Maya Rodriguez (Managing Partner, AZR Capital)
Further details to follow soon!
Zunfthaus zur Schmiden
Registration and breakfast
Chair Welcome Remarks
Chris Watling (Longview Economics)
1. Anthony Limbrick (36 South) on the ETF environment, secondary market liquidity and the gap risk premium
2. David Dredge (City Financial Investment Company) on Increasing complexity within the structured product markets
Panel:Tail Risk Hedging
How to construct efficient tail hedge today?
Is there too much focus on the VIX index - How about longer term volatility? And volatility in other asset classes?
Is the cost of certainty today cheap or expensive?
Roger Hitly (LGT Capital Partners Ltd)
Anthony Limbrick (36 South)
David Dredge (City Financial Investment Company)
Chris Gort (SIGLO Capital Advisors)
Pierre De Saab (Dominicé & Co - Asset Management)
February 5th revisited: can volatility products, risk premia and other quantitative strategies trigger another volatility spike?
Pierre De Saab (Dominicé & Co - Asset Management) & Chris Watling (Longview Economics)
- The rotation from active to passive has reduced the ability of the market to prevent and navigate large drawdowns. Total ETFS are now at a record $5 trillion versus $0.8 in 08 and now 45% of global equity AUM.
- Are flash crashes exposing the issues in the current state of market and are High Frequency Trading contributing to market fragility?
Chief Investment Officer, Convex Strategies City Financial Investment Company
Partner LGT Capital Partners Ltd
Principal, PM, Head of Quantitative Research 36 South
Partner Dominicé & Co - Asset Management
CEO and Chief Market Strategist Longview Economics
Partner SIGLO Capital Advisors