Commodity Traders Gather Amidst Unprecedented Volatility To Identify Strategies To Optimize Their Trading Returns

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The extreme volatility of the financial markets is forcing traders to change their trading strategies and diversify the commodity products they use to hedge risk and achieve greater profits.

Commodities Trader was a true opportunity to understand today's markets and those who trade them.

Over 90 senior-level traders and commodity market leaders convened at Commodities Trader 2008 to assess and share best strategies to ensure fast trading and reliable clearing, develop the best trading platform, and accrue the most accurate data to better forecast future commodity prices for profitable trades.

Produced in reaction to the extreme volatility of the commodities markets, Commodities Trader 2008 is the leading forum for senior-level buy side commodity traders from hedge funds, asset management firms, CTAs and commercial commodity companies. As commodities continue to outperform other asset classes, traders are keen to explore commodity products that generate returns, diversify their trades to hedge risk and essentially arm themselves with a versatile trading program for today's unpredictable markets.

Launched by the global TradeTech series, the two-day program offered attendees multiple opportunities for benchmarking, networking and idea-sharing. Particularly, the roundtable discussions focusing on Integrating Physical & Financial Positions Into Your Trading Portfolio, Automated Trading Technology, Environmental Commodities, and Accurate And Timely Data From Satellites For Soft Commodity Trading fostered innovative information sharing and solution defining dialogue, successfully identifying key market drivers and best-in-breed practices for thriving in the existing environment. As one independent trader testified, "Commodities Trader was a true opportunity to understand today's markets and those who trade them."

Among the 26 industry luminaries who delivered thought leadership throughout the conference, a few notable speakers included Dr. Craig Pirron, Professor of Finance, Director of Global Energy Management Institute at the University of Houston, who's research focuses on the economics of commodity markets, the relation between market fundamentals and commodity price dynamics, and the implications of this relation for the pricing of commodity derivatives; Elliot Noma, SVP and CRO of Asset Alliance Corporation, responsible for the risk oversight of Asset Alliance's single- and multi-manager product offerings and a member of the Investment Committee that oversees all fund of funds investments for Asset Alliance; Dan Shaffer, President and Head Trader at Shaffer Asset Management, a frequent guest speaker on the subject of non-emotional and systematic trading; and Emil van Essen, Principal and Trader at Abacus Fund Management and Emil van Essen CTA , a seasoned trader with more than 20 years of experience in the futures industry in the United States and Canada.

Commodities Trader 2009 will take place in New York at Bridgewaters on July 15 - 16. For more information on the program, speakers, or solution providers, please contact Sara Wessman, Executive Director, at 239-431-6328 or Sara.Wessman @ wbresearch.com

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