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Save the date for the
4th Annual RMC Asia
Dec. 3 - Dec. 4, 2018

Located at
CONRAD Hong Kong

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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 2017 will run Tuesday, December 5 through Wednesday, December 6, 2017.


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 Strategies and Options-Based Strategy Benchmarks

  • A review of fundamental options strategies; covered calls, short puts, straddles and condors
  • A discussion of volatility risk premia
  • Empirical evidence on the performance of options-based benchmark indexes and the utility of such benchmarks for institutional investors
Matthew Moran, Vice President, Product Advancement, Global Derivatives, Cboe Global Markets
Matthew Moran Presentation                                                     
Russell Rhoads, Director, Product Advancement, Global Derivatives, Cboe Global Markets
Russell Rhoads Presentation         

1:45 – 2:00pm

Coffee Break

2:00 – 3:15pm

Interpreting and Navigating Volatility-Based Benchmarks and Indicators

  • Using benchmarks and indicators as trading signals in systematic investment strategies
  • A comparison of the Cboe Russell 2000 BuyWrite Index (BXR) and the Cboe Russell 2000 PutWrite Index (PUTR)
  • Structural and supply/demand-based drivers of VIX and related instruments
  • Tail risks, SKEW and correlation dynamics
  • Portfolio applications of long and short VIX positions to equity factors and credit
Tim Edwards, Ph. D., Senior Director of Index Investment Strategy, S&P Dow Jones Indices
John Hiatt, Director, Research/Quantitative Market Support, Cboe Global Markets

John Hiatt Presentation

3:15 – 3:30pm  

Coffee Break

3:30 – 4:45pm         

Sourcing Liquidity in Index Options

  • Options market structures
  •  Volume trends by product, order types, client types
  • How do, and how should, traders tap liquidity?
Eric Frait, Vice President, Product Advancement and Strategy, Global Derivatives, Cboe Global Markets
Eric Frait Presentation    

Kristin Boyd, Director, Credit Suisse

5:00 – 8:00pm

Welcome Reception: Cocktails and Dinner

  • Garden Café Terrace (weather permitting, otherwise Grandville Ballroom, Lower Level)

8:30 – 9:00am

Andrew Lowenthal, Senior Vice President, Head of Global Derivatives, Cboe Global Markets

9:00 – 10:00am

Keynote Speech: Market Movers: The Structure and the Cycle in 2018

Louis-Vincent Gave, Founding Partner & Chief Executive Officer of Gavekal  

10:00 – 10:30am

Coffee Break

10:30am – 11:30am

Keynote Speech: Digital Assets and the Future of Finance

Cameron and Tyler Winklevoss, Co-founders of Gemini

11:30am – 1:00pm

Lunch and Networking

1:00 – 2:15pm

Sell Low, Buy Lower? Volatility Premia Harvesting in Low Volatility Regimes

  • Trade-offs of making vol risk premium strategies smarter
  • Sizing, mean reversion and more
  • How long in the tooth is this regime?
William Chan, Equity Derivatives Strategist, Bank of America Merrill Lynch
Eddie Lau, Portfolio Manager, Harmony Advisors

2:15 – 2:30pm

Session Break

2:30 – 3:30pm

Volatility Drivers & Flow Dynamics

  • Supply/demand drivers of the Asia derivatives markets
  • Comparisons of Asia markets to U.S. and European markets
  • Japan volatility supply
  • Potential catalysts for volatility regime shifts
Jason S. Lui, Head of Equity & Derivatives Strategy, APAC, BNP Paribas
Paul H. Yoo, Senior Portfolio Manager, MAPS Capital Management Ltd

3:30 – 3:45pm

Coffee Break

3:45 – 5:00pm

Tail Risk Hedging

  • Fundamental and flow drivers of current volatility regimes
  • Gauging China’s potential impact on global market portfolios
  • Cross-border correlation risks in stress environments
  • What can drive volatility higher? 
Lars Naeckter, Equity Derivative Strategist, Deutsche Bank
David Dredge, CIO, Convex Strategies, City Financial Investment Company Pte

End of Conference Sessions

2017 Agenda (pdf)

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