Saturday, September 14, 2013

Best VIX/Volatility/Risk Conference of 2013?

I am going to go out on a limb and project that the second annual CBOE Risk Management Conference (RMC) Europe, which is held at the Penha Longa Resort in Sintra, Portugal from September 30 – October 2, will be the best conference of the year for those who are interested in the VIX, volatility, risk and other related subjects.

While RMC Europe has an impressive list of speakers and an agenda that should entice any VIX and More reader, the setting for this year’s RMC Europe event is almost impossible to top. I understand that rooms at the Penha Longa Resort are filling up quickly, so I urge any European readers other those who are interested in flying in some more far-flung destinations, to make reservations sooner rather than later.

Some of the speakers of note include:

  • William Brodsky, CBOE Executive Chairman
  • Paul Donovan, Global Economist at UBS
  • Gerry Fowler, Head of Equity and Derivatives Strategy at BNP Paribas
  • Buzz Gregory, Equity Derivatives Strategist at Goldman Sachs
  • Sheldon Natenberg, Co-Director of Education, Chicago Trading Company, LLC

Some of the sessions that caught my attention include:

  • The Volatility Surface: Skew and Term-Structure
  • VIX ETPs, Interrelationships between Volatility Markets and Implications for Investors and Traders
  • Beyond VIX: Trading Volatility and Variance Across Asset Classes
  • Trends in Institutional Options and Volatility Product Usage
  • Optimizing Portfolio Hedging Strategies 
  • Using Short Options Positions to Manage and Lower Volatility of an Equity Portfolio 
  • Panel on Volatility as an Asset Class

If you are looking for things to do outside of the conference, you can always head over the Nazare to find 100 foot waves to surf, take in the history and gastronomy of Lisbon (not to mention the local beverage opportunities ranging from Vinho Verde to port), or check out the scenic local golf options.

In the U.S., the RMC alternates between Florida in even years and southern California in odd years and is typically held in late February or March. Next year will mark the 30th annual installment of the U.S. version of the RMC and will run March 17 – 19 at the Hyatt Regency Coconut Point in Bonita Springs, Florida.

Much to my chagrin, I will not be attending RMC Europe this year, but I intend to be in Bonita Springs in March and also to find my way to wherever the 2014 RMC Europe event is being held, come hell or high water.

For those who do make it to RMC Europe, I would very much be interested in hearing about your experience and some of your key takeaways in the volatility space.


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Disclosure(s): the CBOE is an advertiser on VIX and More; VIX and More is a sponsor of the CBOE Risk Management Conference

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