CBOE Risk Management Conference: Day Two Agenda

Here is the agenda for Day Two of the 30th Annual CBOE Risk Management Conference, held this year in Bonita Springs, Florida from March 17 – 19,  sponsored by CBOE and CFE.  For a full recap of speakers, topics and other events or to register, see the link at the bottom of this blog.

Day Two – March 18th

Edward Tilly, Chief Executive Officer, CBOE Holdings, Inc.
Welcome and CBOE update

9:15 – 10:15am
Keynote Speaker: Marvin Zonis, Professor Emeritus, Booth School of Business, University of Chicago
New Insights Into Geopolitical Risk; Examining Geopolitical Risk Hot Spots and the Implications for Trading Strategies and Risk Management

10:45 to 11:45
Maneesh Deshpande, Managing Director and Head of Americas Equity Derivatives Strategy, Barclays
The Shifting Landscape of Volatility Products: Who is Doing What and Why, and What Should You Do About It?

1:00pm -2:00pm
Panel on Volatility as an Asset Class
What options and volatility-related strategies are institutional investors employing and why?

Moderator: Jonathan Havice, Principal & Chief Investment Officer, Jeffrey Slocum & Associates, Inc.

Donald Dale, Managing Partner, Derivaguard Advisors LLC

Tarik H. Dalton, Investment Manager, Department of State Treasurer of North Carolina

Dennis Davitt, Managing Principal, Chief Investment Officer, Harvest Volatility  Advisor

Kevin Duggan, Vice President of Equity Products, Ontario Teachers’ Pension Plan      

  The rest of the afternoon breaks into two tracks:

2:15 – 3:30 Mutual Fund Use of Options– Research quantifying options usage patterns of US mutual funds funds and comparing performance relative to peers in terms of returns, volatility and AUM growth- How funds are managed to reduce risk and create alpha with index, ETP and single stock options- Growth potential of options-based fundsJohn Marshall, Equity Derivatives, Convertibles, & Cross-asset Research, Goldman SachsEric Metz, Portfolio Manager, RiverNorth Capital Listed Derivative Product Design and Trading– A detailed description of the VIX settlement process- Weekly futures and options on short term VIX, ticker VXST- Volatility of non-equity asset classes including interest rate volatility- Managing volatility tradesDominic Salvino, VIX Specialist, Group One, LLC William Speth, Vice President, Research and Product Development, CBOE


3:45 – 5:00 Asset Allocation Rebalancing Using Options– Results from an empirical study on the use of SPX options to implement allocation shifts with market moves- A case study on how dynamic rebalancing has been accomplished in practiceDr. Christoph Gort, Partner, SIGLO Capital Advisors Pav Sethi, Chief Investment Officer, CEO, Gladius Investment Group Trading Volatility Across Asset Classes– Volatility of non-equity asset classes- Relative value trading ideas- Sizing hedges for macro portfolios- In practice: examples and implementationPuneet Kohli, Portfolio Manager, Derivatives & Fixed Income, Healthcare of Ontario Pension PlanJames Hosker, Director, Engineering and Strategy, Americas,  Société Générale

 The Risk Management Conference is registered with Certified Financial Planner Board of Standards, Inc. (CFP Board).  By attending the CBOE Risk Management Conference you may earn up to 10 Continuing Education (CE) credits.

For more information about RMC:  http://www.cboermc.com/

 To register for RMC:  https://attendeetrack.wufoo.com/forms/2014-cboe-risk-management-conference/

We hope to see you there.