Today may be the longest day of the year, but I’m already looking forward to a post-Labor Day event, specifically the 6th Annual European version of CBOE’s Risk Management Conference which will be held September 11th through 13th. This year we will be visiting a new location just outside London, The Grove Hotel which appears to be an ideal setting for discussing all things derivatives and volatility.
Day one kicks off with a discussion titled New Developments in Options and Volatility, is followed by Timing Considerations for Short Volatility Strategies, and we finish with Implementing Volatility Strategies within Institutional Portfolios. The day ends with a cocktail reception and dinner.
The day one agenda is a perfect lead in for the second day. We will kick off things with an official welcome from Chris Concannon, President and COO, of CBOE Holdings. Following Chris will be Zanny Minton Beddoes, Editor-in-Chief of The Economist, who will deliver a talk titled, “What’s Next? Making Sense of a Global Economy.” The balance of the second day is filled with sessions discussing topics such as the current volatility environment, protection for volatility risk premium strategies, designing dispersion trades, and the evolving dynamics of VIX futures.
The final day begins with a panel on long and relative value volatility trading and tail risk. Over the balance of day three there will be discussions about volatility ETPs (both European and US based), a panel on sourcing liquidity in the index option markets, and harvesting volatility risk premia in low volatility environments. As always, there is golf and a closing night dinner.
The three RMC events CBOE hosts each year are always a priority on my calendar and one of the benefits of my position at the exchange. If you can’t make it to London we will be blogging highlights of all sessions and interviewing several speakers on CBOE TV.
To learn all the details of RMC Europe visit www.cboermceurope.com