The European Buyside Volatility Forum
Listen to the latest developments in European and global cross-asset volatility strategies from the leading sellside, exchange and portfolio management officials at the European Buyside Volatility Forum on July 3, 2017 at The Lansdowne Club in London. Speakers include BTG Pactual’s Benjamin Clerget, Pine River’s Chris Rodarte, BlueMountain’s Sarah Dahan, Eurex’ Megan Morgan, Exane’s Guillaume Tiberghien and BNP Paribas’ Antoine Porcheret. The agenda for the afternoon buyside-only event can be found below. This event is exclusively for buysiders and complimentary - but seat numbers are limited. Buysiders can register here.
Previous Private Events
In March 2017, portfolio managers learned about the latest developments in macro and cross-asset derivative strategies from the leading sellside and buyside participants in Asia Pacific.
5.00pm Introduction
Peter Thompson, EQDerivatives
5.10-5.50pm The Gamma Landscape In Japan
Michael Sloyer, Goldman Sachs
Neal Sarwal, Goldman Sachs
5.50-7.00pm Buysider Panel Discussion
El Mehdi Benhmade, Capula Investment Management
Liam Stevenson, CITIC Securities
Paul Johnson, Goldman Sachs
7.00-8.00pm Networking Reception
In December 2016, EQDerivatives held its first Bay Area private gathering. The event drew the best minds in portfolio management, research, trading and asset allocation to the University Club to air the latest strategies and thinking in the equity and cross-asset volatility space.
Agenda
2.30pm - Introduction
Peter Thompson, EQDerivatives
2.35-2.50pm - CME Product Update
Tim McCourt, CME Group
2.50-3.35pm - Current Market Trends & Dislocations
Krag "Buzz" Gregory, Goldman Sachs
Moran Forman, Goldman Sachs
3.35-4.30pm - Buyside Panel Discussion
Will Bartlett, managing member, Parallax Volatility Advisors
Brandon Bates, portfolio manager, BlackRock
Jason Goldberg, executive v.p. & portfolio manager, PIMCO
Ken Kwalik, managing director, Harvest Volatility Management
Joe Butler, X-FA
Moderator: Tim McCourt
4.30-5.30pm: Networking Reception
In late June, EQDerivatives and co-hosts Eurex, Susquehanna International Group and Societe Generale drew together top portfolio managers and asset allocators for a detailed dive on global volatility strategies in the wake of the Brexit vote.
Agenda
4:00pm Introduction
Peter Thompson, EQDerivatives
4:05pm Eurex Volatility Product Update
Megan Morgan, Eurex
4:20pm European Cross-Asset Vol Perspectives
Kokou Agbo-Bloua, Société Générale
5:00pm Cross-Asset Portfolio Manager Panel
Yohann Freoa, BlueCrest Capital Management
Chris Rodarte, Pine River Capital Management
Benjamin Clerget, BTG Pactual,
Jamie Cassidy, Susquehanna International Group
6:00pm Networking Reception
In February, EQDerivatives and the Singapore Exchange hosted portfolio managers and asset allocators at the Lansdowne Club in Mayfair London for a strategy forum on derivatives accessing Asia Pacific.
Agenda
4:15pm Introduction
Michael Syn, Singapore Exchange
4:30pm APAC Markets Presentation
Guillaume Derville, BNP Paribas
Patrice Rageau, BNP Paribas
5:15pm Volatility Portfolio Manager Panel
Sarah Dahan, BlueMountain Capital Management
Chris Rodarte, Pine River Capital Management
Lea Vibeke Nielsen, PKA
Neale Jackson, 36 South
Michael Syn, Singapore Exchange
Moderator: Rob McGlinchey, EQDerivatives
6:00pm: Networking Reception