GLOBAL VOLATILITY SUMMIT X
March 13th, 2019

ABOUT

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.

Agenda

Morning session

Master of Ceremonies
7:45AM - 8:30AM
Registration and Breakfast
8:30AM - 8:45AM
Opening Remarks
8:45AM - 9:45AM
Panel 1: The 2019 Volatility Forecast: Review of the 2018 Volatility Highlights and Predictions for This Year
Volatility Hedge Fund Manager Panelists:
  • Benjamin Clerget Managing Partner and Chief Investment Officer of the BTG Pactual Global Derivatives Opportunities Fund,  BTG Pactual
  • Tobias Hekster Co-Chief Investment Officer,  True Partner Capital
  • Chris Rodarte Portfolio Manager,  Pine River Capital Management
  • Pierre de Saab Partner and Head of Asset Management,  Dominicé & Co
Moderator
  • Dr. Apostolos Katsaris Head of Dynamic Beta and Senior Analyst for Volatility Arbitrage, Tail Risk, and Stat Arb Hedge Funds,  Albourne Partners
9:45AM - 10:45AM
Panel 2: Pockets of Sunshine: Best Trade Ideas & Interesting Hedges
Volatility Hedge Fund Manager Panelists: Moderator
10:45AM – 11:15AM
Coffee Break and Manager Bungalow Sessions
Sponsored by Tradeweb
11:15AM – 12:15PM
Panel 3: Weathering the Storm
Institutional Investors in Search of Non-Correlated Returns and Ways to Hedge an Investor’s Portfolio
  • Nicolas Dang Manager, Absolute Return,  CN Investment Division
  • Jason Josephiac Associate Director and Senior Investment Analyst,  United Technologies' Pension Plan
  • Ross Kasarda Director of Risk Management and Risk-Based Investment Strategies,  Virginia Retirement System
  • Peter Lee Investment Manager,  YMCA Retirement Fund
Moderator
12:15PM – 1:15PM
Breath of Fresh Air: Lunch

Afternoon session

1:15PM – 2:15PM
Panel 4: Tornado Warning! All Advised to Take Shelter: A Discussion Around Tail Hedging
Volatility Hedge Fund Manager Panelists: Panel Moderator
  • Andrew Scott Managing Director and Head of Flow Strategy & Solutions,  Société Générale
2:15PM – 3:00PM
Keynote Speaker: Alex Honnold, Professional Rock Climber featured in the 2019 Oscar-winning documentary, "Free Solo"
The Triumph of Human Physical and Mental Strength
  • Alex Honnold Professional Adventure Rock Climber, featured in the Oscar-winning documentary, Free Solo
3:00PM – 3:30PM
Coffee Break and Manager Bungalow Sessions
3:30PM – 4:15PM
Panel 5: Systematic Strategies Doppler Radar
Global Macro, Quant and Volatility Hedge Fund Manager Panelists: Panel Moderator
4:15PM – 5:15PM
Stampede of Storms: Three High-Profile Political Experts from Washington DC Discuss US Politics
Moderator
  • Eric Render Senior Vice President of Neuberger Berman and Member of the Dyal Business Services Platform,  Dyal Capital Partners
5:15PM
Defrost with a Cocktail!

Sponsored by Dyal Capital Partners