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Past events

The 14th Annual Global Volatility Summit “GVS” took place Tuesday, September 12th, 2023 at Pier Sixty in New York City. GVS 2023 featured thought-provoking panel discussions, educational presentations, and established keynote speakers with the goal to continue to educate investors on the use of derivatives, volatility, and quantitative strategies in institutional investor portfolios.

The 5th Annual Global Volatility Summit Tokyo took place on April 10, 2024 at the Mandarin Oriental Tokyo. The event had a record turnout with lively discussions throughout the day. GVS remains dedicated to educating investors and providing thought leadership around the volatility and derivatives markets. The event included timely and thought-provoking manager and investor panels and discussions as well as opportunities to network with participating managers and peers.

The 14th Annual Global Volatility Summit “GVS” took place Tuesday, September 12th, 2023 at Pier Sixty in New York City. GVS 2023 featured thought-provoking panel discussions, educational presentations, and established keynote speakers with the goal to continue to educate investors on the use of derivatives, volatility, and quantitative strategies in institutional investor portfolios.

This year’s keynote speakers included Guy Laliberté, founder of Cirque du Soleil, One Drop Foundation and Lune Rouge. Guy was named by Time Magazine as one of the most influential personalities in the world and has been recognized as one of the most creative and innovative minds by Conde Nast. We also had the distinguished British astronaut Tim Peake join us. Tim Peake was the first British ESA astronaut to visit the International Space Station, where his work on its Principia mission captured the hearts and minds of millions. He is also a best-selling author and an inspirational communicator of science to audiences of all ages.

The 4th Annual Global Volatility Summit Tokyo took place on May 17, 2023 at the Mandarin Oriental. GVS remains dedicated to educating investors and providing thought leadership around the volatility and derivatives markets. The event included timely and thought-provoking manager and investor panels and discussions as well as opportunities to network with participating managers and peers.

The 13th Annual Global Volatility Summit “GVS” took place in person Tuesday, September 13th, 2022 at Pier Sixty in New York City. Having had the last two events take place virtually, we were very excited to be able to share our thoughts on the state of the financial markets with you in person this year with a specific focus as always on volatility and derivatives. We had record attendance at this year’s event with approximately 400 attendees consisting of experienced hedge fund managers, industry experts, and senior investment professionals across the financial markets.

GVS 2022 featured thought-provoking panel discussions, educational presentations, and established keynote speakers with the goal to continue to educate investors on the use of derivatives, volatility, and quantitative strategies in institutional investor portfolios. This year’s keynote speakers included Former Secretary of Defense General James Mattis, Former Member of the UK Special Forces, Dominic Troulan, and writer and journalist, Mark Bowden. Please find their respective bios below.

The 12th Annual Global Volatility Summit took place virtually from September 21 to September 23, 2021. With roughly 480 attendees, the event successfully gathered 16 hedge fund managers, institutional investors, and industry leaders together on an online forum to discuss navigating the current markets through the lens of derivatives-based and systematic strategies. Professor Liam Smeeth and Professor Alan Dangour from the London School of Hygiene and Tropical Medicine joined to discuss what is next for COVID, Global Health, and Climate Change.

The inaugural Virtual Global Volatility Summit took place between September 21 to September 23, 2020. With over 500 attendees, the event was the most well attended since the first summit eleven years ago. Over a span of three days, 15 hedge fund managers, institutional investors, industry leaders, and keynote speakers gathered together on an online stage to explore thought-provoking topics around the state of volatility in the markets and the concept of options and volatility strategies within institutional investor’s portfolios. Demetri Sevastopulo, Washington Bureau Chief at the Financial Times, delivered a captivating keynote speech on the US political environment capturing the 2020 presidential election.

The 10th Annual Global Volatility Summit took place on March 13, 2019, in New York City. The event was amongst the most well attended since the inaugural summit ten years ago. The GVS hosted nearly 400 attendees including 18 hedge fund managers, numerous volatility industry experts, and senior investment professionals managing global institutional investment portfolios.

The content of the presentations and panels focused acutely on the evolving volatility markets we are facing currently, as the hedge fund managers and industry experts shared their insights. Attendees heard from peer institutional investors during a panel featuring senior investment professionals from global pensions. The keynote speaker, Alex Honnold (free climber featured in the Oscar winning documentary, Free Solo), captivated the audience as he shared intimate details and responded to audience questions about his thrilling and death defying climbs. The Summit also featured a US Political Panel, with three political experts from Washington DC: Doug Heye, Jason Miller, and Demetri Sevastopulo.

The décor and event theme were creatively executed once again by the David Stark design team, as they cleverly drew connections between Mother Nature and volatility markets through imagery and design including events such as the 2017 Drought, February and October 2018 Thunderstorms, Market Umbrella Protectors and Raindrop Disruptors, Sunny Skies and Rainbows, and the Foggy Future.

The 9th Annual Global Volatility Summit was held on March 14, 2018 at Chelsea Piers in New York City. With over 400 attendees, 14 hedge fund managers were joined by senior professionals from hedge fund consultants, the institutional investor community, and leaders in the industry to discuss volatility, tail hedging, macro and quant strategies within the investment context.
Three keynote speakers, Lance Armstrong, David Gallo, and Ryan Holiday temporarily drove the conversation away from the central content to speak to volatility across other contexts including athletic competition and underwater astonishments. The event hosted the first-ever GVS Think Tank Panel, which featured three industry experts across East Asia policy studies, macro quantitative and derivatives strategies, and US politics. Among these panelists included Ryan Hass, Marko Kolanovic, and Demetri Sevastopulo. The David Stark design team transformed Pier 60 into a Coney Island carnival featuring exhibits such as the VIX rollercoaster, the Wheel of Tax Misfortune, the Bitcoin Burst, the Policy Skee Ball, and a Stock Market Fortune Teller. Guests were able to break away from content-filled presentations with interactive entertainment from a magician.

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, keynote speakers Arianna Huffington and Daniel Gilbert added a unique element to the day by 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.

The 7th Annual GVS was held on March 16th, 2016. Joined by the other event sponsors, including banks and exchanges, ten volatility and tail hedge managers hosted a crowd of 350 attendees including senior investment representatives from the largest global pensions, sovereign wealth funds, endowments, foundations, and insurance companies. Through a series of panel discussions, trade idea presentations, idea sharing, as well as thoughtful and creative imagery, the 2016 Summit portrayed the primary theme of educating investors on the uses of volatility strategies in institutional portfolios, as well as to present and analyze the current landscape for volatility across “global markets”. Key note speakers Barney Frank and Marcus Luttrell each added a unique and profound perspective to the day. Thank you to all of our event partners who helped make it a tremendous success.

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.

The Fifth Annual Global Volatility Summit took place on April 3rd, 2014 at 82 Mercer Street in SoHo, and was a great success with over 370 attendees including institutional investors from global pensions, endowments, foundations, and insurance companies, 10 hedge fund managers in the volatility and tail hedging space, and some of the most prominent global banks and exchanges. Please enjoy a highlight reel from the 2014 event.

The theme of the 2014 event was Roadmaps and the History of options trading. The event featured keynote speaker Malcolm Gladwell, author of five New York Times bestsellers. John Coates, PhD, Research Fellow at the University of Cambridge, also gave a thought-provoking presentation on the physiological aspects of trading.

The 2013 Global Volatility Summit took place on February 25 at 82 Mercer Street in SoHo, New York City. The event featured two panels with investment representatives from the ten sponsoring volatility and tail hedging managers, a panel consisting of corporate pension, public pension, and endowment decision makers, as well as a panel of well-known hedge fund consultants.

The theme of the event was strategic decision making, as represented by popular strategic games, and how it applies to volatility trading. Sal Khan (Founder of the Khan Academy) was the keynote speaker. Mr. Khan gave an exciting presentation on the innovative work the Khan Academy is doing to transform the learning process into a digital experience. Finally, Mike Edleson (Chief Risk Officer, University of Chicago) followed up on his tail hedge presentation from the year prior to comment on the implementation of a tail hedge. The event concluded with a cocktail networking session strategies.

The 2012 Global Volatility Summit took place on March 6 at Skylight Soho in New York City. The theme of the event was The Year that Was: An exhibition of the volatile market events of the past year, as viewed through various methods of communication throughout history. The event featured four panels featuring representatives from the fifteen sponsoring hedge fund managers in the volatility and tail hedging spaces. General Stan McChrystal (Former Commander of the U.S. and International Forces in Afghanistan) delivered a keynote speech on worldwide volatility and political instability. In addition, Rahm Emanual (Mayor of Chicago) was interviewed by Charlie Rose, and Mike Edleson (Chief Risk Officer, University of Chicago) lead a discussion on tail hedging.

The 2011 Global Volatility Summit took place on March 15 at 7 World Trade Center in New York City. The theme focused on various epic tail events throughout history and their impact on the financial market. The daylong event featured seven panels with representatives from the twelve sponsoring hedge fund managers in the volatility and tail hedging spaces. Additionally, there were three keynote speeches from Donald Kohn (Vice Chairman of the Federal Reserve, 2006 – 2010), Professor Robert Engle (Nobel Memorial Prize Winner in Economic Sciences) and Larry Leibowitz (COO, NYSE Euronext).

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. 

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