• VIX | Education | Sep 11, 2017, 1:37 PM

    Timing Considerations for Short Volatility Strategies

    Timing Considerations for Short Volatility Strategies

    Luke Browne, Head of Investment Specialists from UBS Investment Solutions and Natasha Jhunjhunwala, Executive Director of Equity Derivatives Structuring at Goldman Sachs teamed up for a session titled Timing Considerations for Short Volatility Strategies today at RMC just outside of London Browne started things out talking about the differences in realized, implied and expected volatility before diving into the focus areas of volatility trading.  He touched on taking advantage of implied volatility[...]

  • VIX | Education | Sep 11, 2017, 9:16 AM

    New Developments in Options and Volatility Discussion at CBOE RMC Europe

    New Developments in Options and Volatility Discussion at CBOE RMC Europe

    The 6th Annual European version of CBOE’s Risk Management Conference kicked off with a presentation from Bill Speth, Vice President of Research and Product Development at CBOE and Tim Edwards, PhD, Senior Director of Index Investment Strategy for S&P Dow Jones Indices.  Tim kicked things off breaking down VIX in several ways and explaining what VIX tells us.  He referred to VIX as a crowd sourced projection of market volatility.  He noted that VIX is mean reverting and[...]