Volatility Investing

Thursday, 9 March 2017

Sydney Volatility and Tail Risk Educational Event 2017

Venue

UBS AG London Branch, Optiver's Sydney office, Optiver Sydney, Level 7, 39 Hunter Street, Sydney, 2000 NSW, Australia

Show map

Our agenda

  1. 3:00pm – 3:25pm

    Registration and welcome

  2. 3:30pm – 4:25pm

    Panel 1: Opportunities in the current environment of low volatility and high uncertainty

    Can volatility strategies offer a cost effective solution?

    Guneet Rana | Senior Investment Manager, Colonial First State

    Michael Sommers | Senior Consultant, Frontier Advisors

    Chris Cole | CIO, Artemis Capital Management

    Neale Jackson | Portfolio Manager, 36 South

    Moderator:

    Jonathan Shapiro | Senior journalist, Australian Financial Review

  3. 4:30pm – 5:25pm

    Panel 2: Merits of long volatility versus short volatility investing

    Misha Grabo i | Partner and Managing Director, PAAMCO  

    David O’Halloran | Portfolio Manager, Levitas Capital

    David Dredge | CIO, Convex Strategies, City Financial Investment Company

    Michael Armitage | Head of Fund Advisory, Milliman Financial Risk Management

    Moderator:

    Bill Sarran , Distribution & Relationship Manager, Asian Derivatives at Optiver

  4. 5:30pm – 8:00pm

    Drinks and canapés