SIGMA
David Rudd, Chairman at Sigma Analysis & Management, will be speaking at 10th Annual Canadian Hedge Fund Awards Toronto 2017
(October 17th, 2017).
10th Annual Canadian Hedge Fund Awards Toronto 2017
Megan Vesely, General Counsel at Sigma Analysis & Management, will be speaking at Women in Finance Education Toronto 2017
(May 23rd, 2017).
Women in Finance Education Toronto 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at AIMA Canada Research Seminar Toronto 2017
(May 17th, 2017).
AIMA Canada Research Seminar Toronto 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at Goldman Sachs Systematic Investing Conference New York 2017
(May 4th, 2017).
Goldman Sachs Systematic Investing Conference New York 2017
Megan Vesely, General Counsel at Sigma Analysis & Management, will be speaking at ACA Compliance Conference Palm Beach Florida 2017
(May 3rd, 2017).
ACA Compliance Conference 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at GAIM Ops Gran Cayman 2017
(April 23rd - 26th, 2017).
GAIM Ops Gran Cayman 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at The Modernization of Due Diligence for Alternative Investments New York 2017
(April 05th, 2017).
Due Diligence for Alternative Investments New York 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at the AIM Summit Abu Dhabi 2017
(March 29th, 2017).
AIM Summit Abu Dhabi 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at the Battle of the Quants Frankfut 2017
(March 28th, 2017).
Battle of the Quants Frankfurt 2017
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at the Canada Operations Leaders Summit 2017
(February 22nd, 2017), on the topic of "The ODD Line-up: A multi-perspective view of due diligence".
Canada Operations Leaders Summit 2017
Megan Vesely, General Counsel at Sigma Analysis & Management, will be moderating the RegTech Research Seminar:
What Regulation and Technology Mean for Market Participants in Monitoring Trading Activity
(February 15th, 2017).
Details can be found at:
RegTech Research Seminar 2017
Dr. Ranjan Bhaduri, and Professor Luis Seco, of Sigma Analysis & Management, will be speaking at the MMF Symposium 2017
(January 19th - 22nd, 2017). Professor Seco is also the Director of the University of Toronto's MMF program.
http://symposium.mmf.utoronto.ca/index.html
Professor Luis Seco, President & CEO of Sigma Analysis & Management, will be speaking at the PRMIA Munich Chapter 2016 at Munich on Thursday, December 1st, 2016. Details can be found at: PRMIA Munich Chapter 2016
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at Battle of the Quants London 2016 on November 16th, 2016. Details can be found at: Battle of the Quants London 2016
Professor Luis Seco, President & CEO of Sigma Analysis & Management, will be speaking at the Quant World Canada 2016 at Toronto on November 10th, 2016. Details can be found at: Quant World Canada 2016
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at Global Fund Forum 2016 on October 24th - 26th, 2016. Details can be found at: Global Fund Forum 2016
Professor Seco, CEO at Sigma Analysis & Management Management, will be speaking at Montebello Institutional Dialogue on Hedge Fund Portfolio Construction and Risk Monitoring on October 19th, 2016. Sigma Analysis & Management Management is a sponsor of this event. Details can be found at: Montebello Agenda 2016
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at AIMA Canada University of Alberta Career Panel 2016 on October 19th, 2016. Details can be found at: AIMA Canada University of Alberta Career Panel 2016
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at AIMA Canada Investor Forum on October 5th and 6th, 2016. Details can be found at: AIMA Canada Investor Forum 2016 AIMA Canada Investor Forum 2016 Official WebSite
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at AIMA Canada "What Graduates Need to Know About the Canadian Hedge Fund Industry" on September 29th, 2016. Details can be found at: AIMA Canada Panel Discussion and Networking 2016
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at AIMA Canada Luncheon "Investing in Alternatives and Hedge Funds" on September 29th, 2016. Details can be found at: AIMA Canada Educational Luncheon 2016
Sigma Analysis & Management is co-hosting a research seminar in New York on September 22nd, 2016 on the topic of volatility. It is an excellent panel. Please consider attending. Registration is free, and details can be found at: https://www.sigmanalysis.com/events/NewYork/Sep222016NewYork.html
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at AIMA Singapore Forum 2016 on September 15th, 2016. Details can be found at: AIMA SG Forum 2016
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, a souligné la forte présence à Montréal de banques canadiennes, de même que celle d'entreprises d'investissement, de cabinets de conseils, de gestionnaires de fonds de couverture, de gestionnaires émergents, et de négociants privés, contribuant à créer un écosystème très riche pour la communauté financière à Montréal. détails peuvent être trouvés: http://mobile.finance-investissement.com/nouvelles/industrie/pourquoi-montreal-est-elle-un-joueur-de-classe-mondial-en-matiere-d-investissement-alternatif/a/63049
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management Management, will be speaking at the GAIM Ops Conference in Amsterdam on Monday, June 20th, 2016 on the topic of "Fee Structures: From Private Equity To Hedge Funds". Details can be found at: http://www.icbi-events.com/event/gaim-ops-amsterdam
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Managementt, will be speaking at the IPM Conference in Stockholm this Thursday (June 16th, 2016) on the panel "Macro is dead, long live macro: challenges and opportunities of macro investing, insights from key allocators."
Sigma Analysis & Management is co-hosting a research and education seminar in Toronto on June 14th, 2016 on the topic of Operational Due Diligence, Governance & Structural Alpha with a panel comprised of some of the world’s leading practitioners, and details can be found at: https://www.sigmanalysis.com/events/TorontoMars/eventInfo.htm
Sigma Analysis & Management is co-hosting a research seminar in Boston on June 7th, 2016 on the topic of volatility. It is an excellent panel. Please consider attending. Registration is free, and details can be found at: https://www.sigmanalysis.com/events/eventInfo.htm
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking today (Thursday, May 19th, 2016) at the Big Data Finance Conference at the Courant Institute of Mathematical Sciences (NYU).
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking in the Richardson GMP Alternative Investments Conference today (Wednesday, May 18th, 2016) in Toronto.
A Talk By Luis Seco
Thursday, May 12
5:45 PM Registration
6:00 PM Seminar Begins
7:30 PM Reception
NYU Kimmel Center
Room 914
60 Washington Square South
New York, New York 10012
Abstract
The growth of the hedge fund sector is creating a difficult environment for start-ups, which
is creating a climate that favors innovative fee structures. In this talk we will review some
of them, and will propose a cost/benefit analysis using Black-Scholes option pricing which will
show that in some situations, the manager will pay the investor.
Biography
Luis Seco is a Professor of Mathematics at the University of Toronto, where he also directs the
Mathematical Finance Program and the RiskLab, a research laboratory that specializes in risk management
research. He is the President and CEO of Sigma Analysis & Management, an asset management firm that
provides hedge fund investment products that employ managed account structures to obtain unique transparency,
analytics and liquidity services. He holds a PhD in Mathematics from Princeton and was a Bateman Instructor
at the California Institute of Technology.
About the Series
The IAQF -Thalesians Seminar Series is a joint effort on the part of the IAQF (www.iaqf.org)
and the Thalesians (www.thalesians.com). The goal of the series
is to provide a forum for the exchange of new ideas and results related to the field of quantitative finance.
This goal is accomplished by hosting seminars where leading practitioners and academics present new work, and following
the seminars with a reception to facilitate further interaction and discussion.
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management attended the 69th CFA Institute Annual Conference Investing in a Changing World in
Montreal (May 8th - 11th, 2016).
https://lnkd.in/enyeQZ8
Professor Luis Seco, President & CEO of Sigma Analysis & Management, will be speaking on Tuesday, May 10th, 2016
at the University of Waterloo on the Mathematics of Hedge Fund Fees.
https://lnkd.in/eBzcQtM
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking at the Goldman Sachs Eleventh Annual Asian Hedge Fund Leaders Conference
in Hong Kong on Wednesday, May 4th, 2016.
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking at the conference Mitigating Portfolio Risk - the modernization of diligence for alternative
investments (https://lnkd.in/eeg822d) in New York tomorrow (Tuesday, February 9th, 2016).
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking at the University of Ottawa's International Development Week's Conference - Beyond Borders
in Ottawa this Saturday, February 6th, 2016.
https://lnkd.in/epyWUG2
Megan Vesely, Dr. Ranjan Bhaduri, Andrew Biggs, and Professor Luis Seco, of Sigma Analysis & Management, will be speaking at the MMF Symposium 2016
(February 4th - 6th, 2016). Professor Seco is also the Director of the University of Toronto's MMF program.
http://symposium.mmf.utoronto.ca/index.html
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management will be speaking at the Miami MFA Network 2016
(panel on "Trading Volatility" at 9:45am on Wednesday, January 27th, 2016).
https://www.managedfunds.org/conference_info/network-2016/
Sigma Analysis & Management is delighted and honoured to sponsor the charity Michael's Mission (https://lnkd.in/e52p4zm).
Megan Vesely, General Counsel at Sigma Analysis & Management, and Dr. Ranjan Bhaduri,Chief Research Officer of Sigma Analysis & Management, will be attending
the Michael's Mission Charity Gala (7th Annual Michael's Mission Benefit) tomorrow (Wednesday, December 2nd, 2015) in New York.
Dr. Ranjan Bhaduri, Chief Research Officer of Sigma Analysis & Management, will be speaking at the University of Alberta on Monday, November 30th, 2015
in a seminar co-organized by the University of Alberta and AIMA Canada.
Dr. Mariam Mourtada, who is a Research Fellow at Sigma, will be giving a seminar at the University of Toronto Mathematics Department tomorrow
(Thursday, November 26th, 2015) at 12:10pm. Please see below for more details. Anyone is welcome to attend.
https://lnkd.in/e-Hm_M3
Dr. Ranjan Bhaduri is part of the Canadian delegation that will be at the reception hosted by the Canadian Consulate in Singapore tomorrow
(Tuesday, November 17th, 2015) at the High Commissioner's Official Residence.
Professor Luis Seco chaired the Quant World Canada 2015 Conference in Toronto on November 12th, 2015.
Dr. Ranjan Bhaduri is part of the Canadian delegation that will be at the reception hosted by the Canadian Consulate in
Hong Kong tonight (Thursday, November 12th, 2015).
Dr. Ranjan Bhaduri will be in Tokyo this Tuesday, November 10th, 2015 as part of the AIMA Canada delegation attending
a reception in the Canadian Embassy in Tokyo.
Sigma will be hosting a Research Seminar on Emerging and Frontier Markets, sponsored by Eurex, in New York on Thursday, November 5th, 2015.
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking in the Battle of the Quants in London tomorrow
(Wednesday, October 28th, 2015).
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking at a reception hosted by the Canadian Consulate in Chicago
this Wednesday (October 21, 2015). Dr. Bhaduri is part of a Canadian delegation visiting Chicago.
Professor Luis Seco, President & CEO of Sigma Analysis & Management, will be speaking today (Thursday, October 8th, 2015)
in the educational workshop "Frontiers of Risk Management" at the University of ULM in Gunzburg, Germany. The title of Professor Seco's session is "Hedge Funds, Math, and the Unknown."
https://lnkd.in/eu-Qd_m
Dr. Ranjan Bhaduri will be speaking on two panels at the AIMA Canada Hedge Fund Conference in Toronto on October 7th and 8th, 2015. This conference will be
having its reception on the 8th at the Hockey Hall of Fame!.
Dr. Ranjan Bhaduri will be co-facilitating/co-moderating the discussion at the CME Institutional Investor Round-table in Toronto today
(Wednesday, October 7th, 2015).
Dr. Luis Seco will be speaking at Innovation Day at the Fields Institute for Research in the Mathematical Sciences in Toronto this
Thursday, October 1st, 2015.
Dr. Ranjan Bhaduri will be speaking in Columbia University at the New York Finance Forum ("Financial Investment in the World under Reconstruction"?)
tomorrow (Sunday, September 27th, 2015).
http://www.newyorkfinanceforum.com/
Dr. Ranjan Bhaduri will be speaking in the RJ Oasis today September 24th, 2015 at 4pm (ET) on the topic of portfolio
construction using managed futures. Register for the educational webinar at: RJ Oasis Managed Futures Educational Seminar.
https://lnkd.in/eMea2av
Sigma Analysis & Management will be co-hosting a joint Research Seminar / Educational event today (Wednesday, September 23, 2015) on volatility
at the Princeton Club of New York (15 West 43rd Street, New York, NY 10036). AGENDA Registration 6:00 PM - 6:30 PM Panel Discussion & Q/A 6:30 PM - 7:30 PM
Networking Reception 7:30 PM - 9:00 PM Refreshments will be served.
TORONTO, ON – September 08, 2015 – Sigma Analysis & Management (“Sigma”), a pioneer in
advising institutional investors on managed account solutions, hedge fund portfolio construction and
research, and risk analytics, today announced the appointment of Megan Vesely, JD as General
Counsel. Megan joins Sigma at its Toronto office to provide legal counsel on a variety of business
and regulatory issues including cross-border matters and corporate development in the financial
services industry.
"I am thrilled to join Sigma at a time of increased global regulation and change in the investment
industry", notes Megan."Through its innovative model for hedge fund investing, Sigma is well
positioned to lead investors through the complexities and opportunities presented by the current
regulatory environment."
Megan’s expertise, including federal and state trial experience, combined with presentations and
publications addressing the impact of the Dodd-Frank Act on U.S. and foreign entities, strengthens
Sigma’s expansion in U.S. financial markets on behalf of global investors. Megan earned her JD,
cum laude, from St. John’s University School of Law, and her B.A., cum laude, in English, History
and Honors, with a French minor, from Villanova University. Megan spent ten years at the global law
firm DLA Piper in the New York and San Francisco offices. She is admitted to the New York bar.
"The timing of Megan joining our management team is opportune based on the growing complexity
of regulations and increasing demand for our unique suite of services", commented Sigma Chairman
and co-founder David Rudd. "Megan’s securities background at a major U.S. law firm and her
experience in the trenches on regulatory issues is already providing unique insights to Sigma on how
we can enhance our technology and transaction compliance capability."
About Sigma Analysis & Management ("Sigma")
Sigma Analysis & Management Ltd., a pioneer in constructing managed account solutions and smart risk
analytics for alternative asset investors, is a Toronto-based firm whose operational excellence, world-class
hedge fund research with an elite quant group deliver high-touch, value-add customized service in the hedge
fund space. Sigma was founded in 1999 to service institutional investors in hedge fund portfolio
construction and risk monitoring. The firm pioneered the development of managed accounts, transparency
services, and deeper dive risk analytics for institutional investors. Sigma’s potential clientele include
pensions, sovereign wealth funds, endowments, foundations, financial institutions, family offices, fund of
funds, advisory firms, investment consultants, managed account platforms, and certain types of industry
service providers. For more information about Sigma, please visit www.sigmanalysis.com.
Media Contact:
Holly Singer, HS Marketing LLC, holly@hsmarketing.com, 609.275.1303.
Professor Luis Seco, CEO & President of Sigma, will be speaking this Saturday, July 25th at the 12th Bourne Park Capital Alternative Investment Seminar on "Dedicated Managed Accounts
Platforms (DMAP) and Institutional Investing", Salzburg, Austria (July 25th, 2014).
Dr. Luis Seco will be in Greece to participate in the 16th conference of ASMDA (Applied Stochastic Models & Data Analysis) international society
conference (June 30th - July 4th, 2015, Piraeus, Greece) http://asmda2015.com/.
Luis will be speaking on Tuesday, June 30th on the topic of "Risk factor characterization of fund returns".
Dr. Ranjan Bhaduri, Chief Research Officer at Sigma Analysis & Management, will be speaking at the CME Group Managed Futures Investor
Roundtable today (Tuesday, June 23rd, 2015) in Chicago. The topic is "Constructing & Optimizing Portfolios with Managed Futures
Allocations". This round-table was organized by Jennifer Ziehe, Senior Director at the CME Group.
Dr. Luis Seco, President & CEO at Sigma Analysis & Management, spoke at the International Model Risk Management Conference
(http://imrmcon.org/) today, June 5th, 2015 in Toronto.
Ranjan Bhaduri co-speaking with Mark Hannoush at the University of Ottawa seminar - School of International Development and Global Studies, on Hedge Fund Investing in the
Emerging Markets. Ottawa, Canada (February 12th, 2015).
http://socialsciences.uottawa.ca/dvm/event-details?id=1977
Luis Seco speaking at Technische Universität München (TUM) Conference - Challenges in Derivatives Markets, Munich, Germany (March 30th - April 1st, 2015).
http://www.mathfinance.ma.tum.de/en/kpmgce/conference-challenges- in-derivatives- markets-2015/
Ranjan Bhaduri co-moderating CME Investors Roundtable Dinner, Toronto, Canada(November 25th, 2014).
Sigma Analysis & Management is proud to sponsor Michael's Mission 6th Annual Benefit Gala in New York, NY (November 20th, 2014).
http://www.michaelsmission.org/
Ranjan Bhaduri speaking at the Canadian Annual Derivatives Conference 2014, hosted by the Montréal Exchange on Meet the Investors and Managers, Quebec City, Canada.
(November 17th -19th, 2014).
Luis Seco part of the AIMA Canada delegation at the Government of Canada Reception in Geneva, Switzerland (November 18th, 2014).
Ben Djerroud speaking at the Battle of the Quants - London on Investor Panel: Why and How to Allocate to a Quant Strategy? The Art of Determining Quant Cycles vs. Non-Functionality.
London, U.K. (November 18th, 2014).
Luis Seco and Ranjan Bhaduri part of the AIMA Canada delegation at the Government of Canada Reception in Dubai, UAE (November 16th, 2014).
Luis Seco and Ranjan Bhaduri part of the AIMA Canada delegation at the Government of Canada Reception at the Official Residence of the High Commissioner of Canada, London, UK
(November 13th, 2014).
Luis Seco keynote speaker at the AIMA Canada delegation at the Canadian Embassy in Washington D.C. (November 5th, 2014).
Ranjan Bhaduri speaks at the California State University Dominguez Hills - Mathematics Colloquium on Some Musings of a Mathematician about the Hedge Fund Space.
Carson, California (October 22nd, 2014).
Sigma Research Seminar - Volatility, co-hosted by CAIA LA Chapter. Los Angeles, California (October 21st, 2014).
Ranjan Bhaduri speaks at hEDGE 2014 Conference on AIMA Canada panel. Toronto, Canada (August 22nd, 2014).
Luis Seco speaks at the 11th Bourne Park Capital Alternative Investment Seminar on "A Hedge Fund Sonata", Salzburg, Austria (July 25th, 2014).
Ranjan Bhaduri speaks at Battle of the Quants - Shanghai, China in two sessions: How to Conduct Due Diligence on Hedge Funds; The Value of Liquidity
Applied to Quantitative Hedge Funds. Shanghai, China (June 26th 27th, 2014).
Luis Seco speaks at the Risk Management and Trading Conference, Mexico City, Mexico (June 18th - 21st, 2014).
Dave Rudd, Luis Seco, Ben Djerroud, and Ranjan Bhaduri to participate in a Credit Suisse Roundtable on Managed Accounts Investing, Montreal, Canada (June 11th, 2014).
TORONTO, ON – May 15, 2014 – Sigma Analysis & Management (“Sigma”), a pioneer in
constructing managed account solutions and risk analytics for alternative asset investors,
today announced
the appointment of Dr. Ranjan Bhaduri as Chief Research Officer to expand the firm’s
strategic capabilities
in the hedge fund space. Sigma has been working with large pension plans for 15 years to
redefine the
standards of transparency and provide a deeper dive approach built on rigorous analytics in
hedge fund
investing.
"Sigma’s mission is to empower investors with enhanced knowledge to make better hedge fund
investment
decisions,” stated Luis Seco, President, Chief Executive Officer and co-founder of Sigma.
Dr. Seco added,
“Dr. Bhaduri’s intellectual leadership over the years has been parallel to Sigma’s vision;
his addition to
our team will greatly enhance Sigma’s unique offering of integrated advisory, analytics and
managed account
services and help us expand our clientele globally."
"The timing is opportune, since Sigma has been seeing increased interest globally for our
proprietary
research and customized managed account services,” noted Sigma Chairman and co-founder David
Rudd. “Ranjan
is very well respected in the hedge fund industry. We are excited for our clients and our
organization about
this addition."
Dr. Bhaduri brings over 15 years of hedge fund industry experience featuring advanced
quantitative research,
portfolio risk management and thought leadership to Sigma. Dr. Bhaduri was previously the
Chief Research
Officer at AlphaMetrix Alternative Investment Advisors, where he designed and led an
institutional due
diligence and research program. Previously, he was a Vice President and served on an
investment committee at
Morgan Stanley where he conducted hedge fund due diligence and helped design customized
portfolios of
alternatives. Dr. Bhaduri has published papers on, and been invited to speak worldwide
regarding hedge fund
issues, asset allocation techniques, and advanced portfolio and risk management techniques.
Dr. Bhaduri was
previously affiliated with the East-West Center, a leading think tank on the Asia-Pacific
region. In joining
Sigma, Dr. Bhaduri returns to Canada, where he had previously worked at a multi-billion
dollar investment
management firm.
About Sigma Analysis & Management ("Sigma")
Sigma Analysis & Management Ltd., a pioneer in constructing managed account solutions and
smart risk
analytics for alternative asset investors, is a Toronto-based firm whose operational
excellence, world-class
hedge fund research with an elite quant group deliver high-touch, value-add customized
service in the hedge
fund space. Sigma was founded in 1999 to service institutional investors in hedge fund
portfolio
construction and risk monitoring. The firm pioneered the development of managed accounts,
transparency
services, and deeper dive risk analytics for institutional investors. Sigma’s potential
clientele include
pensions, sovereign wealth funds, endowments, foundations, financial institutions, family
offices, fund of
funds, advisory firms, investment consultants, managed account platforms, and certain types
of industry
service providers. For more information about Sigma, please visit www.sigmanalysis.com.
Media Contact:
Holly Singer, HS Marketing LLC, holly@hsmarketing.com, 609.275.1303.
