I NOSTRI EVENTI
NASDAQ Conference Call - 'The Role of the Roll in Commodity Indexes'
Thursday 19th September '13
David Krein, Head of Research at NASDAQ OMX Global Indexes, will be hosting the conference call on Thursday 19 September at 15:00 - 15:45 (UK time).
David will cover some of the following points:-
'The Role of the Roll in Commodity Indexes'
- Commodity indexes function differently than equity indexes because the underlying futures contracts expire (as opposed to equities, which are perpetual).
- Commodity indexes must account for this expiration by “rolling” from one about-to-expire contract into another not-about-to-expire contract.
- The mechanics of the roll, as well as the price relationship between the two contracts, can greatly impact commodity index performance characteristics.
To RSVP please click here.
DAVID KREIN - HEAD OF RESEARCH AT NASDAQ OMX GLOBAL INDEXES
David Krein is Managing Director, Head of Research for NASDAQ OMX Global Indexes, which has been creating innovative, market-leading, transparent indexes since 1971. Mr. Krein is responsible for the research and development of new and existing indexes across asset classes, which are used as benchmarks for a wide array of active and passive investment funds globally. NASDAQ OMX Global Indexes is part of The NASDAQ OMX Group.
Prior to joining NASDAQ OMX, Mr. Krein served as Senior Director of Product Development and Analytics for Dow Jones Indexes. In this role, he guided the research and development of new and enhanced indexes and benchmarks. He was responsible for the design, implementation, and integrity of these products.
Prior to joining Dow Jones Indexes, Mr. Krein was president of DTB Capital, a firm he founded in 2006 to develop indexes and structured investment products for derivatives exchanges and the over-the-counter marketplace. Before establishing DTB Capital, Mr. Krein spent more than 10 years in various trading, structuring and technology positions at leading investment banks, including UBS and Merrill Lynch.
Mr. Krein has been an active member of the professional investment management and wealth management communities. He has spoken at key industry conferences, and has authored several articles for specialized publications including The Journal of Indexes, The Journal of Wealth Management and the Investment Management Consultant Association’s The Monitor. He is also a member of the Review Board for The Journal of Indexes.
Mr. Krein earned an MBA with Honors from The University of Chicago Graduate School of Business and a bachelor’s degree in mechanical engineering with Distinction from Cornell University.