March 15th, 2017 at Pier Sixty, Chelsea Piers in New York City

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Morning session

Master of Ceremonies
  • Talbot Stark Head of Institutional Flow Sales, Global Markets,  BNP Paribas
8:00AM – 9:00AM
About the Exhibit: Registration and Breakfast

Sponsored by Macro Risk Advisors

9:00AM – 9:30AM
Opening Remarks from the Curator
  • Paul Britton Chief Executive Officer,  Capstone Investment Advisors
9:30AM – 10:30AM
Evolution of Volatility
Managers will review volatility in 2016 and the outlook for 2017
Participants Moderator
  • Mandy Xu US Equity Derivatives Strategist,  Credit Suisse
10:30AM – 11:15AM
Climate Change
How will quantitative and CTA strategies navigate through choppy and uncertain markets?
Participants Moderator
  • Jim Meisner Managing Director and Head of Fixed Income,  Commonfund
11:15AM – 11:45AM
Coffee Break and Manager Bungalow Sessions

Sponsored by Optiver

11:45AM – 12:45PM
Keynote Address: Politics in America
12:45PM – 1:45PM
Hunters and Gatherers Interactive Exhibit: Lunch

Afternoon session

1:45PM – 2:45PM
Around the World in Eight Minutes
Managers will present best trade ideas or interesting market observations in eight minutes
  • Will Bartlett Chief Executive Officer,  Parallax Volatility Advisers
  • Rishabh Bhandari Senior Portfolio Manager,  Capstone Investment Advisors
  • Deepak Gulati Chief Investment Officer and Chief Executive Officer,  Argentière Capital
  • Angel Serrat Partner and Chief Strategist,  Capula Investment Management
  • Daniel Stone Co-Founder and Portfolio Manager,  Ionic Capital Management
  • Greg Tournant Managing Director, Portfolio Manager,  Allianz Global Investors
2:45PM – 3:30PM
Giants of the Great Deep
Consultants discuss the remaining alpha in the markets
  • Allen Cheng Associate Partner Hedge Fund Research,  Aon Hewitt
  • Adam Duncan Head of Portfolio Modeling and Quantitative Research,  Cambridge Associates
  • Sean McChesney Vice President, Hedged Strategies,  Fund Evaluation Group
  • Chris Moore Senior Vice President and Chief Investment Officer,  Summit Strategies Group
3:30PM – 4:00PM
Coffee Break and Manager Bungalow Sessions
4:00PM – 4:45PM
Volatility Mammoths
Large users of derivatives and volatility in the pension and insurance community discuss market views
  • Buck Betten Director of Asset Allocation and Quantitative Strategies,  MacArthur Foundation
  • Adam Levine Chief Strategist,  Texas Treasury Safekeeping Trust Company
  • Hiren Parikh Research Head, Risk and Return Management,  Allstate Investments
  • Marc-André Soublière Vice-President of Fixed-Income and Derivatives,  Air Canada Pension Fund
4:45PM – 5:45PM
Keynote Address: The Science of Happiness
  • Daniel Gilbert Bestselling Author, Stumbling on Happiness and Professor of Psychology, Harvard University, 
A Visit to the Gift Shop: Cocktail Hour

Sponsored by Dyal Capital Partners