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4-5 December 2019
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.

Agenda


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.

Next DayPrevious Day

11:30am

11:45 - 12:45pm

Registration Opens - Intercontinental David, Lower Level, Royal Ballroom Foyer

Light Buffet Lunch and Networking

  • Royal Ballroom Foyer, Lower Level

12:45 - 1:45pm

Getting Long and Short-Efficient Directional Trading

  • Techniques for amelioration of empirical delta
  • Disaggregation of volatility and equity risk-premia
  • Practical strategy implementation, analysis and attribution

Mark Richardson, Portfolio Manager, Janus Henderson

1:45 - 2:00pm

Session Break

2:00 - 3:00pm

Using Options for Downside Protection

  • Strike selection and trade-offs of cost vs protection
  • Time to maturity
  • Hedging vs Tail Risk strategies
  • Liquidity and operational considerations

Neale Jackson, Portfolio Manager, 36 South

3:00 - 3:15pm

Coffee Break

3:15 - 4:15pm

Making Options Strategy Benchmarks Work For You

  • Design and performance of options based strategy indexes: Buy-Writes, Put-Writes and Collars
  • What they are, why they work and how to implement them
  • Case studies on the use of options within Pension Plan asset allocations
  • Delivering consistent returns in low interest rate environments

Matthew Moran, Head of Global Benchmark Indexes Advancement, Cboe Global Markets
Matthew Moran Presentation

Barry McCaldin, Director, Fulcrum Asset Management

4:15 - 4:45pm

Coffee Break

4:45 - 5:30pm

How to trade VIX Futures and Options: Strategies

  • Examples of systematic and tactical strategies
  • Pros and Cons, why and when to use

Uriel Geller, Co-Founder and CIO, Granite MSA Ltd

5:30 - 5:45pm

Session Break

5:45 - 6:30pm

How to trade VIX Futures only strategies

  • Examples of real volatility trading strategies
  • Using the SABR model as a hedging tool
  • A multi-asset view across Equities, Fixed income, FX and Commodities

Oyetola Oyeleye, Quantitative Researcher, Fulcrum Asset Management

6:30 - 7:45pm

Cocktail Reception, Lobby Level

  • Intercontinental David, Spits Court, Lobby Level

8:30 - 9:00am

Stand-up breakfast break

9:00 - 9:15am

Welcome and Cboe Update

Rob Hocking, Senior Vice President, Cboe Global Markets

9:15 - 10:15am

Understanding Volatility

  • Realized vs. implied volatility
  • Interpreting volatility data
  • Volatility characteristics
  • The role of volatility in strategy selection

Sheldon Natenberg, former co-director of education, Chicago Trading Company and Author of "Option Volatility & Pricing"
Sheldon Natenberg Presentation

10:15 - 10:30am

Coffee Break

10:30 - 11:15am

Volatility-Related Indicators, Reading the Signs and Determining Action

  • Volatility and correlation structures
  • Country, sector and market selection
  • Understanding signals from volatility, skew, and vol-of-vol

Tim Edwards, Ph.D., Managing Director of Index Strategy, S&P Dow Jones Indices
Tim Edwards Presentation

11:15 - 11:30am

Session Break

11:30 - 12:15pm

Sourcing Liquidity and Accessing Markets

Robert Hocking, Senior Vice President, Cboe Global Markets

William Looney, Managing Director, X-Change Financial Access (XFA)
Hocking and Looney Presentation

12:15 - 12:45pm

Coffee Break

12:45 - 1:30pm

Exploring New Alternatives for Exposure to the US Corporate Bond Market

  • The US corporate bond market offers opportunities for yield—but what is the most efficient way to access it
  • Considerations of accessing through futures verses other vehicles with use-case examples
  • Scaling i-boxx futures for hedging and execution considerations

David Litchfield, Director, Derivatives, EMEA, Cboe Global Markets
David Litchfield Presentation

1:30pm

End of Conference

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