Hilary Till
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| Hilary Till | |
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| Occupation | Principal |
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| Employer | Premia Capital Management, LLC |
| Location | Chicago, IL |
| Website | www.premiacap.com |
Hilary Till is co-founder and principal of Premia Capital, a proprietary investment and research firm focused on the natural resources futures markets. At Premia, Till created a systematic investment process with elements including trade discovery, trade construction, strategy bucketing, dynamic correlation analysis, portfolio construction, risk management, event-risk analysis and macro portfolio hedging.
She is also the co-editor of the 2007 Risk Book, Intelligent Commodity Investing.[1]
In addition, Till is a principal of Premia Risk Consultancy, Inc., which provides advice on complex financial topics to institutional investment firms. Till presented her research on oil price formation to the Oil Industry and Markets Division of the International Energy Agency in March 2009. She also advises on portfolio management, fund governance and natural-resources investing as well as on derivatives hedging strategies and risk management policies.
In 2003, Till was awarded a grant by the Foundation of Managed Derivatives Research to review prominent hedge fund research for a peer-reviewed journal. [2]
Till also serves on the North American advisory board of the London School of Economics; is a research associate at the EDHEC Risk Institute and is a member of the steering committee for the Chicago chapter of the Professional Risk Managers' International Association..
Background
Till is a member of the Curriculum Committee of the Chartered Alternative Investment Analyst (CAIA) Association; and has served as a reviewer for the Financial Analysts Journal and the Journal of Alternative Investments.[3]
Before co-founding Premia Capital, Ms. Till was Chief of Derivatives Strategies at Putnam Investments and oversaw the strategy development and execution of about $90 billion annually in exchange-traded and over-the-counter derivatives. She also led the management of a commodity futures fund whose clients included an Asian sovereign fund, a U.S. multinational 401K retirement plan and a union pension plan. Also, Till designed a diversified-strategy risk management system for global bond and commodity products.
Prior to Putnam Investments, Till was a quantitative analyst at Harvard Management Company. She provided quantitative and programming support for domestic and international equity derivatives portfolio managers. She also launched the firm's commodity futures program under a senior portfolio manager. [4]
Education
She holds a bachelor of arts with general honors in statistics from the University of Chicago and an M.Sc. in statistics from the London School of Economics (LSE). She studied at the LSE under a private fellowship administered by the Fulbright Commission.[5]
Papers & Presentations
Trading Strategies in the Current Commodity Market Environment[6]
Hilary Till, Principal, Premia Capital Management, LLC
Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance[7]
Barry Feldman, Russell Investment Group and Prism Analytics and Hilary Till, Premia Capital
On The Role Of Hedge Funds In Institutional Portfolios[8]
Hilary Till, Premia Risk Consultancy, Inc.
The Capacity Implications of the Search for Alpha[9]
Hilary Till, Premia Risk Consultancy, Inc.
Weighing the Cost of Illiquidity[10]
Hilary Till, Premia Capital Management
Returns-Based Analyses of Hedge Funds[11]
Hilary Till, Premia Capital Management
Measure for Measure[12]
Hilary Till
RISK MANAGEMENT ISSUES IN LEVERAGED FUTURES TRADING[13]
Books
“Intelligent Commodity Investing” • Risk Books, 2007. (Editors: Hilary Till and Joseph Eagleeye)[14]
References
- ↑ COMPANY OVERVIEW. Premia Capital Management, LLC..
- ↑ Hilary Till. EDHEC Faculty Research.
- ↑ COMPANY OVERVIEW. Premia Capital Management, LLC..
- ↑ COMPANY OVERVIEW. Premia Capital Management, LLC..
- ↑ COMPANY OVERVIEW. Premia Capital Management, LLC..
- ↑ Trading Strategies in the Current Commodity Market Environment. Barclayhedge.com.
- ↑ Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance. Barclayshedge.com.
- ↑ On The Role Of Hedge Funds In Institutional Portfolios. Barclayhedge.com.
- ↑ The Capacity Implications of the Search for Alpha. Barclayhedge.com.
- ↑ Weighing the Cost of Illiquidity. Barclayhedge.com.
- ↑ Returns-Based Analyses of Hedge Funds. Barclayhedge.com.
- ↑ Measure for Measure. Barclayhedge.com.
- ↑ RISK MANAGEMENT ISSUES IN LEVERAGED FUTURES TRADING. Premia Capital Management, LLC.
- ↑ Publications. Premia Capital Management, LLC.
