The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.
CBOE RMC U.S. Wrap-UP
The 33rd annual CBOE Risk Management Conference (RMC) wrapped up another
successful year. Over 300 financial professionals gathered in Dana Point, California to discuss the latest trends in equity derivatives, options and volatility trading, and risk management techniques. Each year, RMC provides an excellent forum for CBOE and its customers to exchange ideas while engaging end users. This year’s conference featured a keynote speech from author Edward Thorp on position sizing and its relation to risk management. Also in attendance was former CBOE President and COO, Ed Provost, who shared highlights on CBOE’s new initiatives.
Make plans to join us for the 6th annual CBOE RMC Europe, September 11-13, 2017, in Chandler’s Cross, Hertfordshire, UK.
To read blog recaps from RMC’s sessions, go to http://www.cboe.com/blogs
“CBOE RMC: Texas Pension Finds Risk Adjusted Success With Options Strategy” – Daniel O’Leary, EQ Derivatives
“CBOE RMC: Pensions Should Go Big, or Not at All, on Their Options Allocations – Daniel O’Leary, EQ Derivatives
“CBOE RMC: QE Failure Opens Nikkei, SPX Positive Carry Trade” – Daniel O’Leary, EQ Derivatives
“The VIX Summit: CBOE RMC (March 8-10 in Dana Point, CA” – Bill Luby, VIX and More
VIX Fix: Every Action Equals Inaction
The second-longest bull market in history turned 8 this week. The Dow Jones Index ended lower on the week, even after help from a better than expected jobs number which caused a small uptick on Friday. Volatility in markets was a no-show for the birthday party, and even a fresh round of executive orders failed to concern investors, as the CBOE Volatility Index (VIX) closed once again in the 11-range. The markets may be breaking one of the most popular laws of physics this week, that not every action gets a reaction.
“Buying Calls on the Trump Put” – Steven Sears, Barron’s
“Why is Market Volatility so Low When Uncertainty is so High?” – William Watts, Market Watch
“Wall Street’s Volatility Pioneer Searches for Latest Fear Trade” – Ben Eisen, The Wall Street Journal
“Unusual Movement of the Volatility Index – And What it Means for You” – Trevor Gerszt, Newsmax
“Trading VIX Update – Short Volatility is Still in the Driver’s Sear – Seeking Alpha