Global EQD 2018: Register To Tap Into The Latest Vol & ARP Trends, Strategies

Global EQD 2018 is now open for registration. This year’s gathering on May 23-24 at the Wynn Las Vegas will be the fourth convening of the go-to event for allocators and portfolio managers exploring volatility and alternative risk premia. Ben Hunt, chief investment strategist at Salient Partners and the author of Epsilon Theory, will return as the keynote speaker. More speakers will be announced next week, with the full agenda available March 12. An early bird registration rate is available on http://www.123formbuilder.com/form-2463036/Global-EQD-2018. To book discounted accommodation at The Wynn, head to https://aws.passkey.com/event/49601909/owner/18530/home. For event updates, visit www.eqderivatives.com/global-eqd. Asset allocators are asked to contact Dennis Kesolitz for exclusive rates: kesolitz@eqderivatives.com. Day 1 will focus on cross-asset volatility, via a range of panel and presentation sessions. One portfolio manager panel will focus on dissecting the volatility spike in early February – VIX ETPs, risk parity, vol control and whether the VIX spike was simply a warm up act before the disorderly unwind of the global short vol trade. Another portfolio manager session will look deeper at the current volatility market and cross-asset parameters, opportunities in long, short and RV volatility strategies and the outlook for global markets during the rest of 2018. Interspersed with presentations covering the latest dislocations and trends in global volatility markets, Day 1 aims to give attendees the deepest insights possible in to the latest drivers of cross-asset volatility, trading opportunities and new products coming to the market. Day 2 targets Alternative Risk Premia. It'll feature the top hedge funds, asset managers and asset owners active in alternative risk premia strategies across premia and asset classes. Highlights in previous years have included how to assess the alternative beta being delivered alongside alpha by hedge fund managers, the mechanics of cross-asset carry and backtesting: is it more art than science? This year our speakers will aim to continue to deliver thought-leadership presentations catered to institutional investors active in alternative risk premia.