Volatility Investing

Friday, 6 March 2015

Sydney Volatility and Tail Risk Educational Event 2015

Venue

Deutsche Bank Place, Level 16, Deutsche Bank Place, Cnr Phillip & Hunter Streets, Sydney

Show map

Our agenda

  1. 8:00am – 8:30am

    Registration and Welcome Breakfast

  2. 8:30am – 8:35am

    Opening Remarks

    Catherine Pollock | Head of Sales and IR, 36 South Capital Advisors LLP

  3. 8:35am – 9:35pm

    Panel Discussion: Monetising uncertainty: How can investing in volatility add alpha?

    • Different ways to implement volatility hedging
    • Are we entering new territory in volatility?
    • Cost versus benefits

    Panellists:  

    • Richard (Jerry) Haworth | Co-Founder & CIO, 36 South Capital Advisors LLP
    • David Dredge | Co-CIO, Fortress Convex Strategies Group
    • Michael Armitage | Head of Fund Advisory, Milliman Financial Risk Management LLC
    • Michael Winchester | Investment Strategist, State Super Financial Services

    Moderator:

    • David Walter | Director & Head of Asian Research, PAAMCO

  4. 9:35am – 10:20am

    Volatility Outlook & Risk/Return Enhancement Strategies

    Alexander Staab | Director, Structured Markets Group, Deutsche Bank AG

  5. 10:20am – 10:30am

    Coffee