Volatility Products in Chicago Discussion Coming to CBOE

An exciting event is going to be taking place at the end of March at CBOE – the Quantitative Work Alliance for Applied Finance, Education, and Wisdom (QWAFAFEW) is going to be holding a panel discussion at CBOE on March 26th with the full event running from 5:00 to 7:00.  This just happens to coincide with the 10th anniversary of the launch of VIX futures trading and the beginning of volatility as an asset class.

The panelists discussing various VIX related topics are –

Mike Edleson, Ph.D., CFA,  Chief Risk Officer,  Office of Investments, University of Chicago
Joanne Hill, Ph.D., Head of Investment Strategy, ProShare Advisors
Jamie Tyrell, VIX Options Market-maker, Group One Trading
Krag “Buzz” Gregory, Ph.D., Managing Director, Goldman Sachs

For more information you can visit the QWAFAFEW home page at


Also, tickets are $15 ($10 for students) in advance and can be ordered using the following link –


  • Ahmet Gucum

    Can we watch this online? Will you put a recording of the event on the website?

    • Russell Rhoads

      Unfortunately I don’t think this event will be recorded, but I do plan on writing up a blog with a recap.