Agenda

Posted: 1/31/17

New Agenda Now Available

Posted: 1/31/17

Hotel rooms still available. Book your room now before they’re gone!

Learn the latest trading and risk management strategies

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

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 Day Next 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)

RMC is an educational event for qualified institutional users of equity derivatives (such as institutional money managers, pension fund managers and consultants, insurance company professionals, or other financial industry professionals). The conference is not intended or suitable for individual investors. Attendance is limited to qualified, approved registrants.Registration and sponsorship may be restricted and may be approved at the discretion of the conference organizers. Cboe does not hold an Australian financial services license or an Australian markets license. The content of the materials available at Cboe RMC are for education and information purposes only. Cancellation Policy: If you are unable to attend the Cboe Risk Management Conference, another individual from your firm may attend in your place or we will provide a refund, less a $250 processing fee, if your cancellation is received in writing prior to November 2, 2018. There will be no refunds for cancellations received after November 2, 2018.