
2021 Southeastern Hedge Fund Competition
Win a scholarship and connect with hedge fund professionals!
The Southeastern Hedge fund Competition offers participants the opportunity to apply theory to practical strategies.
Student teams submit hedge fund strategy proposals that are evaluated by a panel of investment professionals. The top five teams will be invited to Atlanta for the final competition in April. The finalists will share an anticipated $20,000 in scholarship prizes as follows:
- First Place
- $10,000
- Second Place
- $5,000
- Third Place
- $3,000
- Two Finalists
- $1,000 each
Important Dates
Declaration of Faculty Coordinator
Monday, February 1, 2021
Submissions Due
Friday, February 26, 2021
Notification of Finalists
Tuesday, March 23, 2021
Final Competition
Thursday, April 22, 2021
Eligibility
- The Southeastern Hedge Fund Competition is open to teams of students at all colleges and universities in the world.
- All students enrolled at the university at any point during the 2020-2021 academic year are eligible to participate.
- Each team is composed of one to five undergraduate and/or graduate students and a faculty advisor from the students’ college or university.
2020 Finalists
Finalist
University
The Hong Kong Polytechnic University
Strategy Name
Egg Industry Chain Arbitrage
Team Members
Xin Huang, Zji Zhou
Finalist
University
University of St. Gallen (HSG)
Strategy Name
Gold Covered Carry Trade
Team Members
Lars Hostettler, Dominik Ess, Giulia Dubler
Finalist
University
York College of Pennsylvania
Strategy Name
“Quantamental” Portfolio Allocation
Team Members
Andrew Rhodes, Seth Rickrode, Collin Brandt
Finalist
University
The University of Texas at Austin
Strategy Name
Multi-factor Accounting Credit-Risk Optimization (MACRO)
Team Members
Arun Krishnaraj, Zander Van Geenen, Eric Chen, Michelle Lin, Alexander Nelson-Groocock
Finalist
University
University of Notre Dame
Strategy Name
Small-Cap Follow the Money
Team Members
Colin Gutzmer, Christopher Albanese
Finalist
University
University of North Carolina at Wilmington
Strategy Name
Decem Venari Approach (DVA)
Team Members
Justin Peek, Dawn Murray, Tyler Yaw
2019
Winners
First Place
University
University of Texas at Austin
Team Name
Alpha Betters
Strategy Name
Multi-Dimensional Quality Among the S&P 500
Team Members
Catherine Cheng, Matthew Hopp, Wesley Klock, Eric Sun
Second Place
University
University of Oregon
Team Name
Anabolic Asset Management
Strategy Name
Systematic Short Volatility Fund
Team Members
Connor Jackley
Third Place
University
The Hong Kong Polytechnic University
Team Name
Penta Capital
Strategy Name
AF Score
Team Members
Ziyi Wen, Da Xu, Yi Ching Yam, Yufan Yang, Zian Zhuang
Finalist
University
Indiana University
Team Name
Dynamic Capital
Strategy Name
Diversified Emerging Market (DEM) Instruments
Team Members
Rahul Amin, Jacob Cannizzo, Irene Lin, Peter Wu, Terry Xiao
Finalist
University
University of Toronto
Team Name
Bullwhip Capital Partners
Strategy Name
“Bullwhip Effect”-based Long-Short Strategy
Team Members
Huy Dam, Anop Pandey, Kristina Roderos, Yi Shi
2018
Winners
First Place
University
University of Tampa
Team Name
VCRM Capital
Strategy Name
Ironclad Portfolio
Team Members
Nick Koen
Second Place
University
University of York
Team Name
White Rose Investments
Strategy Name
G Score
Team Members
Thomas Armstrong, Edward Bottomley, Jasmine Gotobed, Theo Wilson, Gabriel Zedda James
Third Place
University
University of Delaware
Team Name
Lyapunov Technologies
Strategy Name
Tactical Risk Adjustment Controller (TRAC) for S&P 500 Trend Capture
Team Members
Anthony Rossi, Duanyi Wei
Finalist
University
University of South Carolina
Team Name
Prestige Capital
Strategy Name
Better without Beta
Team Members
Eden Gurlitz, Daniel McLaren, Benjamin Romski
Finalist
University
University of Tampa
Team Name
EV Capital
Strategy Name
An Advanced Macroeconomic Allocation Model with a Leverage Twist
Team Members
Edward Morris, Victor Philaire
2017
Winners
First Place
University
University of Memphis
Team Name
PARSEC
Strategy Name
Modified Drift
Student Names
Brock Ballard, C. Jared Rodgers, Joseph Pascarella, Eithel McGowen
Second Place
University
University of Tampa
Team Name
Excalibur Capital
Strategy Name
Advanced Economic ETF Screener with Volatility Twist
Student Names
Adam Baals, Nicholas Koen, Alex Pichler
Third Place
University
University of Kentucky
Team Name
Passing Alpha
Strategy Name
More Alpha, Less Beta
Student Names
Tyler Harris, Eric Winkler, Benjamin Smith, David Rubenstein, Benjamin Beausir
Finalist
University
Florida Atlantic University
Team Name
Culebra Capital
Strategy Name
Python Core
Student Names
Jon Taylor, Jonathan Ray, Mike Nolan
Finalist
University
University of Kentucky
Team Name
The Alpha Creators
Strategy Name
Reverting to Mean Reversion
Student Names
Eric Johnson, Rex Bray, Ross Hildabrand, Andrew Brueggeman
Finalist
University
Emory University
Team Name
S&B Capital Partners
Strategy Name
Opportunistic Value Tax Strategy
Student Names
Bert Subin, Ben Beller
Rules
Teams
The competition is open to teams of students at all colleges and universities in the world. Each team will consist of between one and five undergraduate and/or graduate students and a faculty advisor from the students’ college or university. All students enrolled at the university at any point during the 2019-2020 academic year are eligible to participate. At most, two teams from any college or university may submit to the competition. If more than two teams from a college or university want to submit, the faculty coordinator (different position from but potentially same person as the faculty advisor—see below) must decide which two teams will submit. The same faculty member may serve as advisor to both submitting teams.
Submissions
All submissions must be made through the competition’s website. On the submission page, you will be asked to complete a form indicating the college or university represented by the team, a team name, a title for the proposed investment strategy, the names of the students on the team, the email addresses and academic programs of the students on the team, the name and email address of the faculty member advising the team, and an email address to which all correspondence related to the submission may be sent. You will also be asked to submit a “blind” pdf file that describes the investment strategy. This document may have at most six pages of writing. An additional four pages of tables and figures, including captions, may be included in the document. This document should have the team name and title of the investment strategy at the top of the first page. No other identifying information, such as school name, team member names, or faculty member names, should be indicated on this document. The document must be written so as not to indicate or hint at the submitting team’s school affiliation. This means that the team name and investment strategy title should not hint at the school represented by the team. Guidance on the content of a good submission is given here.
Selection of Finalist
The submissions will be reviewed by a panel of judges chosen by SEHFA. A detailed discussion of the evaluation process can be found here. The top five submissions will be chosen as finalists and invited to the final competition. Teams will be notified of the results of the finalist selection process.
Final Competition
The final competition will be held at Georgia State University’s Buckhead Center in Atlanta. Each finalist team will present their investment strategy to a panel of SEHFA judges. It is anticipated that the presentation will be an enhancement of the information provided in the initial submission. Each team will have 8 minutes to present. The presentations must be done in a manner that does not indicate the school represented by the team. The judges will then have up to 7 minutes to ask questions of the team. After seeing all teams present, the judges will confer to determine the first, second and third place teams. The winners will be announced during a closing ceremony and reception the night of the competition.
Prizes
Scholarship prizes will be awarded to the top five teams. Hotel accommodations (but not travel) for students on non-local finalist teams will be provided.
Faculty Coordinator
Each participating school is asked to select a faculty member to serve as a faculty coordinator. The faculty coordinator will serve as a point of contact for the distribution of information related to the competition. In the case that a school has more than two teams that want to submit to the competition, the faculty coordinator is responsible for determining which two teams from that school will submit. The faculty coordinator for each school is listed here. If your school is not listed, this means that your school does not yet have a faculty coordinator. Teams at schools without a faculty coordinator should find a faculty member at their school who is willing to serve as the faculty coordinator and inform the competition organizers of who the faculty coordinator will be via email. The faculty coordinator may also serve as a faculty advisor to one or both submitting teams.
Submission Evaluation
Each submission will be reviewed by several hedge fund professionals and evaluated according to the following six criteria on a scale from 1 to 5, with a score of 1 indicating that the reviewer strongly disagrees with the statement and a score of 5 indicating that the reviewer strong agrees with the statement. The submission’s overall score will be calculated by averaging the scores for each criterion across reviewers, and then taking the average criterion-level score across all six criteria. The teams whose submissions receive the highest five overall scores will be invited to the final competition in Atlanta.
The criteria used by the reviewers to evaluate the submission are as follows:
- The proposed investment strategy is based on a sound economic hypothesis.
- The proposed investment strategy is reasonably novel and distinct from well-known and commonly used investment strategies.
- The proposed implementation of the investment strategy is well-designed to generate alpha if the underlying economic hypothesis holds.
- The submission has a plan for mitigating risks associated with the investment strategy and for dealing with the situation when the economic hypothesis underlying the proposed investment strategy is proven false.
- The submission is thorough in assessing the liquidity and capital considerations associated with the investment strategy. This in no way implies giving preference to more liquid or less liquid strategies.
- The proposal uses appropriate methodologies to qualitatively or quantitatively evaluate the prospects for the proposed investment strategy, and the results of these analyses provide evidence of the viability of the strategy.
Submission Guidance
This section is intended to provide guidance for teams submitting to the Southeastern Hedge Fund Competition. The objective is to help teams understand what a good submission might look like. The section has two parts. The first part is intended to give participating teams an idea of what sort of trading strategies the competition might value. The second part is intended to provide suggestions for the components of a good submission. Before reading this section, it is suggested that the readers familiarize themselves with the scoring rubric that will be used by the reviewers to evaluate the submissions, and interpret the content of this guidance within the context of that rubric.
Types of Strategies
The objective of submissions to the Southeastern Hedge Fund Competition is to propose an investment strategy that is attractive to a hedge fund. The types of investment strategies that are of interest to hedge funds are extremely wide-ranging, covering all asset classes and markets. However, participants should keep in mind that this is a hedge fund competition. Therefore, in-depth analysis of a single stock with a proposed strategy of being long (or short) that stock is unlikely to score highly.
Additionally, the proposed strategy should be able to deploy enough capital to make it of interest to a small hedge fund. For example, a strategy that earns 20 percent per year on $100,000 but cannot be scaled to deploy more than $100,000 is unlikely to score well. As a general guideline, the strategy should be able to deploy at least $10 million. Finally, the competition is particularly geared toward innovative and novel trading strategies. Participants are encouraged to be creative.
Components of a Submission
The remainder of this section provides guidance on the components of a good submission. As discussed in the rules, the submission document can have up to six pages of written text with up to an additional four pages of tables and charts. The guidance provided here is not intended to provide a strict outline for a proposal. It is merely intended to give some ideas as to the issues that a good proposal should address, along with simple (although by no means complete) examples. The hedge fund strategy used as an example is a simple pairs strategy. A simple pairs strategy is chosen as the example for two reasons. First, it is sufficient to be illustrative of the suggestions made below. Second, it is too well-known and commonly used to be considered a strong submission. That is not to say that a pairs strategy could not possibly score well. However, a well-scoring pairs strategy would need to be sufficiently different from well-known and commonly used pairs strategies such as the one discussed here to warrant a high score. It should also be noted that the examples given here are intentionally short. An actual proposal will likely want to go into more depth on several of the points discussed below. Finally, it should be noted that all numbers in the example are completely made up.
Main Idea
The proposal should clearly state the main idea behind the trading strategy.
Example: The main idea underlying our proposed trading strategy is to identify pairs of stocks whose firms are highly similar but whose stocks appear to be priced differently, and to profit from the differential pricing. Specifically, the strategy will take long positions in stocks that appear to be cheap relative to the paired stock and short positions in stocks that appear expensive relative to the paired stock. The strategy will then realize a profit when the differential pricing is corrected.
Economic Hypothesis
The proposal should state the economic hypothesis underlying the proposed investment strategy and provide economic arguments as to why the hypothesis should hold.
Example: The strategy is based on the idea that stocks of similar firms should be valued similarly. This hypothesis should hold because stocks of similar firms are likely to generate similar cash flows and have similar risk. Since cash flows and risk are the two primary determinants of the value of an investment, if two stocks are similar along these two dimensions, the stocks should be valued similarly.
Implementation
The proposal should describe in detail how the proposed investment strategy will be implemented. This should include a discussion of how trading signals are calculated, how the securities to trade are selected, how the position sizes are determined, the timing and execution of the trades, and all other aspects relevant to the implementation of the strategy.
Example: The first step in implementing our pairs trading strategy is to identify pairs of similar firms. We define two firms to be similar if the firms are in the same industry, have similar leverage, and have a high correlation between their stocks’ returns. Specifically, at the end of each month, we look at all firms in the S&P 500 index. For each stock we calculate the leverage of the stock as the ratio of the book value of the firm’s debt divided by the market capitalization of the firm’s stock. We then examine pairs of firms that have the same 4-digit SIC and have a difference in leverage that is less than 0.1. Finally, we use daily returns over the past year to calculate the correlation between the returns of the stocks of each of the pairs of firms that satisfy the same-industry and similar-leverage criteria. We retain only pairs with correlation greater than 0.6.
Having identified the pairs of similar stocks, we then determine whether the stocks are similarly valued using the price-to-earnings ratios of each stock. For each stock in each pair, we take the price-to-earnings ratio to be the price of the stock divided by forecast earnings over the next year. We require that there be at least a difference of 1.0 between the price-to-earnings ratios of the stocks in the pair. Pairs not satisfying this criterion are discarded.
Finally, for each remaining pair, we will take a $1 million long position in the stock with the lower price-to-earnings ratio and a $1 million short position in the stock with the higher price-to-earnings ratio. We will hold the positions for the duration of the next month, at which point the current pairs will be liquidated and we will repeat the process.
Risks
The proposal should describe in detail the risks associated with the strategy and how any unwanted risks will be mitigated.
Example: There are two main risks associated with this strategy. First, there is the possibility that the stocks that the strategy has long positions in have, on average, different betas than the set of stocks the strategy is short. This would result in the portfolio having exposure to moves in the overall market. To remove any potential exposure to moves in the overall market, we will calculate each stock’s beta with respect to the S&P 500 index using daily data over the past year. We will then take the portfolio’s beta to be the average beta of the stocks the portfolio is long minus the average beta of the stocks the portfolio is short. If the portfolio’s beta is not zero, we will hedge the portfolio’s exposure to overall moves in the market using S&P 500 index futures.
Second, it is possible that our pairs selection strategy has overlooked something about the firms chosen as pairs and that the firms are not truly similar. To mitigate the possibility that a single pair experiences a large loss, we will monitor the profits of each pair and liquidate the pair if the total losses on the long position and the short position in the pair add up to more than $100,000, or 10% of the initial long (or short) position size.
Liquidity and Capital Considerations
The proposal should discuss how liquidity may affect the implementation of the trading strategy and how much capital the trading strategy might be able to deploy.
Example: Since we will implement our trading strategy only on stocks in the S&P 500 index, the stocks we will trade are very liquid. We therefore expect that we should be able to scale up the strategy quite easily. Since almost all S&P 500 index constituent stocks have more than $100 million in dollar trading volume every day, trading $1 million in any stock should have very little price impact. While the trading strategy as we propose it would take $1 million positions in each stock, there are many ways the proposed trading strategy could be scaled to take on more capital. Specifically, instead of only trading at the end of the month, we could initiate new positions each day, and then each day only liquidate the positions that were initiated one month prior. Assuming 20 trading days per month, this would scale the strategy from approximately $1 million in each stock to $20 million in each stock. Since each month we identify on average 50 tradable pairs, this would enable us to grow the portfolio to have total long positions of $1 billion and short positions of the same size.
Analysis of Strategy Prospects
The proposal should provide some analysis of the expected returns and risk associated with the investment strategy. In cases such as this pairs trading example, this can be done by simulating the strategy historically. However, for a wide range of strategies, it may not be possible to historically simulate the strategy. For example, the strategy may be particular to current market conditions that have not existed in the past, or the data necessary to simulate the strategy may not be available. If the strategy cannot be simulated, then alternative techniques should be used to, as best as possible, assess the risk and expected returns of the strategy. It may be a good idea to tabulate the results of your analysis. In the example, it is assumed that there is a table accompanying the text.
Example: To assess how the strategy has performed historically, we simulate the strategy during the period from 1980 through 2017. The data used for the simulation come from Bloomberg. The results of the simulations are shown in Table 1. The strategy generates an average monthly excess return of 0.4%. The standard deviation of the monthly excess returns of the strategy is 2.0%. The annualized Sharpe ratio of the strategy is therefore 0.69. The worst drawdown experienced by the strategy began in August 1994. The low point of this drawdown was realized in February 1996, at which point the strategy had lost 14% from its previous high. The drawdown ended in April 1997, at which point the strategy overcame its previous high-water mark.
FAQs
1. Who is eligible to be on a team?
2. How many teams from one school may apply to the competition?
3. What is the difference between the faculty coordinator and the faculty advisor?
4. Does my school have a faculty coordinator?
5. How do I make a submission to the competition?
6. How are finalists selected?
Each submission will be reviewed by several hedge fund professionals and evaluated according to the following six criteria on a scale from 1 to 5, with a score of 1 indicating that the reviewer strongly disagrees with the statement and a score of 5 indicating that the reviewer strong agrees with the statement. The submission’s overall score will be calculated by averaging the scores for each criterion across reviewers, and then taking the average criterion-level score across all six criteria. The teams whose submissions receive the highest five overall scores will be invited to the final competition in Atlanta.
The criteria used by the reviewers to evaluate the submission are as follows:
-
- The proposed investment strategy is based on a sound economic hypothesis.
- The proposed investment strategy is reasonably novel and distinct from well-known and commonly used investment strategies.
- The proposed implementation of the investment strategy is well-designed to generate alpha if the underlying economic hypothesis holds.
- The submission has a plan for mitigating risks associated with the investment strategy and for dealing with the situation when the economic hypothesis underlying the proposed investment strategy is proven false.
- The submission is thorough in assessing the liquidity and capital considerations associated with the investment strategy. This in no way implies giving preference to more liquid or less liquid strategies.
- The proposal uses appropriate methodologies to qualitatively or quantitatively evaluate the prospects for the proposed investment strategy, and the results of these analyses provide evidence of the viability of the strategy.
7. What happens at the final competition?
Declare a Faculty Coordinator
Faculty Coordinators

Brandeis University International Business School
Carol L. Osler
cosler@brandeis.edu

Union University
Christopher Manner
cmanner@uu.edu

Brooklyn College of the City University of New York
Hyuna Park
Hyuna.Park38@brooklyn.cuny.edu

University at Albany, SUNY
Mary Wladkowski
mwladkowski@albany.ed

Chinese University of Hong Kong
Xintong Zhan
xintongzhan@cuhk.edu.hk

University of Central Florida
Pradipkumar Ramanlal
pramanla@ucf.edu

Duke University
Linsey Lebowitz Hughes
linsey.lebowitz.hughes@duke.edu

University of Connecticut
Yaacov Kopeliovich
yaacov.kopeliovich@uconn.edu

Emory University
Nicholas Valerio
nicholas.valerio@emory.edu

University of Florida
David T. Brown
david.brown@warrington.ufl.edu

Georgetown University
James Angel
angelj@georgetown.edu

University of Georgia
Annette Poulsen
apoulsen@uga.edu

Georgia Tech
Daniel Weagley
daniel.weagley@scheller.gatech.edu

University of Houston
James Yae
syae@uh.edu

Hofstra University
Edward J. Zychowicz
edward.j.zychowicz@hofstra.edu

University of Illinois at Chicago
Hsiu-Lang Chen
hsiulang@uic.edu

Hong Kong Polytechnic University
Byoung Uk Kang
byoung.kang@polyu.edu.hk

University of Illinois, Urbana Champaign
Tony Zhang
qingquan@illinois.edu

Indiana State University
Tarek Zaher
Tarek.Zaher@indstate.edu

University of Kiel
Alexander Klos
alexander.klos@qber.uni-kiel.de

Indiana University
Zhenyu Wang
zw25@indiana.edu

University of Liège
Marie Lambert
marie.lambert@uliege.be

Kennesaw State University
Harihan Govind
gharihar@kennesaw.edu

University of Maine
Stephen Jurich
stephen.jurich@maine.edu

Louisiana State University
Kurtay Ogunc
kurtay@lsu.edu

University of Memphis
Vivek Sharma
vsharma@memphis.edu

Louisiana Tech University
Bill McCumber
mccumber@latech.edu

University of Michigan
Robert Dittmar
rdittmar@umich.edu

Massachusetts Institute of Technology
Mark Kritzman
mkritzman@mit.edu

University of North Carolina Wilmington
Nivine Richie
richien@uncw.edu

Miami University
David Salem
salemda@miamioh.edu

University of Notre Dame
Colin Jones
cjones34@nd.edu

New York University
Haran Segram
hsegram@stern.nyu.edu

University of Oklahoma
Heber Farnsworth
heber.farnsworth@ou.edu

Northwestern University
Mark Witte
mwitte@northwestern.edu

University of Pennsylvania
Richard E. Kihlstrom
kihlstro@wharton.upenn.edu

Plymouth State University
Christina J. Bradbury
cjbradbury@plymouth.edu

University of South Carolina
Todd Stonitsch
todd.stonitsch@moore.sc.edu

Rensselaer Polytechnic Institute
Thomas Shohfi
shohft@rpi.edu

University of St. Gallen
Florian Weigert
florian.weigert@unisg.ch

Southern Illinois University Edwardsville
Shrikant Jategaonkar
sjatega@siue.edu

University of Texas at Austin
Travis Johnson
Travis.Johnson@mccombs.utexas.edu

Stony Brook University
Danling Jiang
danling.jiang@stonybrook.edu

University of West Florida
Kwan Chen Ma
kma@uwf.edu

The University of Chicago Booth
Michael Weber
Michael.Weber@chicagobooth.edu

University of York
Keith Anderson
keith.anderson@york.ac.uk

The University of Texas at Dallas
Alex Treece
alextreece@utdallas.edu

York College of Pennsylvania
Pawan Madhogarhia
pmadhoga@ycp.edu
Stephanie Lang, CFA
principal and chief investment officer
Stephanie joined Homrich Berg in 2005 and was named chief investment officer in 2014. Stephanie oversees a team of professionals within the investment department of HB and is responsible for all investment matters including asset allocation, the selection and monitoring of traditional and alternative investments, as well as the research efforts for HB’s internal private fund-of funds. She also chairs the firm’s investment committee.
Stephanie earned an MBA from Georgia State University’s Robinson College of Business and a bachelor’s degree in finance from the University of Georgia. Stephanie is a member of the CFA Institute, Atlanta Society of Finance and Investment Professionals and the Southern Capital Forum, and serves on the board for Atlanta Women in Alternatives.
Firm Description
Founded in 1989, Atlanta-based Homrich Berg is a national independent wealth management firm that provides unbiased, fee-only investment management and financial planning services, serving as the leader of the financial team for our clients including high-net-worth individuals, families, and not-for-profits. We have service offerings for small and large clients, from investments only up to full service comprehensive wealth management and family office. Homrich Berg manages over $4 billion for more than 1,400 family relationships nationwide with clients in 41 states. We have three local offices here in the metro Atlanta area that employ more than 80 employees including client service teams and dedicated investments staff focused on due diligence and investment strategy.
Michael W. Masters
founder and managing member, Masters Capital Management LLC
Michael W. Masters is the founder and managing member of Masters Capital Management LLC. Michael has led this Atlanta-based firm as its chief investment officer and portfolio manager since its inception in 1994.
Michael has presented expert testimony to the U.S. Congress, CFTC, Financial Crisis Inquiry Commission, and other foreign governments. Additionally, he has presented to institutions including OPEC, the Hyman P. Minsky Conference, the Energy Information Administration, Harvard Kennedy School, Massachusetts Institute of Technology and Georgia Institute of Technology.
Firm Description
Masters Capital Management LLC (the “adviser” or “firm”) is an investment management firm registered with the U.S. Securities and Exchange Commission (“SEC”) under the Investment Advisers Act of 1940. The adviser’s principal place of business is located in Atlanta, Georgia.
The adviser provides discretionary investment advisory and management services to pooled investment vehicles intended for sophisticated and institutional investors. It provides advice to the pooled investment vehicles based on specific investment objectives and strategies surrounding investments in U.S. listed equities and derivatives.
Clay McDaniel
partner and director of research, BT Wealth Management
Clay is a partner and the director of research at BT Wealth Management and is responsible for leading the research efforts for the firm. He is a member of the investment committee and works closely with the CIO and wealth advisors on asset allocation and portfolio construction.
Clay has 15+ years of experience investing globally across all asset classes and has a strong background in private and alternative investments using hedge funds, private equity, managed futures, and private REITs, among others. He has performed full investment and operational due diligence on funds across a wide variety of sizes and strategies. Most recently, he worked as director and senior research analyst for Zurich Alternative Asset Management, a wholly owned subsidiary of Zurich Insurance Company. Additionally, he has built a broad sourcing network that encompasses asset managers, banks, brokers, and family offices, among others.
Clay is a chartered financial analyst (CFA) and holds a master’s in economics and B.B.A. in finance from the Gatton School of Business & Economics at the University of Kentucky.
Jeffrey J. Vale
partner and chief investment officer, Infinity Capital Partners LLC
Jeffrey J. Vale is a partner and serves as chief investment officer at Infinity Capital Partners LLC. He is a member of the investment committee responsible for implementation of the investment policies and performing due diligence on fund managers. Prior to joining Infinity Capital Partners, Jeff was a senior analyst with Long Bow Capital Management LLC — a long/short equity hedge fund. Before joining Long Bow Capital, he served as an analyst at Wilshire Associates where he consulted with portfolio managers on risk analytics. Prior to Wilshire, he was an associate at Concord International Investments. Jeff has been active in the investment management field for more than 20 years. He holds the Chartered Alternative Investment Analyst designation. He earned a B.S. in finance and economics from New York University and an MBA from Emory University.
Firm Description
Infinity Capital Partners LLC (“Infinity”) is an independent, privately owned fund of hedge funds manager based in Atlanta, Georgia. Infinity’s primary goal is to consistently maximize returns relative to risk. Founded in 2002, Infinity is owned and managed by its principal partners. Infinity’s investors include high net worth individuals, family offices, wealth management firms, and institutional investors. The firm’s partners and professionals have significant industry experience and have amassed a track record of success managing alternative investment partnerships.
J.P. Vincent
managing director, Cowen Prime Services LLC
J.P. Vincent is a managing director at Cowen Prime Services LLC. Mr. Vincent joined Cowen as a result of Cowen’s acquisition of Convergex Global Clearing and Prime Services, at which he was the managing director of business development. Prior to his time with Cowen and Convergex, Mr. Vincent was head trader at Dorado Capital Management, a senior vice president of institutional sales at Neovest, and started his career at Bell Capital Management, an Atlanta RIA. Mr. Vincent earned a bachelor’s degree in management from Georgia Tech’s Scheller College of Business and holds multiple FINRA certifications. Mr. Vincent also serves as an advisory board member to private equity firm Buckhead Investment Partners, is a board member of the Southeastern Hedge Fund Association, and previously served on the board of Hedge Funds Care.
Firm Description
Cowen is a leading provider of integrated prime services and out-sourced trading to hedge funds, family offices, mutual funds, and registered investment advisors. The firm offers a full suite of prime brokerage services including customized, high-end execution solutions, multiple custody and clearing options, advanced pre- and post-trade analytics, enhanced reporting, access to securities lending providers and capital introduction services. Its many years of industry experience, coupled with the diverse background of the professional staff and unsurpassed customer service, give Cowen a unique perspective and expertise in the industry that continues to be a winning combination.
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