The air was cold this morning as I headed to the train which means two things.  Thanksgiving is just around the corner and right after that CBOE will be in Hong Kong for our first annual CBOE Risk Management Conference in Asia.  The schedule is out and I’m excited about the whole docket, but five things in particular have me counting the days to November 30th.

  1. Ed Tilly, CEO of CBOE Holdings, will be speaking at the beginning of the second day to welcome attendees and give an update on happenings at CBOE. He didn’t just make the list because he’s the boss – there’s always something new going on at CBOE and RMC is usually the forum to announce new initiatives or products.
  2. At the European version of RMC in Europe a few weeks ago there was a lot of discussion around the market shifting from a low to high volatility regime. One of the sharpest derivatives analysts around, Buzz Gregory from Goldman Sachs, is going to address this very topic early on the second day.  I look forward to hearing his perspective on what is in store for VIX, SPX, and market volatility into 2016 and beyond.
  3. Late on the first day a good friend of CBOE, Steven Sears from Barron’s, will be moderating a panel on options and volatility market structure. There will be participants from the US and Asia discussing their perspectives on client trends in the US, Europe, and Asia.
  4. Just after lunch on the second day Satoshi Iwanaga from Eurekahedge will be moderating a panel discussion on Hedge Funds and Volatility Based Strategies. There is a version of this presentation offered at each RMC and it is invaluable with respect to gain insight into the inner workings for funds using equity derivatives as a key component of their investment process.
  5. Finally, I’m looking forward to my first run as a speaker at a CBOE RMC Conference. I will be offering up a primer on Volatility and VIX to kick things off on the first day.

For more information and to register for the CBOE Risk Management Conference Asia click on the link below.  If you have any specific questions about the conference don’t hesitate to shoot me an email at [email protected]