Opalesque Roundtable Series - Texas 2011

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Energy is a volatile sector, which means long/short funds can work very well. At the moment, the U.S. is experiencing a booming oil drilling recovery - there are more oil rigs drilling in the U.S. now than gas rigs for the first time since the early 1990s, which is a fundamental change. In addition, shale plays in the Barnett Shale / Texas, Woodford in Oklahoma, Fayetteville in Arkansas, Haynesville in Louisiana, and Marcellus in Pennsylvania have created billion dollar investment opportunities.

Internationally, the whole resource play around shales and unconventional formations fascinates energy investors worldwide: plays are being developed in Poland, Argentina and China, and more shale resources are found in as diverse regions like Russia, South America, Australia, and India. The Opalesque 2011 Texas Roundtable dives deep into diverse and relevant topics such as:

Where do energy investors see value?
An update on Alternative Energy, and where is Natural Gas heading?
What attracts institutional investors now to Energy MLPs?
New activist strategies and searching for coiled spring type growth companies: How to invest in a low growth environment
How to make money with tail risk strategies, asymmetric risk-reward trades and short-biased portfolios
Regulations: How can managers meet the challenge of the new Form PF? How do hedge funds use expert networks?
Have investors carried operational due diligence to excess?
How being based in Texas helps local hedge fund raise assets

Can U.S. hedge fund managers “understand” Europe? How do hedge funds navigate the macro variables that are driving the markets in the short term?

The participants:

Jerry Swank, Managing Partner, Swank Capital
Kris Kristynik, Managing Member, Longhorn Management
Phil Blazek, Founder and Portfolio Manager, Blazek Crow Holdings Capital
Ken Sill, Director, TPH Asset Management
Jorge de Cardenas, Director, Kaufman Rossin Fund Services
Peter Neems, VP of Solutions Management for VPM/InvesTier at SunGard Asset Management

Burke McDavid, Partner, Akin Gump Strauss Hauer & Feld

also discuss:

Important changes in Risk Management: Traditionally, hedge fund managers were hedging through currency forwards, pairs trading to set up market neutral hedges, and through some derivatives. But now, managers have substantially increased using market derivatives and whole market hedges, i.e. volatility and variance swaps.
Going beyond Value-at-Risk (VAR): For many years, people have used VAR as an overall measure of a funds risk. However, in many cases managers feel obligated to supply this number to an investor, but do not necessarily believe that VAR is a relevant measure or tool. With the help of technology, more managers started to include customized statistical risk factors in their risk management and reporting.

The Opalesque 2011 Texas Roundtable was sponsored by Kaufman Rossin Fund Services and SunGard and took place in October at the Akin Gump Strauss Hauer & Feld office in Dallas. We also thank Roundtable Series sponsor Custom House Group for their continued support.

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Sat, 08 May 2010

Opalesque Roundtable Series - Texas 2010

Opalesque Roundtable Series - Texas 2011

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