The submission deadlines for the 2016 Wagner Award, presented by the National Association for Active Investment Management (NAAIM) are December 15, 2015 for an Intent to Submit and February 29, 2016 for a final paper. Per the “Call for Papers”:
“The competition is open to all investment practitioners, academic faculty and doctoral candidates in the field. …Papers must be of practical significance to practitioners of active investing. The prize will be awarded to a paper resulting from research into active investment management, which NAAIM broadly defines as investment strategies and techniques that improve upon the risk-adjusted return obtainable from a passive, buy-and-hold, investment strategy. …All submitted papers should be recent, unpublished and of a quality appropriate for publication in a peer-reviewed academic journal. …Three prizes will be awarded. The best paper will receive the NAAIM Wagner Award valued at $10,000; second place will receive $2,000 and third will receive $1,000. …the grand prizewinner will be invited to present his / her paper at the NAAIM annual conference: “Uncommon Knowledge 2016,” May 1-4 at the Westin Beach Resort and Spa in Fort Lauderdale, Florida. Free conference attendance, U.S. air travel and lodging will be provided.”
See “Lumber-Gold Interaction as Stocks and Bonds Indicator” for a summary of the 2015 Wagner Award first place paper.
See “Generating Parameter Sensitivity Distributions to Mitigate Snooping Bias”, “Exploitation of Stock Deviations from Statistical Equilibrium” and “Relative Strength of 10-year and 30-year Treasuries as Regime Indicator” for summaries of the 2014 Wagner Award first, second and third place papers, respectively.
See “Equity Sector Selection Based on Credit Risk”, “Volatility Trading Strategies” and “Taking the Noise Out of Technical Trading” for summaries of the 2013 Wagner Award first, second and third place papers, respectively.
See “Melding Momentum, Diversification and Absolute Return”, “Mutual Fund Alpha Momentum” and “Active Asset Allocation via Drawdown Control” for summaries of the 2012 Wagner Award first, second and third place papers, respectively.
See “Capital Management with Clustered Signals”, “Which Kind of (ETF) Momentum Is Best?” and “Enhancing/Streamlining Asset Rotation” for summaries of the 2011 Wagner Award first, second and third place papers, respectively.
See “Exploiting the Predictability of Volatility” and “Selling Calls or Puts According to Trend” for summaries of the 2010 Wagner Award first and second place papers, respectively.
The editor of CXOadvisory.com will be a judge for the 2016 Wagner Award. CXOadvisory.com has no other affiliation with NAAIM.
