Event Profile

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Left for dead, volatility is back! The tranquil markets of 2017 seemed unshakeable until last month when volatility came roaring back from all-time lows. Please join us for an insightful discussion in which moderator John O’Keeffe (CAIA Australia Chapter Executive) will invite Dan Stone, co-founder and Portfolio Manager of Ionic Capital Management, to pull back the curtain on this obscure corner of the market. Concepts like skew, term structure and forward starting volatility will be demystified by the experts.

Presenter:
Daniel Stone, Co-Founder, Ionic Capital Management

 

Daniel Stone is one of the co-founders of Ionic, where he focuses on managing the firm’s interest rate, currencies and credit strategies for the Volatility Funds. He has 20 years of experience managing relative value arbitrage and long volatility strategies across multiple asset classes. Mr. Stone was formerly a Managing Director and Portfolio Manager in the US and European Volatility and Credit Arbitrage Group at Highbridge Capital Management. He joined Highbridge in 1996 where he traded convertible bonds and equity, interest rate and credit derivatives. Mr. Stone earned an AB in Economics magna cum laude from Harvard College.

 

Moderator:
John O'Keeffe, CAIA, Head of Boutique Strategy & Business Management, Fidante Partners, CAIA Australia Chapter Executive

John O'Keeffe is the Head of Boutique Strategy & Business Management at Fidante Partners where he is responsible for researching and advising on the acquisition of minority equity stakes in boutique asset managers. Prior to Fidante Partners, John spent over 8 years at the Future Fund, Australia's sovereign wealth fund where he was a Manager in the Debt & Alternatives team which is responsible for all credit and hedge fund allocations.

 

A light lunch will be provided.