Zurich, November 2017
Zurich Volatility and Tail Risk Educational Breakfast

Please note that this educational day is aimed at investors and is strictly non-marketing.

Friday, 3 November 2017

Zunfthaus zur Schmiden

Registration & Breakfast

Chair Opening Remarks

Maya Rodriguez (Managing Partner, AZR Capital)

ECONOMIC ADDRESS – When does low volatility end?

Volatility this low doesn't just happen. Several specific things need to shift to get a material move higher - what are those, and what could the catalyst for those events be? 

Andrew Sheets, Chief Cross-Asset Strategist Research at  Morgan Stanley


Recent political events in Europe have increased attention to European volatility investments. A quick overview of current developments

Philipp Schultze (Head Sell Side Relations Europe Equity & Index Derivatives, Eurex)

PANEL DISCUSSION: The Different ways to implement volatility strategies and their benefits/drawbacks

  • Should investors turn to volatility strategies for diversification or protection?
  • Have central banks destroyed opportunities in the volatility space?
  • Should volatility strategies better be implemented actively or passively?

Manager: Pierre de Saab (Partner, Dominicé)

Manager: Neale Jackson (Portfolio Manager, 36 South Capital Advisors)

Investor/Moderator: Christian Frei (Partner, StepStone)




INVESTOR PRESENTATION: Investing in Hedge Funds: Questioning the Status Quo

A presentation on the current dynamic global economic and societal landscape and its implications for investing. Why stress absorbing hedge fund strategies need to be considered within an overall institutional strategic asset allocation.

Aaron Sweeney (Chief Strategist, Analytical Research)

PANEL DISCUSSION: Changes in the dynamics of volatility: Dangers and opportunities for investors

  • Why is volatility so low despite huge uncertainties?
  • The dangers of the global short volatility trade
  • How to take advantage of asymmetries in volatility?

Manager: David Dredge (Co-Chief Investment Officer, Fortress Convex Strategies Group)

Manager: Deepak Gulati (CEO, Argentière Capital)

Manager: Chris Cole (CIO, Artemis Capital Management)

Investor/Moderator: Christoph Gort (Founding Partner, SIGLO)

Closing Coffee

Our speakers…

Aaron Sweeney
Chief Strategist Analytical Research
Read Bio
Andrew Sheets
Managing Director & Chief Cross-Asset Strategist Morgan Stanley
Read Bio
Christian Frei
Partner StepStone
Read Bio
Christopher Cole, CFA
Founder & CIO Artemis Capital Management LP
Read Bio
David Dredge
Chief Investment Officer, Convex Strategies City Financial Investment Company
Read Bio
Deepak Gulati
Chief Investment Officer Argentière Capital
Read Bio
Maya Rodriguez
Maya Rodriguez
Managing Partner AZR Capital
Read Bio
Pierre de Saab
Partner Dominicé & Co - Asset Management
Read Bio
Neale Jackson
Portfolio Manager 36 South
Read Bio
Philipp Schultze
Head Sell Side Relations Europe Equity&Index Derivatives Eurex Exchange
Read Bio
Christoph Gort, PhD
Christoph Gort, PhD
Partner SIGLO Capital Advisors
Read Bio
Visit website


Zunfthaus zur Schmiden, Marktgasse 20, 8001 Zürich

Enlarge map