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Through its annual global conference series and ongoing communications, Global Volatility Summit unites global hedge fund managers and industry leaders to educate institutional investors on the volatility and quantitative universe.

About GVS

Paul Britton, founder and Chief Executive Officer of Capstone Investment Advisors, LLC, conceptualized the Global Volatility Summit (“GVS”) over 10 years ago as institutional investors became increasingly focused on exploring the value add of options and volatility strategies to institutional investment portfolios. At the time, the institutional investor community did not have adequate access to information about the options markets and strategies implemented by volatility focused managers. In 2010, a few hedge fund managers along with a few senior experts in the industry united in New York City for a conference marking the inaugural Global Volatility Summit in New York. In 2017, GVS expanded across international borders and founded the first annual Global Volatility Summit in Tokyo (“GVS Tokyo”).

Today, the mission of educating institutional investors about volatility and quantitative strategies within a global institutional investment portfolio remains, and the event has grown in attendees,
as well as the scope of managers and strategies. The GVS New York event now hosts 16 hedge fund managers and 400 attendees at Chelsea Piers for an annual one-day conference. Among the attendees are global senior investment professionals from public and private pension funds, insurance companies, endowment and foundations, consultants and family offices, representing over $35 trillion1 in assets under management. Participating hedge fund managers, industry experts and practitioners discuss a variety of topics to help investors manage their own portfolios, employ interesting hedges or thoughtful trade ideas and understand the current market environment all through the lens of volatility. Investors also have the opportunity to network amongst peers to foster strategy discussions. In addition, each year the keynote speakers are thoughtfully selected to show how volatility plays a role outside of the financial markets including through the arenas of politics, business, sports, and leadership.

1Data pulled from Preqin. Represents attendees at the Virtual 2020 GVS

The GVS brings together volatility and tail hedge managers, institutional investors, thought-provoking speakers, and other industry experts to discuss the volatility markets and the roles volatility strategies can play in institutional investment portfolios. The GVS aims to keep investors updated on the volatility markets throughout the year, and educated on innovations within the space. Capstone Investment Advisors has provided the latest piece in the GVS newsletter series.

Harold de Boer

Managing Director, Head of R&D

Transtrend

Harold is the architect of Transtrend’s Diversified Trend Program, responsible for R&D, portfolio management and trading. Harold was born and raised on a dairy farm in Drenthe. And from a young age, he has been intrigued by linking mathematics to the real world around us.

He graduated in 1990 with a Master’s degree in Applied Mathematics from the University of Twente in the Netherlands. In the final phase of his studies, while working on the project that would later become Transtrend, he became fascinated by the concept of leptokurtosis — or ‘fat tails’ — in probability distributions, a topic which has inspired him throughout his career.  

Harold’s approach to markets is best described as a combination of a farmer’s common sense and mathematics, never losing sight of the underlying fundamentals.