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.
-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.
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.
Click here to read some VIX research
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