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Development and promise of the VIX on the 10th anniversary

Traders take orders in the Standard & Poor's 500 stock index options pit at the Chicago Board Options Exchange (CBOE) on October 16, 2013 in Chicago, Illinois. The major stock indices reacted favorably today as it appeared a deal that would end the govern
Traders take orders in the Standard & Poor's 500 stock index options pit at the Chicago Board Options Exchange (CBOE) on October 16, 2013 in Chicago, Illinois. The major stock indices reacted favorably today as it appeared a deal that would end the govern
Photo by Scott Olson/Getty Images

Chicago QWAFAFEW Presents:

Development and promise of volatility products on their 10th Anniversary

A panel discussion featuring four experts will survey the development and promise of volatility products. The panelists will include volatility product traders and users.

Topics include:

-The tenth anniversary of the launch of VIX index futures on March 26, 2004,
-The launch of new volatility indexes and products since then,
-Discussion of VIX contract performance in periods of market turbulence,
-Discussion of contract design, pricing, and contango issues, and
-Applications, including managing portfolio tail risk and enhancing risk-adjusted returns.

Panelists:

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

Moderator: Matt Moran, Vice President of Business Development, CBOE

Date: Wednesday March 26, 2014

Time: 5pm to 7pm

Venue: Chicago Board of Options Exchange (CBOE) 400 S. LaSalle Street, Chicago, IL

For more information and registration click here

About QWAFAFEW: an informal organization of quantitatively oriented professionals in various aspects of financial services (primarily investment management). The group was formed a number of years ago to provide a venue for quantitative researchers to discuss their evolving work with peers. The members span the gamut from owners and senior executives of investment related organizations to recent entrants to the industry.

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