March 15th, 2017


The 8th Annual Global Volatility Summit was held on March 15, 2017 at Chelsea Piers in New York City. Presenting to and networking with a well attended crowd was an exciting lineup of 15 hedge fund managers, plus industry experts, hedge fund consultants, and institutional investors addressing the use of volatility, hedging, CTA and quantitative strategies within institutional investment portfolios.

In contrast to the main content, the keynote speakers Arianna Huffington and Daniel Gilbert added a unique element to the day sharing their thoughts on a variety of topics including politics in America, the importance of sleep, as well as the science behind happiness. The theme of the event was the Museum of Natural Volatility. Thought provoking exhibits, beautifully displayed and creatively executed by the David Stark design team, included: Prop Deskasaurus, Endangered Trading Jackets, Financial Fossils, Trump Bird’s Nest, The Brexit Beetle and more. As an escape from the content driven presentations, guests were treated to personalized hand typed haikus throughout the day.


Morning session

Master of Ceremonies
  • Talbot Stark Global Head of Institutional 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
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 Senior 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