Listen to the latest in volatility research and trading strategies from a leading roster of buy- and sell-side officials. Presentations and a panel discussion followed by drinks and hors d’oeuvres. These events are exclusively for buysiders, please contact Laura Lalinde for more information or to request an invitation.

Agenda:

2:00 pm – Registration

2:30 pm – Welcome

Elinor Comlay, global managing editor, EQDerivatives

2:35 pm – Introduction

Paul Beck, executive director, equity and index sales, Eurex

2:50 pm – Low Volatility, High Fragility And The Disappearance Of Active Alpha…Is This The New Normal?

Benjamin Bowler, global head of equity derivatives research, Bank of America Merrill Lynch

3:30 pm – Panel Discussion: Past Alternative Risk Premia Are No Guarantee Of Future Alternative Risk Premia

Panelists:

Justin Barton, chief investment officer, UCLA Investment Company
Yung-Shin Kung, head and chief investment officer for quantitative investment strategies, Credit Suisse Asset Management
Judy Posnikoff, head of risk management and chief compliance officer, Martlet Asset Management
Neil Rue, managing principal, Meketa Investment Group

Moderator:

Hadrien Moulinier, structured equity solutions sales, Bank of America Merrill Lynch

4:20 pm – Reception

5:30 pm – Event Concludes

Please contact Laura Lalinde for more information or to request an invitation.