Volatility Investing

Friday, 4 March 2016

Sydney Volatility and Tail Risk Educational Event 2016

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 – 9:00am

    Presentation: 2016 Asia equity volatility drivers: A dynamic approach to trading volatility in Asia

    Florent Robert | Asian Equity Derivatives and Synthetic Strategy Team, Deutsche Bank, Hong Kong

  4. 9:00am – 9:50am

    Panel: How can investors navigate through times of increased volatility?

    Chris Cole | Founder & Portfolio Manager, Artemis Capital Management LP

    Richard (Jerry) Haworth | Co-Founder, CEO & CIO, 36 South Capital Advisors LLP

    James Murray | Head of Liability Management, Derivatives & Defensive Assets, TCorp

    Moderator: Misha Graboi | Portfolio Manager, Asia Pacific, PAAMCO

    Topics to be discussed:

    What is volatility? What does it mean, is it one size fits all?

    Are we seeing changes in market structure or the environment which could yield higher volatility?

    In a normal market environment, what is the best way to use volatility in a portfolio to hedge and generate returns.

    Has the horse left the barn, or are there steps that can be taken to cost effectively use volatility for return and hedging from today?

  5. 9:50am – 10:15am

    Presentation: How debt, defaults, disinflation & demographics explain the market meltdown of 2016-2017

    Craig Ferguson, author of Debt, Defaults, Disinflation & Demographics: How to survive and prosper during the market meltdown of 2016-2017 and founder of research house Antipodean Capital.

  6. 10:15am – 10:30am

    Coffee