Through its annual global conference series and ongoing communications, Global Volatility Summit unites global hedge fund managers and industry leaders to educate institutional investors on the volatility and quantitative universe.

About GVS

Through its annual global conference series and ongoing communications, the Global Volatility Summit (“GVS”) unites global hedge fund managers and industry leaders to provide educational resources around volatility and derivatives markets to the investor community. At the turn of the century, institutional investors became increasingly focused on exploring the value add of options and volatility strategies to institutional investment portfolios, yet there wasn’t much information readily available. In response, Paul Britton, founder and Chief Executive Officer of Capstone Investment Advisors, conceptualized the inaugural GVS in 2009, bringing together a few hedge fund managers and industry experts to open the dialogue with the investor community.
Today, the mission of providing educational resources about volatility and derivatives markets to institutional investors remains, with the event growing in size and scope and in 2017, expanding across international borders with GVS Tokyo. Each year, the GVS New York event hosts up to 15 managers and nearly 400 attendees, bringing together senior investment professionals from public and private pension funds, insurance companies, endowment and foundations, consultants, and family offices, representing over $35 trillion1 in assets under management.

 1Data pulled from Preqin. Represents attendees at the Virtual 2020 GVS

The GVS brings together volatility and tail hedge managers, institutional investors, thought-provoking speakers, and other industry experts to discuss the volatility markets and the roles volatility strategies can play in institutional investment portfolios. The GVS aims to keep investors updated on the volatility markets throughout the year, and educated on innovations within the space. Capstone Investment Advisors has provided the latest piece in the GVS newsletter series.

Harold de Boer

Managing Director, Head of R&D

Transtrend

Harold is the architect of Transtrend’s Diversified Trend Program, responsible for R&D, portfolio management and trading. Harold was born and raised on a dairy farm in Drenthe. And from a young age, he has been intrigued by linking mathematics to the real world around us.

He graduated in 1990 with a Master’s degree in Applied Mathematics from the University of Twente in the Netherlands. In the final phase of his studies, while working on the project that would later become Transtrend, he became fascinated by the concept of leptokurtosis — or ‘fat tails’ — in probability distributions, a topic which has inspired him throughout his career.  

Harold’s approach to markets is best described as a combination of a farmer’s common sense and mathematics, never losing sight of the underlying fundamentals.