Tuesday, March 29, 2011

The VIX Summit, a.k.a. the CBOE Risk Management Conference

About a month ago I had an opportunity to attend the CBOE Risk Management Conference, which could easily had been called the VIX Summit. This was the first time I attended this conference and in retrospect, I have little doubt that if VIXophiles were only to attend one conference per year, this would be the one.

Where else can you find several hundred like-minded souls who obsess about the VIX and volatility on a daily basis? Where else could you holler out “Hey, Mr. VIX?” in a crowded room and expect at least a dozen heads to turn?

This year’s agenda tells part of the story. Some of the sessions I had the pleasure of attending included:

  • VIX Option Strategies
  • Tail Risk Protection: A Panel Discussion on Why and How Investors Might Hedge Downside Risk
  • Volatility ETNs and ETFs: A Panel Discussion on the Construction and Usage of Volatility-Based Investment Products
  • Equity Correlation and Macro  Investment Decisions, Crash Risk and Correlation Trading Paradigms
  • What the Derivatives Markets Tells us About the Macro Economy
In addition to the sessions above, there were also sessions on cross-asset class volatility strategies; short and relative value volatility strategies; long-dated equity index volatility, etc. Of course, the real value in this type of event is getting an opportunity to meet people in the business and cross-pollinate not just ideas but also relationships.

I went to the RMC hoping that some of the ideas that I would be exposed to might change how I viewed my trading and give me some thoughts about how I might tweak some of my existing strategies or branch out into new strategic soil. The conference certainly accomplished that objective and in a most enjoyable setting, at Dana Point, California.

So, when it comes to planning out next year’s itinerary, give some strong consideration to attending the 28th annual Risk Management Conference, which I believe is scheduled to return to Florida (it alternates between the East Coast in even years and the West Coast in odd years) for 2012.

Finally, note that some of the presentations from prior years have been archived, so that those who believe good ideas have a meaningful half-life can access them at their leisure.

Disclosure(s): the CBOE is an advertiser on VIX and More

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