Volatility Investing

Thursday, 13 March 2014

London Volatility and Tail Risk Hedging Educational Event 2014

Venue

The Royal Institution, The Royal Institution of Great Britain 21 Albemarle Street London W1S 4BS

Our agenda

  1. 8:30am – 8:55am

    Registration and Breakfast

  2. 8:55am – 9:00am

    Welcome Remarks

    Maya A.Z.Rodriguez | Head of Sales & Investor Relations, 36 South Capital Advisors

    Presentation: Welcome remarks

  3. 9:00am – 9:15am

    Presentation: Outlook for volatility in 2014: a big rally or a big bear? Can momentum create its own problems?

    Kokou Agbo-Bloua | Head of Equity & Derivative Strategy Europe, BNP Paribas

    Risk Disclosure Statement

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    View the full BNP Paribas Notice

  4. 9:15am – 9:35am

    Manager Panel Discussion Part 1: The current state of tail risk and volatility markets

    Panellists: 

    Pav Sethi | CEO & CIO, Gladius Capital Management
    Christopher Cole | Partner, Artemis Capital Management
    Pierre De Saab | Head of Investment Team, Dominicé & Co
    George Castrounis | CIO, Co-Founder, Maple Leaf Capital

    Moderator: Kokou Agbo-Bloua | Head of Equity & Derivative Strategy Europe, BNP Paribas

  5. 9:35am – 10:00am

    Manager Panel Discussion Part 2: Tail Risk Hedging

    Panellists: 

    Richard (Jerry) Haworth | Co-Founder & CIO, 36 South Capital Advisors
    Angel Serrat | Partner & Chief Strategist, Capula Investment Management
    Youssef Benomar | Founding Partner & Head of Volatility Trading, Argentière Capital AG
    Tommaso Sanzin | Director and Head of Volatility Strategies and Solutions, Senior Portfolio Manager, UBP

    Moderator: Kokou Agbo-Bloua | Head of Equity & Derivative Strategy Europe, BNP Paribas

  6. 10:05am – 10:20am

    Presentation: The Corporation, the Psychopath and Volatility Investing

    Anthony Limbrick | Principal, PM, Head of Quantitative Research,  36 South Capital Advisors


    Presentation: The Corporation, pyschopathy and volatility investing

  7. 10:20am – 10:50am

    Coffee Break

  8. 10:50am – 11:35am

    Investor Panel Discussion: Risk vs. Uncertainty, what should we hedge? Managing risk in a more volatile investment world

    Panellists: 

    Andrew McCaffery | Global Head of Hedge Fund, Aberdeen Asset Management
    Samuel Lisse | CEO, Vita Collective Foundation
    Andrew Rozanov | Managing Director, Permal Investment Management
    Haran Arumugam | Alternative Investments Porftolio Management Group, Prudential

    Moderator:

    Paul B. Stephens | Vice President and Department Head, Chicago Board Options Exchange

  9. 11:35am – 11:50am

    Alternative Viewport: Volatility and Risk - What Matters?

    Sally Bridgeland | Chief Executive Officer, BP Pension Trustees Limited

    Presentation: Volatility and risk - what matters?

  10. 11:50am – 12:35pm

    Consultants Panel Discussion: Considerations when allocating to volatility strategies: how to choose, what to choose and why?

    Panellists: 

    Robert Howie | Principal & European Head, the Alternatives Boutique Mercer Investments
    Wallace Mathai-Davis | Chairman, Shepherd Kaplan
    Claire Smith | Research Analyst & Partner, Albourne
    Kathryn Kaminski | Deputy Managing Director of the Institute for Financial Research at the Stockholm School of Economics

    Moderator:

    Nick Bullman | Founding Partner & Chairman, CheckRisk LLP

    Presentation: Simplifying the complexity of investment risk

  11. 11:40am – 12:15pm

    Guest Presentation: Sir Ranulph Fiennes

    “Mad, Bad and Dangerous to Know” by Sir Ranulph Fiennes

    Sir Ranulph Fiennes, 'The World's Greatest Living Explorer' (Guinness Book of Records), will be our guest speaker. Sir Ranulph's achievements are truly fantastic and littered with firsts including the first person to visit both the North and South Pole by surface means, the first to completely cross the Antarctic continent unsupported and on foot as well as the first to summit Mount Everest and cross both polar ice caps. On top of this he has published 19 books and raised millions of pounds for charity.

  12. 1:05pm – 2:00pm

    Lunch and Competition Results