London, May 2013
London Volatility and Tail Risk Hedging Educational event

Agenda for the day…

On Thursday 16th May 2013 in London’s Mayfair, the 3rd Volatility and Tail Risk Hedging Educational event brought together in one room, some of the world’s most experienced traders, analysts and investors in volatility and tail risk. 139 delegates from all over the globe heard insights regarding the benefits of volatility investment, the current opportunity set in terms of trading opportunities and new thinking regarding volatility portfolio management and benchmarking.

Feedback on the quality of the conference was almost unanimously positive with comments such as:

  • "Volatility is a big asset class."
  • "Volatility is a fascinating asset class that can be played in many ways. Strategy diversification no only asset class diversification.
  • "Multiple ways of accessing volatility; more than I was aware of. We need exposure more than I thought." 

The 2013 conference has set a new benchmark from which subsequent conferences will be further improved. Volatility is becoming recognized as an asset class. The Volatility Summit is becoming recognized as one of the benchmark conferences around which the asset class is discussed.

If you would like to attend future events, please express your interest by emailing us atinfo@volatilityinvesting.co.uk or by checking this website for updates.

We look forward to seeing you in 2014. 

Please click on an agenda item to download the presentation or watch the video.

Thursday, 16 May 2013

The Geological Society, London

Registration and breakfast

Maya Rodriguez  (Head of Sales, 36 South Capital Advisors LLP)

Welcome Remarks

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

PRESENTATION: OUTLOOK FOR VOLATILITY IN 2013

Anne Richards (CIO, Head of EMEA Aberdeen Asset Management)

MANAGER PANEL DISCUSSION: Performance in context: Volatility investing: a value trap or an opportunity?

Panellists:

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

  • Ryan Korinke (Executive Vice President and Product Manager, PIMCO)

  • Will Bartlett (CIO, Parallax Volatility Advisors LLC)

  • Christopher Cole (Partner, Artemis Capital Management)  

Moderator: James Skeggs (Global Co-head of the Advisory Group, Newedge Alternative Investment Solutions)

Coffee Break

Presentation: Benchmarking volatility, trend following and tail risk strategies

Anthony Limbrick (Principal, PM & Head of Quantitative Research, 36 South Capital Advisors LLP)

INVESTOR PANEL DISCUSSION: Managing risk in a more volatile investment world

Panelists:

  • Mike Brooks (Investment Manager, Baillie Gifford & Co)
  • Christoph Gort (Partner, SIGLO Advisors)
  • Tarik H. Dalton (Investment Manager, Department of State Treasurer of North Carolina)
  • Luke Dixon (Senior Investment Manager - Hedge Funds, USS Investment Management Limited)

Moderator: Andrew Rozanov (MD & Head of Institutional Portfolio Advisory, Permal Investment Management)

ALTERNATIVE VIEWPOINT: Debate 1: Flexible volatility exposure vs. relative value volatility strategies

George Castrounis (Chief Investment Officer & Co-Founder, Maple Leaf Capital) vs. Eric Hermitte (Co-Head of Volatility, Arbitrage and Convertible Bonds, Amundi Asset Management LLP)

Moderator: Dan Mikulskis (Director ALM and Investment Strategy, Redington)

ALTERNATIVE VIEWPOINT: Debate 2: Trading volatility within a multi asset framework

William Warshaw (Founding Member & CIO, Warshaw Asset Management) vs. Angel Serrat (Chief Strategist, Capula Investment Management LLP)

Moderator: Brendan Walsh (Senior Macro Strategist, Aviva Investors)

PRESENTATION: Arab Awakening: Never Mind Democracy...

Robert Fisk (Author and multiple award-winning journalist on the Middle-East who interviewed Osama Bin Laden on three occasions)

Lunch and Competition Results

Our speakers…

Brendan Walsh, Ph.D, BSc, PRM
Brendan Walsh, Ph.D, BSc, PRM
Senior Macro Strategist Aviva Investors
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Tarik Dalton
Tarik Dalton
Advisor to the Chief Investment Officer North Carolina Department of the Treasurer
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Luke Dixon, CFA, CAIA
Luke Dixon, CFA, CAIA
Senior Investment Manager - Hedge Funds USS Investment Management Limited
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Dan Mikulskis
Dan Mikulskis
Director ALM & Investment Strategy Redington
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Mike Brooks, FFA
Mike Brooks, FFA
Investment Manager, Diversified Growth Baillie Gifford
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Michael Wexler
Michael Wexler
Chief Executive Officer and Co-Founder Maple Leaf Capital
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William H. Warshaw
William H. Warshaw
Founding Member, President, CIO Warshaw Assset Management
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Anne Richards
Anne Richards
CIO, Head of EMEA Aberdeen Asset Management
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James Skeggs, CAIA
James Skeggs, CAIA
Global Co-head of the Advisory Group Newedge Alternative Investment Solutions
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Ryan Korinke
Ryan Korinke
Executive Vice President & Product Manager PIMCO
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Christoph Gort, PhD
Christoph Gort, PhD
Partner SIGLO Capital Advisors
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Angel Serrat, Msc, PhD
Partner & Chief Strategist Capula Investment Management
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Venue

The Geological Society

Burlington House

Piccadilly

London

W1J 0BG

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