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Learn the latest trading and risk management strategies

AGENDA 

4th Annual RMC Asia
Monday, 3 December and  Tuesday, 4 December, 2018

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Located at
CONRAD Hong Kong

HOTEL RESERVATIONS

Learn. Engage. Connect.

Year after year, we try to make Cboe RMC a fruitful experience for every attendee, no matter the reason for attending. This year's program is no different in that we plan to foster a productive atmosphere where you can connect and engage with the industry's top leaders and gain actionable insight to unlock your organization's potential.

Cboe RMC Asia 2018 will run Monday, 3 December through Tuesday, 4 December 2018.


The schedule below is for planning purposes. The agenda and speakers will be posted here when confirmed. Check back for updates!

For reference, view the 2017 CBOE RMC U.S. Agenda or the 2016 CBOE RMC Europe Agenda.

Previous DayNext Day

11:30am – 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

  • Garden Café Terrace

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 & Determining Courses of Action

  • Understanding signals from skew, correlation, and vol-of-vol dynamics, especially in the context of Feb and Oct market moves
  • Determining which measures fit what investor needs and market conditions
  • How to structure trades based on these indicators
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

2018 Agenda (pdf)

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