Thursday, 21 April 2022
London Volatility Investing Event 2022
Venue
UBS AG London Branch, UBS AG, 5 Broadgate, London, EC2M 2QS
Our agenda
Please note that this event is for Professional / Accredited / Qualified investors only. Unfortunately we are not able to accept retail investors.
8:30am – 9:00am
Registration and Breakfast
9:00am – 9:15am
Welcome Remarks
Jerry Haworth | CIO and Partner, 36 South Capital Advisors LLP
9:15am – 9:40am
Hedging Cryptocurrency Options - Effectiveness of Different Models and Methods
Dr. Natalie Packham | Professor of Mathematics and Statistics, Berlin School of Economics and Law
9:40am – 10:55am
Manager Panel Discussion
Managers:
Pierre de Saab | Partner and Head of Asset Management, Dominicé & Co - Asset Management
Ryan McRandal | Co-head of Systematic and Volatility Strategies, One River Asset Management
Tobias Hekster, MSc | Co-CIO, True Partner Capital
Deep Kumar | Principal and Co-Chief Investment Officer, III Capital Management
Moderator:
Matt Weinstein | Senior Derivatives Salesperson, Citadel Securities
10:55am – 11:25am
Coffee Break
11:25am – 12:40pm
Manager Panel Discussion
Managers:
Jerry Haworth | CIO and Partner, 36 South Capital Advisors LLP
Christian Kober | Derivatives Strategies, Capula Investment Management LLP
Will Bartlett | CEO and Managing Member, Parallax Volatility Advisers, LP
Nancy Davis | Founder, Quadratic Capital
Moderator:
Gina DeRaimo | SVP, Cboe Options Institute
12:40pm – 12:55pm
The Narrow Straight of Risk
Christopher Cole, CFA | Founder and CIO, Artemis Capital Management LP
12:55pm – 2:00pm
Lunch Break
2:00pm – 2:45pm
Putin, Corruption and the Global Realignment
Dr Brian Klaas | Associate Professor in Global Politics at University College London
2:45pm – 3:00pm
Comparison of Opportunities in Volatility Space Across Asset Classes
Dmitri Smolansky | Head of Portfolio Management, SECOR Asset Management, LP
3:00pm – 3:15pm
The Challenge of Measurement
David Dredge | CIO, Convex Strategies
3:15pm – 3:30pm
False Diversification: Risks and Opportunities in Volatility and Correlation Trading
Diego Parrilla | Managing Partner, Quadriga Asset Managers
3:30pm – 4:30pm
Investor Panel Discussion
Investors:
Kaylon J. McInelly, CFA | Assistant Vice President, Investments, West Virginia University Foundation
Penny Aitken | European Head of Diversifying Alternatives Research, Mercer
Alessandra Poles | Senior Analyst, Abrdn
Moderator:
Owain Johnson | Managing Director, Global Head of Research and Product Development, CME
4:30pm
Event Concludes
As always, we very much welcome your feedback. Feedback forms will be circulated after the event. Keeping with tradition, prize winners will be selected from those who have completed the feedback form. Prize winners will be contacted after the event.