The New York & Boston Volatility Events 2018

Listen to the latest research and strategies in volatility from a leading roster of buy- and sell-side officials on Nov. 12 at the Yale Club in New York or on Nov. 13 at The Langham in Boston. Full agenda details below. Drinks and hors d’oeuvres will follow the presentations and panel discussion. This event is exclusively for buysiders and complimentary. Buysiders can register here for the New York event and here for the Boston event.

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.


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.


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.


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

machineByte Agenda