29th Annual CBOE Risk Management Conference Starts Sunday, March 3, 2013

Right now in Chicago there’s lots of snow, slush, and general late February weather all around. On Saturday I’m heading to Southern California to attend the 29th Annual CBOE Risk Management Conference (RMC) which runs from Sunday March 3rd through Tuesday March 5th. For most people, escaping Chicago this time of year would be the primary motivation for heading to Carlsbad, CA. For me it is the opportunity to hear from a wide variety of experts speaking on timely topics related to exchange-traded derivatives.

I am very enthusiastic about the scheduled presentations and three in particular.

First on Sunday afternoon Sheldon Natenberg from Chicago Trading Company and Chris Cole of Artemis Capital Management will be giving a presentation titled “VIX Paradigm & Paradox” where they will cover approaches to trading volatility, discuss the characteristics of volatility, and discuss how macro trends are changing the dynamics of VIX derivatives.

The second presentation that has me excited is a panel discussion on Monday afternoon discussing “Realized Variance Strategies and Implementation” where variance trading strategies will be discussed along with a comparison of trading variance versus trading volatility. John Hiatt from the CBOE and Vishnu Kurella from Blue Mountain Capital Management will lead this panel.

Finally, on Tuesday, another panel discussion that I am looking forward to will discuss VIX related exchange traded products. A panel of experts will discussion “VIX ETPs, Interrelationships between Volatility Markets and Implications for Investors and Traders“. Spencer Cross, Co-Head Index Volatility Trading, Citigroup Global Markets and Frank Luo, Head of Index Research and Design, S&P Dow Jones Indices will lead this discussion.

These are just a few of the presentations I will be attending next week. Someone from CBOE social media will be at all presentations with tweets, pictures, and blogs coming out in a timely manner. Keep an eye on this site starting this weekend as we convey information as it comes out at the CBOE Risk Management Conference.

Russell Rhoads