Agenda for Fifth Annual CBOE RMC Europe on 26 – 28 September



The agenda for the Fifth Annual CBOE RMC Europe is available at The conference will be held Monday through Wednesday, September 26 – 28, 2016, at the Powerscourt Hotel<–travel.html>, County Wicklow, Ireland.

Jim VandeHei<>, Co-founder of POLITICO, will be a keynote speaker, delivering insights and predictions for the U.S. Presidential election.
Here is the list of the 33 scheduled speakers<>:

·         Kokou Agbo-Bloua,  Managing Director Global Head of Flow Strategy & Solutions, Société Générale

·         Rebecca Cheong, Head of Americas Equity Derivatives Strategy, UBS Securities LLC

·         ‎Christopher Cole, Managing Partner, Artemis Capital Management

·         Stephen Crewe, Portfolio Manager, Fulcrum Asset Management

·         Daniel Danon, Senior Vice President, Portfolio Management & Structuring, Assenagon Asset Management

·         Abhinandan Deb, Head of European Equity Derivatives Research, Bank of America Merrill Lynch

·         Cyril Deremble, Co-Head of Directional Strategies, Capital Fund Management

·         John Fennell, Executive Vice President, Financial Risk Management, Options Clearing Corporation (OCC)

·         Rocky Fishman, CFA, Equity Derivatives Strategy, Deutsche Bank Securities Inc.

·         Uri Geller, Co-Founder and CIO, Granite M.S.A LTD

·         Stacey Gilbert, Head of Derivatives Strategy, Susquehanna

·         Dhvani Gupta, Vice President, Barclays

·         Jon Havice, President and Chief Investment Officer, DGV Solutions

·         Roy Hoevenaars, PhD, Portfolio Manager, Blenheim Capital Management BV

·         Roni Israelov, Ph.D., Portfolio Manager & Head of Volatility Strategies, AQR Capital Management

·         Neale Jackson, Portfolio Manager, 36 South Capital Advisors

·         Chris Limbach, Managing Director Investments, PGGM Institutional Business

·         Dan Mikulskis, Head of DB Pensions, Redington Ltd

·         Matthew Moran, Vice President Institutional Business Development, CBOE

·         Andy Nybo, Principal, Head of Derivatives, TABB Group

·         Edward L. Provost, President & Chief Operating Officer, CBOE Holdings, Inc.

·         Mark Richardson, Portfolio Manager, Henderson Global Investors

·         Steven M. Sears, Senior Editor and Columnist, Barron’s and

·         Edmund Shing, PhD, Global Head of Equity Derivative Strategy, BNP Paribas

·         Chakradhar Singh, CFA, CQF, FRM, CAIA, Principal and Risk Manager, Apollo Management International LLP

·         William Speth, Vice President, Research and Product Development, CBOE

·         Vinit Srivastava, Senior Director, Strategy and Volatility Indices, S&P Dow Jones Indices

·         Michael Stephens, Multi-Asset Portfolio Manager, Pioneer Investment Management

·         Fergus Taylor, Portfolio Manager, Arrowgrass Capital Partners

·         Jim VandeHei, Co-Founder, POLITICO

·         Nicolas Vanhoutteghem, Portfolio Manager, Argentière Capital

·         Brendan Walsh, Multi Asset Fund Manager, Aviva Investors Global Services

·         Andrew Warwick, Managing Director, BlackRock
The RMC Europe agenda<> presents many topics to be covered, including the following:

*   New Developments in Options and Volatility-Based Benchmarks
*   Constructing/Deconstructing Volatility Risk Premia Strategies
*   Real Money: Institutional Liabilities and How Options Strategies Can Help
*   Cross Asset Dislocations and Market Signals
*   Panel on Volatility-Based Investment Strategies
*   Implementing Long Volatility Exposures
*   Implementing Systematic Short Volatility Strategies
*   Hedging with VIX Options
*   Global Volatility Trading Opportunities with a Focus on Europe
*   Volatility and the Allegory of the Prisoner’s Dilemma
*   Can we Improve Trading Using Correlation Information?
*   The Evolution of Options Strategies on the Buy Side Trading Desk
*   Towards Optimal Hedging and View-Expression
*   Options and Volatility Based Solutions for Insurance Companies

For more information about the Fifth Annual CBOE RMC Europe, please visit