CBOERMC Archives - CBOE Blogs

  • Market News | Education | Jan 27, 2015, 4:45 PM

    Day One Agenda: CBOE Risk Management Conference, March 4th

    Day One Agenda: CBOE Risk Management Conference, March 4th

    CBOE's 31st Annual Risk Management Conference (RMC) will be held March 4 - 6, 2015 at the Park Hyatt Aviara in Carlsbad, California.  RMC is the premiere financial industry conference designed for institutional users of equity derivatives and volatility products.  If you're a financial professional interested in learning the latest risk management techniques and how to trade and hedge volatility, CBOE's Risk Management Conference is an event you won't want to miss. The Park Hyatt Aviara[...]

  • Market News | Technical Analysis & Charts | VIX | Education | Jan 14, 2015, 2:00 PM

    New Study – Funds That Use Options (Part 3 on Related Benchmarks & SPX Options)

    New Study – Funds That Use Options (Part 3 on Related Benchmarks & SPX Options)

    A groundbreaking new study -- “Highlights of Performance Analysis of Options-Based Equity Mutual Funds, CEFs, and ETFs” authored by Keith Black and Edward Szado -- analyzed SEC-regulated investment companies that focus on use of exchange-listed options for portfolio management (options-based funds). This is my Part 3 Blog on the study. The first part of the study presented an analysis of Options-Based Funds over the past 15 years, while the second part focused on the performance of options-based[...]

  • Education | Jan 13, 2015, 6:30 PM

    New Study – Funds That Use Options (Part 2 on Lower Volatility)

    New Study – Funds That Use Options (Part 2 on Lower Volatility)

    A new study -- “Highlights of Performance Analysis of Options-Based Equity Mutual Funds, CEFs, and ETFs” -- analyzed SEC-regulated investment companies that focus on use of exchange-listed options for portfolio management (options-based funds). I still speak with novice investors who think that all options strategies are risky, but the study found that the Options-Based Funds overall have had less volatility than some key benchmark indexes over a 15-year time period. OPTIONS-BASED FUNDS[...]

  • Education | Jan 13, 2015, 1:56 PM

    New Study - Funds That Use Options – Growth (Part 1)

    New Study - Funds That Use Options – Growth (Part 1)

    A new study -- “Highlights of Performance Analysis of Options-Based Equity Mutual Funds, CEFs, and ETFs” -- analyzed SEC-regulated investment companies that focus on use of exchange-listed options for portfolio management (options-based funds). Key highlights of the study are summarized below, and for more analysis please visit www.cboe.com/funds. CO-AUTHORS of the CBOE-commissioned study on behalf of INGARM are Keith Black, Ph.D., CAIA, CFA, Managing Director of CAIA (Chartered Alternative[...]

  • Market News | Jan 12, 2015, 2:45 PM

    List of Speakers for CBOE Risk Management Conference (RMC) March 4 – 6 in California

    List of Speakers for CBOE Risk Management Conference (RMC) March 4 – 6 in California

    Now in its 31st year, the annual CBOE Risk Management Conference (RMC) is an educational forum dedicated to exploring the latest products, trading strategies and tactics used to manage risk exposure and enhance yields. Below is the list of distinguished speakers expected to present at the RMC March 4 - 6, 2015, at the Park Hyatt Aviara, Carlsbad, CA. Arie Aboulafia, Senior Portfolio Manager, Capstone Investment Advisors, LLC Brandon Bates, Portfolio Manager, BlackRock Benjamin Bowler,[...]