The Return of Volatility

Tuesday, March 12 | 8:00 AM - 11:30 AM

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Overview

The speakers will explore different investment strategies to benefit in times of jumps in volatility or the lack thereof. The speakers/panelists will have the experience to share from running these strategies in the past and how they think they may be employed in the future.

Agenda

8:00 AM | REGISTRATION & BREAKFAST


8:30 AM | OPENING REMARKS

Kris Thiessen, CFA, CAIA, EA, Founder & Managing Partner, Helix Management


8:33 AM | PRESENTATION SPEAKER

Introduced by Kris Thiessen, CFA, CAIA, EA

Nancy Davis, Managing Partner, Chief Investment Officer, Quadratic Capital Management


8:55 AM | PRESENTATION SPEAKER

Introduced by Mathias Strohfeldt, CFA

Nitin Saksena, Managing Director, US Equity Derivatives Research


9:20 AM | PRESENTATION SPEAKER

Introduced by Mathias Strohfeldt, CFA

Mandy Xu, CFA, Chief Equity Derivatives Strategist, Credit Suisse


9:45 AM | COFFEE BREAK


10:00 AM | PRESENTATION SPEAKER

Introduced by Todd Eklund, CFA

Taylor Lukof, Founder/ CEO & Fund Manager, ABR Dynamic Funds, LLC.


10:20 AM | PANEL DISCUSSION: THE RETURN OF VOLATILITY

Introduced by Kris Thiessen, CFA, CAIA, EA

Moderator

Hema Parmar, Investing Reporter, Bloomberg News


Panelists

Taylor Lukof, Founder/ CEO & Fund Manager, ABR Dynamic Funds, LLC.

Nitin Saksena, Managing Director, US Equity Derivatives Research

Mandy Xu, CFA, Chief Equity Derivatives Strategist, Credit Suisse


11:00 AM |  CLOSING REMARKS

Mathias Strohfeldt, CFA, Senior Research Analyst/ PM, Oppenheimer Funds


NETWORKING & CATERED RECEPTION

Additional Details

Learning Outcomes

  • Understand the basics of investing in volatility strategies
  • Understand the main differences between various branches of volatility investment strategies
  • Understand when best to employ those strategies
  • Understand what volatility regime we may face for the next 1-2 years

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