Thursday, 16 May 2013
London Volatility and Tail Risk Hedging Educational Event 2013
Venue
The Geological Society, Carlow Rd &, Rustenburg Rd, Auckland Park, Johannesburg, 2109
Our agenda
8:30am – 9:00am
Registration and Breakfast
Maya Rodriguez | Head of Sales, 36 South Capital Advisors LLP
Presentation: Opening remarks
9:00am – 9:15am
Welcome Remarks
Richard (Jerry) Haworth | Co-Founder, Principal & CIO, 36 South Capital Advisors LLP
Presentation: Welcome remarks
9:15am – 9:30am
Presentation: Outlook for Volatility in 2013
Anne Richards | CIO, Head of EMEA Aberdeen Asset Management
Presentation: Outlook for volatility in 2013 and beyond
9:30am – 10:15am
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
10:15am – 10:45am
Coffee Break
10:40am – 10:50am
Presentation: Benchmarking volatility, trend following and tail risk strategies
Anthony Limbrick | Principal, PM & Head of Quantitative Research, 36 South Capital Advisors LLP
Presentation: Benchmarking volatility, trend following and tail risk strategies
10:50am – 11:30am
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
Presentation: Managing risk in a more volatile investment world
11:30am – 11:55am
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
Presentation: Debate 1: Flexible volatility exposure vs. relative value volatility strategies
11:55am – 12:20pm
Alternative Viewport: 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
12:20pm – 1:00pm
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
1:00pm – 2:00pm
Lunch and Competition Results