CBOE Risk Management Conference in Three Weeks

The 30th Annual CBOE Risk Management Conference (RMC) is less than three weeks away.  RMC will be held March 17th through March 19th at the Hyatt Regency Coconut Point, in Bonita Springs Florida.  RMC is the premiere financial industry event geared to institutional users of equity derivatives and volatility products, and is hosted by the Chicago Board Options Exchange (CBOE) and CBOE Futures Exchange (CFE).  Attendees at RMC Europe held in Portugal last September gave the RMC Conference outstanding reviews.  The speakers and topics are again top-notch.

Here is a partial run-down of the day-1 agenda on March 17th:

12:30pm – 1:45pm

Historical Performance of Options-Related Strategies                  

 – An analysis of benchmark indexes for covered call, cash-secured short put and collar strategies 

 – Sources of enhanced risk-adjusted returns     

– Comparing options-based strategies to stocks, bonds, and alternatives

Doug Kramer, Chief Executive Officer, Horizon Kinetics    

Matt Moran, Vice President, CBOE

Theodore Samulowitz, Vice President – Portfolio Manager, Invesco PowerShares     

Karl A. Schneider, CAIA, Vice President, State Street Global Advisors        

2:00pm – 3:15pm         

Directional Options Trading and Strategy – An Analysis of Managing a Directional Options Portfolio

-Pre-trade rich/cheap analysis; a look at implied volatility and skew 

– Time horizon analysis; understanding time value related to overwriting

– Position management tactics; when to roll or adjust strikes               

– Choosing the right options strategy

Jim Bittman, Senior Staff Instructor, CBOE Options Institute          

Bill Looney, Director, Institutional Business Development, CBOE

Euan Sinclair, Trader, Bluefin Trading     

3:30pm – 4:45pm

Pension, Foundation and Endowment Use of Options    

 – Changes in sponsor operating policies and procedures needed to put options-based investment ideas into practice                

 – Benefits and challenges involved with getting options-related investment programs included as part of a plan’s asset allocation process               

 – What option based strategies are being employed?        

 – How does one get these “complex” programs approved by committees and supported by consultants?

 – What are the lessons learned from using option based programs and where are the opportunities today?

 Ryan A. Bailey, CFA, FRM, CAIA, CMT, Former Investment Officer and Interim CIO, Meadows Foundation

Tro M. Hallajian, Managing Director, Parametric Risk Advisors         

Colin Bebee, Vice President, Pension Consulting Alliance            

Following this there is an opening reception and dinner.     

Russell Rhoads, Matt Moran and Gary Compton from the CBOE will be tweeting and blogging their observations live from the conference.

For more information about RMC:


To register for the RMC Conference: