Friday, 3 November 2017
Zürich Volatility and Tail Risk Educational Breakfast 2017
Venue
Zunfthaus zur Schmiden, Zunfthaus zur Schmiden, Marktgasse 20, 8001 Zurich, Switzerland
Our agenda
8:00am – 8:30am
Registration & Breakfast
8:30am – 8:35am
Chair Opening Remarks
Maya A.Z. Rodriguez | Managing Partner, AZR Capital Ltd
Presentation: Chair Opening Remarks
8:35am – 9:10am
Economic Address - When does low volatility end?
Volatility this low doesn't just happen. Several specific things need to shift to get a material move higher - what are those, and what could the catalyst for those events be?
Andrew Sheets | Chief Cross-Asset Strategist Research at Morgan Stanley
9:10am – 9:20am
Update and Overview of Listed European Volatility
Recent political events in Europe have increased attention to European volatility investments. A quick overview of current developments
Philipp Schultze | Head Sell Side Relations Europe Equity & Index Derivatives, Eurex
Presentation: Update and overview of listed european volatility
9:20am – 10:10am
Panel Discussion: The Different ways to implement volatility strategies and their benefits/drawbacks
• Should investors turn to volatility strategies for diversification or protection?
• Have central banks destroyed opportunities in the volatility space?
• Should volatility strategies better be implemented actively or passively?
Managers:
Pierre de Saab | Partner, Dominicé
Neale Jackson | Portfolio Manager, 36 South Capital Advisors
Investor/Moderator:
Christian Frei | Partner, StepStone
Presentation: 36 South slides
Presentation: Dominice slides
10:10am – 10:40am
Coffee Break
10:40am – 11:00am
Investor Presentation: Investing in Hedge Funds: Questioning the Status Quo
A presentation on the current dynamic global economic and societal landscape and its implications for investing. Why stress absorbing hedge fund strategies need to be considered within an overall institutional strategic asset allocation.
Aaron Sweeney | Chief Strategist, Analytical Research
Presentation: Investing in Hedge Funds: Questioning the Status Quo
11:00am – 11:50am
Panel Discussion: Changes in the dynamics of volatility: Dangers and opportunities for investors
• Why is volatility so low despite huge uncertainties?
• The dangers of the global short volatility trade
• How to take advantage of asymmetries in volatility?
Managers:
David Dredge | Co-Chief Investment Officer, Fortress Convex Strategies Group
Deepak Gulati | CEO, Argentière Capital
Chris Cole | CIO, Artemis Capital Management
Investor/Moderator:
Christoph Gort | Founding Partner, SIGLO
Presentation: Argentiere slides
Presentation: Artemis slides
11:50am – 12:20pm
Closing Coffee