Alternative Investments, Value Investing

The Return of Volatility

March 12, 2019 | 8:00 AM - 11:30 AM

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Overview

The speakers will explore different investment strategies to benefit in times of jumps in volatility or the lack thereof. The speakers/panelists will have the experience to share from running these strategies in the past and how they think they may be employed in the future.

Agenda

8:00 AM | REGISTRATION & BREAKFAST

8:30 AM | OPENING REMARKS

Kris Thiessen, CFA, CAIA, EA, Founder & Managing Partner, Helix Management

8:33 AM | PRESENTATION SPEAKER

Introduced by Kris Thiessen, CFA, CAIA, EA

Nancy Davis, Managing Partner, Chief Investment Officer, Quadratic Capital Management

8:55 AM | PRESENTATION SPEAKER

Introduced by Mathias Strohfeldt, CFA

Nitin Saksena, Managing Director, US Equity Derivatives Research

9:20 AM | PRESENTATION SPEAKER

Introduced by Mathias Strohfeldt, CFA

Mandy Xu, CFA, Chief Equity Derivatives Strategist, Credit Suisse

9:45 AM | COFFEE BREAK

10:00 AM | PRESENTATION SPEAKER

Introduced by Todd Eklund, CFA

Taylor Lukof, Founder/ CEO & Fund Manager, ABR Dynamic Funds, LLC.

10:20 AM | PANEL DISCUSSION: THE RETURN OF VOLATILITY

Introduced by Kris Thiessen, CFA, CAIA, EA

Moderator

Hema Parmar, Investing Reporter, Bloomberg News

Panelists

Taylor Lukof, Founder/ CEO & Fund Manager, ABR Dynamic Funds, LLC.

Nitin Saksena, Managing Director, US Equity Derivatives Research

Mandy Xu, CFA, Chief Equity Derivatives Strategist, Credit Suisse

11:00 AM |  CLOSING REMARKS

Mathias Strohfeldt, CFA, Senior Research Analyst/ PM, Oppenheimer Funds

NETWORKING & CATERED RECEPTION

Additional Details

Learning Outcomes

  • Understand the basics of investing in volatility strategies
  • Understand the main differences between various branches of volatility investment strategies
  • Understand when best to employ those strategies
  • Understand what volatility regime we may face for the next 1-2 years

Sponsored By

Sponsorship Overview

For over 80 years, CFA Society New York—formerly known as New York Society of Security Analysts (NYSSA)—has been a leading forum for the exchange of information among investment professionals. Our mission is to raise standards of practice in the industry for the ultimate benefit of society. Towards that goal, CFA Society New York content is curated by volunteer practitioner interest groups that strive to shape the future of the industry. A bold line exists between the financial support by organizations to maintain the quality of our programming and the selection of speakers who contribute to dialogue in our community. To that end, a ceaseless commitment to transparency is something we consider foundational to our cause.

Please be advised of the following information related to Society sponsorship and support:

Through financial support and other means of in-kind support, each event sponsor, event partner, event co-host and organizational partner of CFA Society New York plays a valuable role in the furtherance of the range of forward-thinking initiatives that underpin the Society’s values, and toward our mission to deliver Society content and programming of the highest quality and standard.

CFA Society New York thanks all of its sponsors, event-related affiliates and organizational partners for helping us continue to shape the conversation of the investment community.

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Inclement weather

CFANY reserves the right to cancel or reschedule all in-person events within 48 hours when inclement weather has been forecasted and travel is restricted by city officials.  The program may also be produced solely via livestream in such circumstances.  Please note the cancellation policy regarding refunds and substitutions.

Refunds, Cancellations, and Substitutions

  • 72 HOURS ADVANCED NOTICE OR MORE:
    • Full refund issued
  • WITHIN 48 HOURS OR AFTER EVENT HAS STARTED:
    • No refund

All requests for cancellation or refunds must be sent to cfanyevents@cfany.org.

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CFA Society New York, Inc. (“CFA NY”) is not a Registered Investment Advisor, Broker/Dealer, Financial Analyst, Financial Bank, Securities Broker, or Financial Planner. While CFA NY seeks to present accurate and reliable information, CFA Society New York does not endorse, approve, or certify such information, nor does it warrant or guarantee the accuracy, completeness, efficacy, timeliness, or fitness of such information for any particular purpose. Information presented may or may not be current as of the date of the presentation, and CFA Society New York has no duty to update and maintain the information, reports, or statements made during events.

The information presented is provided for information purposes only, and is not intended to be and does not constitute financial advice, investment advice, trading advice, or any other advice, is general in nature, and is not specific to you.

None of the information presented is intended as an offer or solicitation of an offer to buy or sell, or as a recommendation, endorsement, or sponsorship of any security, company, or fund.