Just as I was leaving CBOE for the three day weekend I received an email regarding the 30th Annual CBOE Risk Management (RMC) conference that is scheduled for March 17th – 19th. I was being informed that the speakers and agenda are set for something that I look forward to each spring. As my area of interest centers around the CBOE Volatility Index or VIX I was thrilled to see that a good number of presentations will be focusing on that very topic. However, there is more to the option world than VIX, and there are plenty of other great topics to be covered at RMC, in fact the first day will focus more on traditional option related strategies with three presentations.
On Monday March 17th things get started with a discussion of the Historical Performance of Options-Related Strategies which is followed by a presentation titled Directional Options Trading and Strategy – An Analysis of Managing a Directional Options Portfolio. The final presentation of the first day is a session on Pension, Foundation, and Endowment Use of Options.
Tuesday the day kicks off with an address by Ed Tilly, CEO of CBOE Holdings, with a welcome address along with an update on CBOE. He will be followed by Marvin Zonis from the University of Chicago delivering the presentation New Insights Into Geopolitical Risk: Examining Geopolitical Risk Hot Spots and the Implications for Trading Strategies and Risk Management. Topics over the course of the rest of the day range from a Panel on Volatility as an Asset Class to Mutual Fund Use of Options.
The final day begins with an address from Carl R. Tannenbaum from Northern Trust with a timely speech entitled Turning the Corner: A New Phase for Growth and for the Federal Reserve. The balance of Wednesday will focus on volatility related topics such as Volatility of Volatility (VVIX) and Alternative Products for Locking in Volatility Target.
There are certainly areas that will peak the interest of any risk management or investment professional at the 30th RMC. For the full line-up of speakers and the full agenda check out www.cboermc.com.