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Thursday, 19 April 2012

Kathryn M. Kaminski, PhD (CIO, Alpha K Capital; Visiting Lecturer, Stockholm School of Economics; Visiting Lecturer, MIT Sloan School of Management) 

  1. Volatility investment fundamentals: A review of instruments commonly used to trade volatility

Jerry Haworth (Co-Founder & CIO, 36 South Capital Advisors LLP) 

Juergen Michels (Lead Euro Area Economist and ECB Watcher, Managing Director, Economic and Market Analysis, Citigroup) 

  1. Outlook for volatility in 2012

Panelists:

  • Bart Baum (Co-Founder, Portfolio Manager & CIO, Ionic Capital Management LLC)
  • Brice Perin (Portfolio Manager, Acropole Asset Management)
  • David Pitcairn (Managing Director, Vulpes Investment Management) Nelson Saiers (CIO, Alphabet Management LLC)

Moderator: Torbjörn Hamnmark (Senior Strategist, Strategic Asset Allocation, AP3 – Third Swedish National Pension Fund) 

Panelists:

  • Kirill Ilinski (Founding Partner & CIO, Fusion Asset Management)
  • Julia Kung (Product Specialist, Equity Strategies, Amundi Asset Managment) Anthony Limbrick (Principal & Portfolio Manager, 36 South Capital Advisors LLP)
  • Nikhil Mankodi (Co-Head of Asian Trading, Pine River Asset Capital Management LP) 

Moderator: Chris Greer (Managing Director, Head of Global Capital Introduction, Citigroup)

Lee Robinson (Director, Altana Wealth Management) 

  1. Inflation - the greatest of all risks?

Loriana Pelizzon (Associate Professor of Economics, University of Venice) 

  1. Crisis, hedge funds and the role of volatility

Anthony LaPorta (Head of Risk for Prime Finance and Futures, Citigroup) 

  1. Managing tail risk in a global multi strategy portfolio

Panelists: 

  • Arie Aboulafia (Senior Portfolio Manager, Capstone Investment Advisors) Jerry Haworth (Co-Founder & CIO, 36 South Capital Advisors LLP)
  • Rupert Mathews (Co-Founder & Lead Investment Manager, Ferox Capital LLP) 
  • Vaughan Robinson (Head of Quantitative Research, Bennelong Asset Management) 

Moderator: Ouaile El Fetouhi (Senior Analyst, Aberdeen Solutions) 

Phil Atkinson (Head of Member Sales and Relationship Management, LCH CLEARNET) 

Our speakers…

Kathryn M. Kaminski, PhD
Kathryn M. Kaminski, PhD
Founding Partner & CIO
Alpha K Capital
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Richard (Jerry) Haworth
Richard (Jerry) Haworth
CEO & CIO
36 South Capital Advisers LLP
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Juergen Michels
Juergen Michels
Lead Euro Area Economist and ECB Watcher, Managing Director, Economic and Market Analysis
Citigroup
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Bart Baum
Bart Baum
Co-Founder, Portfolio Manager & CIO
Ionic Capital Management LLC
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Brice Perin
Brice Perin
Fund Manager
Acropole
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David Pitcairn
David Pitcairn
Managing Director
Vulpes Invest
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Nelson Saiers
Nelson Saiers
CIO, Co-Founder
Saiers Capital LLC
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Torbjörn Hamnmark
Torbjörn Hamnmark
Senior Strategist, Strategic Asset Allocation
AP3
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Kirill Ilinski
Kirill Ilinski
Founding Partner & CIO
Fusion Asset Management
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Julia Kung
Julia Kung
Product Specialist, Equity Strategies
Amundi, Paris Head office
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Anthony Limbrick
Anthony Limbrick
Principal, PM, Head of Quantitative Research
36 South
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Nikhil Mankodi
Nikhil Mankodi
Partner & Co-Head of Asian Trading
Pine River
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Chris Greer
Chris Greer
Managing Director, Head of Global Capital Introduction
Citigroup
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Lee Robinson
Lee Robinson
Founder & Director
Altana Wealth
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Loriana Pelizzon
Loriana Pelizzon
Associate Professor of Economics
University of Venice
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Anthony Laporta
Anthony Laporta
Global Head of Risk
Citi Prime Finance
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Arié Aboulafia
Arié Aboulafia
Senior Portfolio Manager
Capstone
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Rupert Mathews
Rupert Mathews
Co-founder and Lead Investment Manager
Ferox
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Vaughan Robinson
Vaughan Robinson
Head of Quantitative Research
Bennelong Asset Managment
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Ouaile El Fetouhi
Ouaile El Fetouhi
Senior analyst
Aberdeen Solutions
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Phil Atkinson
Phil Atkinson
Head of Member Sales and Relationship Management
LCH Clearnet
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