2018 Agenda coming soon! for reference see the 2017 agenda below.
Cboe RMC Asia 2017 was held Tuesday, December 5 through Wednesday, December 6, 2017. The upcoming event will be Monday, Dec 3 and Tuesday, Dec. 4, 2018. For planning purposes, the schedule will be the same as 2017, however topics and speakers will be new and focused on current interests and concerns. Don't Miss It!
Previous DayNext Day11:30am – 12:30pm
Registration, Light Buffet Lunch and Networking
- Grand Ballroom Foyer, Lower Level
12:30 – 1:45pm
Options/Volatility Fundamentals Part One: Synthetic Option Strategies
- There’s more
than one way to get long or short
- Arbitrage
relationships
- Use of option
risk measures (the “Greeks”)
- What are
professional options market makers thinking
Sheldon Natenberg, Former Co-Director of
Education, Chicago Trading Company and Author of "Option Volatility &
Pricing"
Timothy Weithers, Former Co-Director of Education, Chicago
Trading Company
1:45 – 2:00pm
Coffee Break
2:00 – 3:15pm
Options/Volatility Fundamentals Part Two: Volatility Trading
- Interpreting
volatility data
- Volatility
characteristics
- The role of
volatility in strategy selection
- Volatility in the
real world
Sheldon Natenberg, Former Co-Director of Education, Chicago Trading Company and Author of "Option Volatility & Pricing"
Timothy Weithers, Former Co-Director of Education, Chicago Trading Company
3:15 – 3:30pm
Coffee Break
3:30 – 4:45pm
Options/Volatility Fundamentals Part Three: Using VIX Futures and Options to Trade Volatility
- Traditional
approaches to trading volatility
- VIX methodology
- Buying and selling
VIX products
- The term structure of
volatility and volatility of volatility
Sheldon Natenberg, Former Co-Director of Education, Chicago Trading Company and Author of "Option Volatility & Pricing"
Timothy Weithers, Former Co-Director of Education, Chicago Trading Company
5:00 – 8:00pm
Welcome Reception: Cocktails and Dinner
8:30 – 9:00am
Welcome and Cboe Update
Edward Tilly, Chairman
and Chief Executive Officer, Cboe Global Markets
9:00 – 10:00am
Keynote Speech: After the Deluge: Deleveraging and the Challenge of Cleaning up China's Debt
Dinny McMahon, Fellow
at The Paulson Institute and Author of, 'China's Great Wall of Debt: Shadow
Banks, Ghost Cities, Massive Loans, and the End of the Chinese Miracle'
10:00 – 10:30am
Coffee Break
10:30am – 11:30am
Interpreting Volatility-Related Indicators, and Determining Courses of Action
- Structural drivers of volatility-related
instruments
- Understanding signals from volatility, skew,
correlation, and vol-of-vol dynamics
- Determining which measures fit what investor
needs and market conditions
Mandy Xu, Chief Equity Derivatives Strategist, Credit
Suisse
11:30am – 1:00pm
Lunch and Networking
1:00 – 1:45pm
Case Studies in Institutional Portfolio Construction, and How Derivatives Help
- Comparisons
of Canadian pension models, the Yale endowment model and recent experiences
with the Employees’ Retirement System of the State of Hawaii
- What
are the problems that Institutional investors face, and how do problems vary by
Institution type?
- Solutions in the real world
Vijoy P. Chattergy, Founder & President, VMLH, LLC, former CIO, Employees’
Retirement System of the State of Hawaii
1:45 – 2:30pm
I Feel Safer Already - Using Options for Downside Protection
- Options protect - but can be costly to
implement and hold
- Are their effective alternatives? What are
the trade-offs on cost & protection
- Sizing, operational and liquidity considerations
of hedging strategies
Josh Lisser, Head
of Index Strategies, AllianceBernstein
2:30 – 3:00pm
Coffee Break
3:00 – 3:45pm
The Evolving Role of Macro Effects in Risk and Volatility
- From
“Risk on/ Risk off” to “Winners and Losers”
- The
dynamic evolution of market, sector, country and single stock risks as the
fiscal cycle turns
- Volatility
and correlation structures in U.S. sectors and benchmarks
- Country
versus Sector from risk and performance perspectives in European and Asian
markets
Tim
Edwards, Ph.D., Managing Director of Index Strategy, S&P Dow Jones Indices
3:45 – 4:45pm
Panel Discussion: The Future of Equity Derivative Markets
- How
market dynamics have changed this year
- Strategies
for navigating volatility
Moderator: Eric Frait, Senior Vice President,
Options Advancement and Strategy, Cboe Global Markets
Panelists:
Eddie Lau, Chief Investment Officer, Rongtong Global Investment
Bharat Sachanandani, Head
of APAC Flow Strategy & Solutions, Société Générale
Laurence Scofield, Fund Manager, MacroValue Investors Limited
End of Conference Sessions
Edward O. Thorp
Math Professor, Inventor, Best-Selling Author and Hedge Fund Manager
FEATURED SPONSORS
A special thank-you to our sponsors who have helped make this year's CBOE Risk Management Conference possible
