The 9th Annual Global Volatility Summit will be held on Wednesday, March 14, 2018 at Chelsea Piers in New York City. The content for the annual summit is thoughtfully designed to educate institutional investors on the use of volatility and quantitative related strategies. At the upcoming event, panelists include hedge fund managers across the volatility, tail hedging, quant, and macro spaces to discuss their views on the markets and use of such strategies within the context of institutional investment portfolios. In addition, industry experts will opine on the markets, as well as senior representatives from pensions, endowments and foundations, and sovereign wealth funds, that are experienced in using such strategies. To round out the content, a series of keynote speakers will provide thought-provoking presentations on related topics involving the use of data applied to traditional studies.
Based on prior events, we anticipate a crowd of over 400 participants, including institutional investors from the largest global pension funds, sovereign wealth funds, endowments and foundations, insurance companies, fund of funds, banks, and more. The event will start first thing in the morning over a networking breakfast and will conclude with cocktails at the end of the day.
Please continue to check the website for speaker announcements, a draft agenda, as well as sponsorship information. We hope you can join us at the 9th Annual Global Volatility Summit and please feel free to reach out with questions about the event or inquiries regarding sponsorship opportunities.Learn more Register