG Research
Bloomberg
Antonios Lazanas is the head of Portfolio, Index and ESG Research at Bloomberg. His team is responsible for developing advanced multi-asset portfolio analysis and construction models, analyze risk premia across asset classes and embed them in customized index solutions, and synthesize ESG data into meaningful measures that are then deployed in portfolio and index construction in a disciplined fashion. Antonios has been involved in the quantitative portfolio and index research area for 20 years. His teams have introduced a number of innovative ideas such as using duration-times-spread in risk modeling and explaining the returns of alternative investments with a well-defined set of risk premia. Prior to joining Bloomberg, Anthony was the co-head of Barclays Risk Analytics and Index Solutions where he oversaw the successful transition of the Barclays Index and Portfolio business to Bloomberg in August 2016. He joined Barclays in 2008 after spending thirteen years at Lehman Brothers. Antonios holds a PhD and Masters in Computer Science from Stanford University. He began his career in 1993 at Salomon Brothers as an interest-rate modeler.
Maggie Berry
AIM Americas Manager for Tier 1 Global Majors
Bloomberg LP