​Notes From Sydney: A Crisis Of Liquidity | Systematic ARP At The Asset Level

Last month, EQDerivatives held its inaugural Australia EQD conference at the Westin in Sydney. Over two days, delegates listened to a range of topics from the latest developments in volatility management following the recent uplift in implied equity volatility, to issues around alternative risk premia investing. The key takeaway from day one was the realization that the February selloff and subsequent uptick in equity volatility was more a crisis of liquidity than a repricing of equity risk, as the sellside took a step back from the market. Day two was a smorgasbord of ARP topics, with both sellside and buyside dissecting the market from their different perspectives. A selection of talking points and presentations from the conference is found below: