Christopher R. Cole, CFA, is the founder of Artemis Capital Management LP and the CIO of the Artemis Vega Fund LP. Mr. Cole’s core focus is systematic, quantitative, and behavioral based trading of volatility and derivatives. His decision to form a fund came after achieving significant proprietary returns during the 2008 financial crash trading volatility futures and options (verified by independent auditor). Cole’s volatility research is highly influential in derivative and macro trading circles and widely quoted by the financial press. His 2012 research paper entitled, “Volatility at World’s End” argued the equity options market was mis-pricing and hedging the wrong tail (left as opposed to right). The paper was credited with re-pricing long-dated volatility, and named one of the best macro-economic thought pieces of the last decade. Mr. Cole is a frequent speaker at industry conferences and in the media. He previously worked in capital markets at Merrill Lynch and structured over $10 billion in derivatives and debt transactions.
Niels Kaastrup-Larsen is Managing Director of DUNN Capital (Europe). DUNN Capital (Europe) is a Swiss entity with which DUNN Capital Management has an exclusive consulting agreement to perform business development for DUNN’s programs in Europe and Asia. Mr. Kaastrup-Larsen has been in the managed futures business since 1990, holding management positions at several leading CTAs, two of which he co-founded. Mr. Kaastrup-Larsen is the founder and host of the world’s leading podcast within the Quant & CTA community, www.toptradersunplugged.com as well as the host of CME Group’s podcast on Managed Futures.