The EQDerivatives Volatility & Risk Premia Awards 2018

Nominations are now open for next year’s premier volatility and risk premia awards. The categories will focus on buyside institutional and hedge fund performance over 2017 and will also cast an eye on alternative avenues of risk premia and volatility exposure, such as overlays, mutual funds and UITs. Contact the EQD management team for further information or to make your nominations, which close in November.

Nominations should be between 50-125 words and detail the firm/person, a contact and reasons for the nomination. All nominations are kept in the highest confidentiality and will not be used for any other purpose than for this awards process only. A copy of the awards methodology can be found here

EQDerivatives will present the Awards at a New York gala ceremony in March 2018 (Venue TBC). At the event, the latest inductees in to the Volatility Investing Hall of Fame will also be honored. Past inductees include Sarah Dahan at BlueMountain, Roni Israelov at AQR Capital Management, Stephen Crewe at Fulcrum Asset, Joe Aiken at Malachite Capital and Jon Loflin at Mariner Coria.

Awards Categories

  • Outstanding Contribution Award

Awarded to those that have shown a career-long dedication to the equity volatility markets

  • Institutional Volatility Manager Of The Year

The winner will have shown a level of sophistication in the volatility markets over the last 12 months above its peers, standing out from the pack either through performance or a growing level of capability

  • Institutional Risk Premia Manager Of The Year

Whether executing internally or externally, the winner will be a leader in the understanding and use of risk premia strategies across styles and asset classes

  • North American Corporate Pension Fund Manager Of The Year

This award will take a more holistic look at the pension’s capabilities and how they have evolved and grown more comfortable with derivatives-based investment approaches

  • U.S. State/Public Pension Fund Manager Of The Year

Similar to the previous award, but with a focus solely on state-backed funds

  • Canadian Pension Fund Manager Of The Year

Being more sophisticated, competition north of the border will be tough, as funds will be judged to a higher standard of sophisticated derivatives and options use

  • Insurance Risk Management Team Of The Year

Insurance firms have faced challenging markets of late, thanks to depressed interest rates. This award will look at those firms that have risen to the challenge and managed there liabilities with limited hedge budgets

  • Annuity Innovator Of The Year

The winner will be the standout innovator in the fixed index annuity market; the one firm able to push the envelope in the face of an ever confusing regulatory environment

  • Overlay Provider Of The Year

This winner will be judged on AUM growth, innovative overlay structure and client satisfaction

  • Short Vol Fund Manager Of The Year

Short vol is a booming area of investment, thanks in large part to institutional appetite for yield generation. This award will look at those funds with not only the best returns, but also the highest level of safety and delta hedging techniques

  • Long Vol Fund Manager Of The Year

Long vol is one thing, but not everyone can do it without bleeding capital over long periods of persistently low volatility. This award will look at those funds that have shown the ability to offer persistent protection at sensible levels

  • Relative Value Volatility Manager Of The Year

The winner here will consistent returns, AUM growth and the ability to prove they have the most creative, intelligent ideas to find those returns and justify those allocations

  • Fund Launch Of The Year

The successful fund will be the one that is the most unique; attracting decent sized allocations, but also providing the most useful solution for investors

  • Volatility Risk Premia Fund Of The Year

The successful fund will be able to show consistent returns, consistent AUM growth, and the smartest most sophisticated strategy

  • UCITS Risk Premia Fund Of The Year

Similar to the pervious award, but with a focus on those European funds with UCITS compliance

  • Multi-Asset Risk Premia Fund Of The Year

This fund will have a broader remit, covering all asset classes and risk premia styles

  • Risk Premia Customized Solutions Provider Of The Year

This category deals specifically with those firms operating outside the traditional avenues of investment, such as firms using innovative wrappers like UIT structures, mutual funds or ETFs to give investor exposure to risk premia

  • Research Paper Of The Year – Volatility

The winner of this award will have produced the most innovative research paper of 2017, detailing an area of the volatility market that might have been the least understood, or detailing an as yet researched idea or trend

  • Research Paper Of The Year – Alternative Risk Premia

Similar to the above award, but with a focus on the risk premia markets

  • Global Alternative Manager Of The Year

The premier hedge fund award, the winner will be the hands down best performing fund on all metrics, including performance, AUM growth, client satisfaction and innovative strategy 

The Volatility Investing Hall Of Fame

The EQDerivatives Volatility Investing Hall Of Fame recognizes those individuals that have led the line in volatility thought leadership. Consideration for next year's inductees is now underway. Contact the editorial team for your nominations now. 

Volatility Investing Hall Of Fame's 2017 inductees

  • Antoine Lours, BNP Paribas 
  • Hamilton Reiner, JPM Asset Management 
  • Olivier Blaise, Societe Generale
  • Jason Goldberg, PIMCO 
  • Joe Aiken, Malachite Capital Management 
  • Stephen Crewe, Fulcrum Asset 
  • Jon Loflin, Mariner Investment Group 
  • Krag (Buzz) Gregory, Goldman Sachs 
  • Mark Chen, Citigroup 
  • Gabriel Manceau, Morgan Stanley 
  • Michael Nelskyla, UBS 
  • Ramon Verastegui, Société Générale 
  • Roni Israelov, AQR Capital Management 
  • Vishnu Kurella, Caxton Associates 
  • Samuel Rosenberg, Natixis 
  • Sarah Dahan, BlueMountain Capital 
  • Spencer Cross, Deutsche Bank 
  • Barry Seeman, AEGON 
  • Johnny Wu, Barclays

To View Hall Of Fame Inductees, click here

EQDerivatives Awards 2017