Volatility Investing: Portfolio Managers Talk Trading Volatility And Illiquidity

Brandon Berry, vice president of equity and index derivatives at Eurex, led a panel of portfolio managers who discussed the impact of alternative risk premia on volatility and issues surrounding liquidity. The panelists included Will Bartlett, CEO at Parallax Volatility Advisors, Chris Rodarte, portfolio manager at Pine River Capital, Pierre de Saab, partner at Dominice, Daniel Stone, principal and portfolio manager at Ionic Capital Management and Susanna Wallis, investment manager at GAM.