Wednesday, 10 April 2019
London Volatility and Tail Risk Educational Event 2019
Venue
The Royal Society, The Royal Society, 6-9 Carlton House Terrace, London, SW1Y 5AG.
Our agenda
8:30am – 9:00am
Registration and Breakfast
9:00am – 9:15am
We Have Lift Off: Welcome Remarks
Jerry Haworth | CIO and Partner, 36 South Capital Advisors LLP
9:15am – 10:05am
Outlook for volatility in 2019: Houston, do we have a problem?
Managers:
Federico Gilly | Co-Head of Research, Portfolio Management and Portfolio Construction, Alternative Investment Strategies, Goldman Sachs Asset Management
Anthony Limbrick | Principal, Portfolio Manager, Head of Quantitative Research, 36 South Capital Advisors LLP
Investor:
Ian Halstead | Associate Director, Investment Services, Cantor Fitzgerald
Investor/manager:
Mike Hodgson | Head of Risk Managed Investments & Structured Funds, Schroders
Moderator:
Roger Hilty | Partner, LGT Capital Partners Ltd
10:05am – 10:50am
Buying an escape pod: how do asset owners protect for a downturn?
Investors:
Simon Lai | Deputy Chief Investment Officer, John Lewis Partnership Pensions Trust
Ian McKinlay | Chief Investment Officer, Lloyds Banking Group, Pensions Investment & Finance Team
Alessandra Poles | Volatility and Rates, Alternative Investment Strategies, Aberdeen Standard Investments
Max Townshend | Head of Portfolio Construction at Local Pensions Partnership
Moderator:
Rob Hocking | Senior Vice President, Head of Derivatives Strategy, Cboe Global Markets
10:50am – 11:15am
Coffee Break
11:15am – 11:35am
Scientific Presentation: The Biology of Risk-On
Traders' Immune Systems Amid Declining Volatility: How volatility changes your very biochemistry and, through it, your risk aversion
John Coates | Neuroscientist and Founder, Dewline
11:35am – 12:25pm
Navigating the Nebulae: Long Volatility Panel Discussion
Investor:
Jeppe Blirup | Fund Manager, Alternative Equity Partners A/S
Managers:
Christopher Cole CFA | Founder and CIO, Artemis Capital
Eric Peters | CEO and CIO, One River Asset Management
David Dredge | CIO, Convex Strategies
Moderator:
Pav Sethi | Founder and Chief Investment Officer, Gladius Capital Management
12:25pm – 1:35pm
Lunch and Roundtables
This year the managers will each be hosting a table in the main auditorium - continue the conversation over lunch!
1:35pm – 1:55pm
Politics vs. Markets
Politics vs. Markets: Why the two often do not understand each other and what to do about it? Political risks, opportunities and implications for market volatility.
Guest speaker:
Bobby Vedral | Founder of MacroEagle, political adviser and former Global Head of Market Strats at Goldman Sachs
1:55pm – 2:15pm
Light speed lectures: 10-minute presentations
The Anti-Bubbles:
The Anti-Bubbles contrarian investment framework: implications, risks, and opportunities across volatility and global markets.
Diego Parrilla | Managing Partner, Quadriga Asset Managers
Automation and trading: How everything has changed but nothing has changed
Zem Sternberg | CIO, Lake Hill Capital Management
2:15pm – 2:40pm
Coffee Break
2:40pm – 3:30pm
Trading volatility: catching a comet in a meteor shower
Managers:
Will Bartlett | CEO, Parallax Volatility Advisers
Chris Rodarte | Portfolio Manager, Pine River Capital
Pierre de Saab | Partner, Dominicé & Co - Asset Management
Daniel Stone | Principal & Portfolio Manager, Ionic Capital Management
Investor:
Susanna Wallis | Investment Manager, GAM
Moderator:
Brandon Berry | Vice President of Equity & Index Derivatives, Eurex
3:30pm – 4:15pm
Keynote Speaker: Helen Sharman OBE
Guest speaker:
Helen Sharman OBE: first UK astronaut, science communicator, corporate speaker
Helen Sharman, the first British astronaut, will share her experiences about being selected as an astronaut from over 13,000 applicants, training in Russia for 18 months, weightlessness, the launch and landing, and living and working in Space, along with teamwork, collaboration and details of the risks and the excitement of being in Space.
4:15pm
Event Concludes