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Friday, 3 November 2017

Maya Rodriguez (Managing Partner, AZR Capital)

  1. Chair opening remarks

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)

  1. Update and overview of listed european volatility
  • 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)

 

 

  1. 36 South slides
  2. Dominice slides

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 allocatio n.

Aaron Sweeney (Chief Strategist, Analytical Research)

  1. Investing in Hedge Funds: Questioning the Status Quo
  • 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)

  1. Argentiere slides
  2. Artemis slides

Our speakers…

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