Thursday, 20 April 2023
London Volatility Investing Event 2023
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 – 9:15am
Registration and Breakfast
9:15am – 9:30am
Welcome Remarks
Jerry Haworth | CIO and Partner, 36 South Capital Advisors LLP
9:30am – 9:45am
The End of Sharpe World
David Dredge | CIO, Convex Strategies
9:45am – 10:45am
Manager Panel Discussion - Relative Value Volatility
Managers:
Pierre de Saab | Partner and Head of Asset Management, Dominicé & Co - Asset Management
Pav Sethi | Founder and Chief Investment Officer, Gladius Capital Management LP
Ryan McRandal | Deputy CIO, One River Asset Management
Will Bartlett | CEO and Managing Member, Parallax Volatility Advisers, L.P
Moderator:
Arianne Adams | Senior Vice President, Head of Derivatives and Global Client Services, Cboe Global Markets, Inc
10:45am – 11:15am
Coffee Break
11:15am – 11:30am
Volatility (and other) Strategies for Defensive Portfolios
Tom Leake | Head of Solutions, Capstone
11:30am – 12:30pm
Allocator Panel Discussion
Allocators:
George Evans | Managing Director, Fixed Income and Volatility, Aksia LLC
Trudi Boardman | Managing Director, Cambridge Associates
Christian Wuchte | Investment Strategist, Pensionskasse der Credit Suisse Group (Schweiz)
Hughie Jessel | Head of Fund Investments UK, Rothschild & Co Wealth Management
Moderator:
Jason Roelke | Head of Institutional Equity Derivative Sales, Citadel Securities
12:30pm – 12:45pm
Why Bother Negotiating Your Trade Agreements?
Rachel Smoker | Director, RSFD Ltd
12:45pm – 2:00pm
Lunch Break
2:00pm – 2:45pm
Choose Your Flightpath
Mandy Hickson | Aviation Ambassador, Department of Aviation
2:45pm – 3:00pm
Using Corporate CDs to Construct Zero Cost Tail Hedges
Boaz Weinstein | Founder and Chief Investment Officer, Saba Capital
3:00pm – 4:00pm
Manager Panel Discussion - Long Volatility
Managers:
Neale Jackson | Portfolio Manager, 36 South Capital Advisors LLP
Christian Kober | Managing Director, Head of Global Product Strategy, Capula Investment Management LLP
Daniel Stone | Principal and Portfolio Manager, Ionic Capital
Ari Bergmann | Managing Principal, Chief Investment Officer, Penso Advisors
Moderator:
Chris Povey | Head of FX Options, CME Group
4:00pm – 4:10pm
Closing Remarks
Diego Parrilla | Principal, 36 South Capital Advisors LLP
4:10pm – 5:30pm
Drinks and Networking
5:30pm
Event Concludes