Calderini is responsible for the management and oversight of the discretionary and systematic trading businesses at GCM, among other things. (“GCM”), an alternative investment firm with approximately $17 billion in AUM as of August 1, 2021. Calderini is the President and Chief Investment Officer of Graham Capital Management, L.P. He is also a former member of the New York City Bar Association’s Committee on Futures and Derivatives Regulation and its CPO/CTA subcommittee. JP is involved in community, civic and charitable activities that include membership in the Alternative Investment Management Association (AIMA) Commodity Futures Trading Commission (CFTC) working group, the Managed Funds Association CTA/CPO forum and the Connecticut Hedge Fund Association.
With a team of over 100 lawyers, the practice is distinguished by the resources that it dedicates to representing quantitative fund managers, the high-profile nature of its engagements and the number of industry-leading managers that it represents. JP brings over 25 years of experience representing leading quantitative fund managers in a practice that, in multiple industry surveys, is consistently hailed as a leader. JP advises clients with respect to a broad variety of investing activity, including: In 2019 she has joined the board of the SBAI – the Standards Board of Alternative Investments. In addition, Leda has served as an advisor to the board of the pension fund of the CERN in Geneva and on the advisory board of the London School of Economics’ Systemic Risk Centre. She holds a PhD in Engineering from Imperial College London, where she worked as a lecturer and led research projects for over three years prior to joining J.P. Her past experience includes modelling of interest rate exotics, FX/interest rate hybrid instruments and equity derivatives.
Morgan as a Quantitative Analyst in the derivatives research team. Prior to Cygnifi, Leda spent nearly seven years at J.P. At Cygnifi she was part of the management team and was head of its Valuation Service. Prior to BlueCrest Leda was part of Cygnifi Derivatives Services (a J.P. Systematica was formed in January 2015 as a spin-off of BlueCrest Capital, where Leda was President and Head of Systematic Trading for 14 years since 2001. Leda acts as CEO of Systematica Investments, an institutional hedge fund manager with approximately $13.2 billion in assets under management and offices in London, Geneva, New York, Singapore, Shanghai and Jersey. 95įORWARD STARTING PRODUCTS AND VOLATILITY INDICES. Variable annuity hedging lifts long-term vol. Overpricing of vol is partly an illusion. Suited to equity investors, while later chapters are aimed at hedge funds and proprietary trading desks.Ĭlick on section title below to navigate PageĮXECUTIVE SUMMARY. Order to allow easy navigation, we have combined the sections into seven chapters (plus Appendix) thatĪre likely to appeal to different parts of the equity derivatives client base. While there are many different aspects to volatility trading, not all of them are suitable for all investors. Trading Volatility, Correlation, Term Structure and Skew In accordance with NASD Rule 2711, limited disclosures can be found on the back cover. US recipients should note that this research was produced by a non-member affiliate of SIS and, US investors’ enquiries should be directed to Santander Investment Securities Inc. In future newsletters please send us an email. If you have any topics you would like to see the managers address Which we believe you will find to be informative. Volatility trading strategies co‐authored by Colin Bennett and As a result, we are sharing a comprehensive piece on You requested more fundamental knowledge on volatility trading Speakers each year. Following the summit in February, a number of Managers, investors, and industry experts. We rely on the feedbackĪnd guidance of our investors to shape the event and line‐up of
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How to identify the right managers for primary goal of the GVS is to educate the investmentĬommunity about volatility and how it can help investors attain Implement a tail hedge, with an informativeĭiscussion on implementation of a tail hedge and To his 2012 GVS talk about the decision to Special Guest Speaker. Mike Edleson followed up Using technology to innovate the way education is Schoolhouse gave an insightful presentation on
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