GLOBAL VOLATILITY SUMMIT VI
March 11th, 2015

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The Sixth Annual Global Volatility Summit took place on March 11th, 2015 at Pier 60, Chelsea Piers in New York City. Over 300 attendees participated, with senior representatives from some of the largest global pensions, endowments, foundations, sovereign wealth funds, insurance companies and banks engaging in the day’s impactful and stimulating dialogue. Sponsors of the annual summit included top managers in the volatility and tail hedging space, along with global investment banks and exchanges and options trading industry professionals.

The theme of the 2015 event was “Innovation and Technology: What is the Impact on the Capital Markets?”. Consistent with this theme, the day featured keynote speaker Kevin Slavin, an Algoworld expert from the MIT Media Lab, and guest speaker Brad Katsuyama, Co-Founder and CEO of IEX, and subject of Michael Lewis’s recent book, Flash Boys. With over a decade of trading and product development experience at RBC, as well as the pioneer behind IEX Trading, an investor-centric market designed to make the equity markets simplified and transparent, Mr. Katsuyama knows what it means to face a challenge and find an innovative solution. In a different spectrum, Kevin Slavin has revolutionized technology and how it is used in our daily lives through his work developing game design platforms and leading a division of MIT’s Media Lab. Kevin and Brad delivered captivating presentations on pioneering technologies and how innovative science has changed the way we think, live and work.

In accordance with the theme of the event of innovation, the GVS introduced a new panel and speaking format in 2015 which included a one-on-one manager debate, 8 minute single slide manager presentations, and an investor case study on the use of volatility in a pension’s portfolio. These sessions were enhanced by active audience participation through iPad technology.

6th Annual Global Volatility Summit: Agenda

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Agenda

Morning session

Master of Ceremonies
  • Talbot Stark Head of Institutional Flow Sales, Global Markets,  BNP Paribas
8:00AM – 9:00AM
Registration, Breakfast, & Volatility Seminar in the Auditorium, Breakfast sponsored by J.P. Morgan
Vol 102: Options Trading – Beyond the Basics

Sponsored by Concise Media Design

Speakers
9:00AM – 9:30AM
Opening Remarks
  • Paul Britton Chief Executive Officer,  Capstone Investment Advisors
9:30AM – 10:00AM
Wake Up Call, Morning Debate
Participants: Moderator:
10:00AM – 10:45AM
Is it the Right Time for a Tail Hedge?
What are the pros and cons of tail hedging? What makes a good tail hedge manager?
Panelists: Moderator:
10:45AM – 11:15AM
Coffee Break & Manager Bungalow Sessions

Sponsored by ISE ETF Ventures & Eurex Exchange

12:15PM – 1:15PM
Time to Refuel

Lunch Sponsored by Macro Risk Advisors

Afternoon session

Master of Ceremonies
  • Jim Radecki Managing Director, Global Co-Head of Goldman Sachs Prime Services Clearing, & Midwest Regional Sales Manager for GS Prime Services,  Goldman Sachs
1:15PM – 2:00PM
On the Clock: Eight Minutes to Great
Managers have 8 minutes to share their most compelling slide
Participants: Moderator:
  • Scott Nations Co-founder, President and Chief Investment Officer,  NationsShares
2:00PM – 2:45PM
Shifting Gears: How Volatility Can Be Used in a Pension’s Portfolio
Investor Case Study
  • Kent Voss Managing Director of Global Research,  Koch Industries Employees' Pension Plan
2:45PM – 3:15PM
On the Clock: Eight Minutes to Great
Managers have 8 minutes to share their most compelling slide
Participants:
  • Sarah Dahan Portfolio Manager,  BlueMountain Capital Management
  • Daniel Stone Co-Founder and Portfolio Manager,  Ionic Capital Management
  • Andrew Wong Co-Chief Investment Officer, Member of the Fortress Liquid Markets Risk Committee,  Fortress Convex Strategies Group
Moderator:
  • Chris Moore Senior Vice President and Chief Investment Officer,  Summit Strategies Group
3:15PM – 3:45PM
Time Out! Coffee Break & Manager Bungalow Sessions

Sponsored by Bank of America Merrill Lynch

3:45PM – 4:30PM
In Search of Non-Correlated returns
What strategies fit the bill?
Panelists: Moderator:
  • Nick Vasserman Head of Americas Cross-Asset Investable Index and Strategies,  JP Morgan
5:15PM
It’s Five O’Clock Somewhere
Networking Cocktail Hour

Sponsored by Dyal Capital Partners