GLOBAL VOLATILITY SUMMIT IV
March 14th, 2018

About

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.

Agenda

Morning session

Master of Ceremonies
  • Talbot Stark Global Head of Institutional Sales, Global Markets,  BNP Paribas
8:00AM – 8:45AM
Get Your Tickets: Registration and Breakfast
8:45AM – 9:15AM
The Carnival is in Town! Opening Remarks
9:15AM – 10:15AM
Fortune Teller – Tarot Cards Read: What Will 2018 Bring to the Markets?
Volatility Hedge Fund Manager Panelists Moderator
  • Chris Moore Senior Vice President and Chief Investment Officer,  Summit Strategies Group
10:15AM – 11:00AM
Dart Game: Who Will Target the Best Trade Idea?
Volatility Hedge Fund Manager Panelists Moderator
  • Andrew Scott Managing Director and Head of Flow Strategy & Solutions,  Société Générale
11:00AM – 11:30AM
Coffee Break and Manager Bungalow Sessions

Sponsored by Optiver

11:30AM – 12:15PM
Carousel of Strategies: Discuss How Volatility Impacts Macro and Quant Investing and the Risks Involved
Macro and Quant Hedge Fund Manager and Institutional Investor Panelists Moderator
  • Alex Da Costa Managing Director - Hedge Fund Advisory,  Pavilion Alternatives Group

Afternoon session

12:15PM – 1:15PM
Have Lunch Under the Big Top
1:15PM – 2:15PM
Tilt-A-Whirl: Where to Source the Most Interesting Long Volatility and Tail Hedge Strategies and Ideas
Hedge Fund Manager Panelists Moderator
  • Mandy Xu US Equity Derivatives Strategist,  Credit Suisse
2:15PM – 3:00PM
Keynote Speaker: An Afternoon Discussion with Lance Armstrong Moderated by Ryan Holiday
Keynote Speaker Moderator
3:00PM – 3:30PM
Coffee Break and Manager Bungalow Sessions
3:30PM – 4:45PM
Strongman at the Carnival: A Think Tank Involving Three of the Strongest Minds to Discuss Markets, US Politics, and East Asia
Brookings Institute Fellow
  • Ryan Hass David M. Rubenstein Fellow - Foreign Policy, Center for East Asia Policy Studies, John L. Thornton China Center,  Brookings Institution
Industry Expert
  • Marko Kolanovic Global Head of Macro Quantitative and Derivatives Strategy,  J.P. Morgan
Industry Expert
4:45PM – 5:45PM
Keynote Speaker: Underwater Astonishments with David Gallo
Keynote Speaker
5:45PM
You've Earned a Snow Cone!
Cocktail Reception

Sponsored by Dyal Capital Partners