Agenda - Global Volatility Summit

Agenda

Monday, September 21

Opening Remarks

Paul Britton Chief Executive Officer, Capstone Investment Advisors

11:00AM – 12:00PM ET

Panel 1: Volatility Highlights from 2020 and Predictions for 2021

Derek Devens Senior Portfolio Manager, Options Group, Neuberger Berman
Jerry Haworth Co-Founder, 36 South Capital Advisors
Tobias Hekster Co-Chief Investment Officer, True Partner Capital
Pierre de Saab Partner & Head of Asset Management, Dominicé & Co

Moderator

Erin Briggs Vice President, Equity Derivatives Sales, Goldman Sachs

Tuesday, September 22

9:00AM – 10:00AM ET

Panel 2: Interesting Trade Ideas and Hedges

Jason Goldberg Senior Portfolio Manager, Capstone Investment Advisors
Deep Kumar Principal & Portfolio Manager, III Capital Management
Yann Le Her Partner & Senior Portfolio Manager, LFIS
Alexis Maubourguet Lead Portfolio Manager, ADAPT, 1798 Lombard Odier Investment Managers

Moderator

Tim McCourt Managing Director & Global Head of Equity Products and Alternative Investments, CME Group

11:00AM – 12:00PM ET

Panel 3: Discuss Potential Catalysts for Market Moves in 2021

Will Bartlett Chief Executive Officer, Parallax Volatility Advisers
Ari Bergmann Managing Principal, Chief Investment Officer, Penso Advisors
Christian Kober Derivatives Strategist, Capula Investment Management
Daniel Stone Principal & Portfolio Manager, Ionic Capital Management

Moderator

Eric Render Senior Vice President, Dyal Capital Partners

1:00PM – 2:00PM ET

Keynote Speaker: Demetri Sevastopulo, Washington Bureau Chief, Financial Times

United States Presidential Election and United States/China Relations

Demetri Sevastopulo Washington Bureau Chief, Financial Times

Wednesday, September 23

9:00AM – 10:00AM ET

Panel 4: Investor Panel – How Institutional Investors assess the risk of their portfolios and approach hedging and uncorrelated strategies.

Nicolas Dang Manager, Absolute Return, CN Investment Division
Mohamed Farid Principal Portfolio Manager, World Bank Pension Fund
Gregory Hines Investment Officer, Risk Management, Virginia Retirement System
Jason Josephiac Associate Director & Senior Investment Analyst, Raytheon Technologies

Moderator

Michael Ide Hedge Fund Investment Due Diligence Analyst, Albourne Partners

11:00AM – 12:00PM ET

Panel 5: Landscape and Impact of Systematic Strategies

Rishabh Bhandari Senior Portfolio Manager, Capstone Investment Advisors
Leda Braga Founder and CEO, Systematica Investments
Peter van Dooijeweert Managing Director, Man Solutions
Pavandeep “Pav” Sethi Founder & Chief Investment Officer, Gladius Capital Management

Moderator

Manvir Nijhar Co-Head of Equities & Equity Derivatives, UK, Societe Generale