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6 November 2018
InterContinental Hotel David
Tel Aviv, Israel

AGENDA

Learn the latest trading and risk management strategies

Learn. Engage. Connect.

Year after year, we try to make Cboe RMC a fruitful experience for every attendee, no matter the reason for attending. Whether you are new to using options or looking for new ways to use them, Cboe will provide you with information that you can use. We  foster a productive atmosphere where you can connect and engage with the industry's top leaders and gain actionable insight to unlock new potential.


The schedule below is for planning purposes. The agenda and speakers will be posted here when confirmed. Check back for updates!

For reference, view the 2017 CBOE RMC U.S. Agenda or the 2016 CBOE RMC Europe Agenda.

8:00 - 9:00am

Buffet Breakfast

  • Conference Registration, Royal Ballroom, Lower Level

9:00 - 9:15am

Welcome and Cboe Update

Andy Lowenthal, EVP, Co-Head Markets Division, Cboe Global Markets

9:15 - 9:45am

Keynote Speech: The Economic Climate Heats Up

  • Central banks are shifting from stimulus to restraint while fiscal and trade policies are driven by populist politics in the US and parts of Europe
  • The US is enjoying faster growth but faces long term risks
  • Europe and England are approaching the Brexit deadline, Japan must nurture its nascent recovery and China may decide how open its markets will be
  • The fallout of all this appears first in financial markets

David M. Blitzer, Managing Director and Chairman of the Index Committee, S&P Dow Jones Indices (S&P DJI)

9:45 - 10:00am

Options-Based Performance

  • Design and performance of options-based strategy indexes

Matt Moran, Head of Global Benchmark Indexes Advancement, Cboe Global Markets

10:00 - 10:30am

Considerations for Constructing Short Volatility Strategies

  • Equity volatility risk premia strategies across regions
  • Passive vs. active approaches
  • Managing drawdowns in market stress

Natasha Jhunjhunwala, Executive Director, Equity Derivatives Structuring, Goldman Sachs

10:30 - 10:45am

Coffee Break

10:45 - 11:15am

Managing Downside Equity Risk

  • Main approaches to hedging
  • Tail risk hedging and why this matters for long term investors
  • New developments and integration of momentum strategies within a hedging framework

Emmanuel Naim, Managing Director, Head of Americas Equity Structuring, JP Morgan

11:15 - 11:45am

A Framework For Options Based View Expression

  • Options market implied probability distributions
  • Investor-believed "view" distributions
  • Combining the two for a resultant trading strategy

Mark Richardson, Portfolio Manager, Janus Henderson

11:45 - 12:15pm

Managing Multi-Asset Short Volatility Portfolios

  • Optimal delta-hedging in short volatility
  • A look at theory and empirical study across asset classes
  • Buffering as an effective way to reduce costs

Oyetola Oyeleye, Quantitative Researcher, Fulcrum Asset Management

12:15 - 1:15pm

Lunch and Networking

1:15 - 1:45pm

Options and Volatility Pricing and Trading

  • Interpreting volatility data and characteristics
  • The role of volatility in strategy selection and volatility in the real world
  • VIX methodology and the buying and selling of VIX products

Sheldon Natenberg, Former Co-Director of Education, Chicago Trading Company and Author of "Option Volatility & Pricing"

1:45 - 2:15pm

VIX Futures Structure and Trading

  • Understanding the dynamics of VIX Futures and their correlations with VIX and SPX
  • Impacts on systematic alpha and hedging strategies

Samuel Vazquez,  Ph.D., Senior Research Manager, Capital Fund Management (CFM)

2:15 - 3:00pm

The Future of Equity Derivative Markets

  • How market dynamics have changed since the events on the week of February 5th
  • Strategies for navigating volatility

Moderator:

Eric Frait, Vice President, Options Advancement and Strategy, Cboe Global Markets

Panelists:

William J. Ellington, Managing Partner, X-Change Financial Access LLC

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

Wilrik Sinia, Portfolio Manager, Mint Tower Capital Management

3:00 - 3:15pm

Session Break

3:15 - 4:00pm

Digital Assets and the Future of Finance

  • Why should institutional investors care about digital assets/crypto?
  • Should investors be confident that custody, reporting and infrastructure issues can be addressed?
  • Do bitcoin futures have the potential to bring more order and oversight to the market?
  • Why so volatile?  Is that a good or bad thing?

Moderator:

John Tornatore, Director, Global Client Services, Cboe Global Markets

Panelists:

Xen Baynham-Herd, Head of Strategy & Markets, Blockchain

Lucas Friss, Head of Business Development, London, Cumberland

Ilan Sterk, Vice President Trading, Hexa Group/Orbs

4:00 - 6:00pm

Cocktail Reception, Lobby Level

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