April 3rd, 2014


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 2014 Global Volatility Summit: Agenda

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Morning Session

8:00 – 9:00 AM
Registration, Breakfast & Opportunity to Visit Manager Bungalows

Sponsored by Concise Media

Volatility 101 Breakfast Session
An educational session on options designed for beginners. This will take place in the Auditorium.
Morning 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
9:20 – 10:10 AM
Panel 1: Navigating Across Diverse Terrains
2013: New norm or outlier?
Panelists: Moderator:
  • Paul Stephens Head of Institutional and International Marketing,  Chicago Board Options Exchange
10:10 – 10:40 AM
Rest Stop!
Coffee Break & Opportunity to Visit Manager Bungalows

Sponsored by ICAP

10:40 – 11:20 AM
Panel 2: A View from Street Economists
What will drive volatility in 2014?
  • Julia Coronado Chief Economist – North America,  BNP Paribas
  • Barry Knapp Managing Director, Head of US Equity Strategy,  Barclays
  • Jari Stehn Senior Economist in the US Economics Research Group,  Goldman Sachs
  • Scott Nations Co-founder, President and Chief Investment Officer,  NationsShares
12:20 – 1:20 PM
Time to Refuel!
Lunch Break

Sponsored by Macro Risk Advisors

Afternoon Session

Master of Ceremonies:
  • Chris Lane Global Head of Investor Capital Services, Head of Hedge Fund Relationship Management,  BNP Paribas
1:20 – 2:05 PM
Panel 3: Volatility signals - fact or fiction?
Should you time an investment in volatility? If so, is now a good time to do so?
  • David Dredge Co-Chief Investment Officer of the Fortress Convex Strategies Group, member of the Fortress Liquid Markets Risk Committee,  Fortress Convex Strategies Group
  • John-Mark Piampiano Portfolio Manager, Global Volatility,  Pine River Capital Management
  • Ayman Hindy Partner of Capula Investment Management LLP, Senior Portfolio Manager,  Capula Investment Management
  • Daniel Stone Principal & Portfolio Manager,  Ionic Capital Management
  • Tony Pasquariello Responsible for Hedge Fund Sales in US Equity Derivatives, Managing Director, Partner,  Goldman Sachs
2:50 – 3:20 PM
Rest Stop!
Coffee Break & Opportunity to Visit Manager Bungalows

Sponsored by ISE & Eurex Exchange

3:20 – 4:10 PM
Panel 4: Alternate Routes
Can volatility strategies add meaningful portfolio diversification?
  • Kevin Goldstein Director of Portfolio Strategy,  Stanford Management Company
  • Adam Levine Chief Strategist,  Texas Treasury Safekeeping Trust Company
  • Sanjay Tikku Senior Advisor,  KAUST Investment Management Company
  • Matthew Werner Director of Public Investments,  University of Richmond (Spider Management Company)
  • Philippe Combescot Managing Director, Head of Structuring & Strategy for Equity Derivatives,  BNP Paribas
4:10 – 5:00 PM
Panel 5: 2014 & Beyond: What are your views on volatility strategies?
External allocation versus internal allocation: What’s the right answer?
  • Derek Drummond Senior Analyst, Member of the Analytics and Funds Management Team,  State of Wisconsin Investment Board
  • David Finstad Director, Hedge Fund Management,  Ontario Municipal Employees Retirement System
  • Eric Nierenberg, Ph.D. Senior Investment Officer, Director of Hedge Funds & Low Volatility Strategies,  MassPRIM
  • Marc-André Soublière Senior Vice President of Fixed Income and Derivatives,  Trans-Canada Capital
  • Wai Lee Managing Director, Chief Investment Officer, Director of Research for the Quantitative Investment Group,  Neuberger Berman
5:00 – 6:00 PM
You have arrived at your final destination!
Cocktail Reception

Sponsored by Tradition