Sunday, February 26, 2017

The VIX Summit: CBOE RMC (March 8-10 in Dana Point, CA)

I often get asked about where to go to learn more about the VIX and volatility.  Well, if there is one event each year that falls in the absolutely-do-not-miss category, it is the CBOE’s annual Risk Management Conference, which is back in Dana Point, California this year from March 8-10.  It should be noted that while this is the 33rd annual incarnation of this event in the U.S., in the past few years, RMC-Europe (September 11-13, 2017 in Hertfordshire, U.K.) and RMC-Asia (December 5-6, 2017 in Hong Kong) now give VIX aficionados three different opportunities to gather around the globe and immerse themselves in all things volatility.

This year, Ed Thorp is the keynote speaker and as I have yet to hear him speak in person, I am very much looking forward to his talk on “Position Sizing and Relation to Risk Management.”  Another featured speaker is Benjamin Bowler, Global Head of Equity Derivatives Research, Bank of America Merrill Lynch, whose talk is titled, “Post-Central Bank Volatility: More Risk But More Alpha.”  Two of my favorite perennial speakers are back again this year:  Maneesh Deshpande, Managing Director and Global Head of Equity Derivatives Strategy, Barclays is a panelist for “Impact of Flows on Cash and Derivatives Markets: Myths and Realities,” while Rocky Fishman, Equity Derivatives Strategy, Deutsche Bank Securities Inc., is a panelist for “Options Out of This Country.”

Also, Ed Provost, President & Chief Operating Officer, CBOE Holdings, Inc. will be there to kick off the proceedings and if history is any guide, this is when we are most likely to get some insight into any upcoming or recently launched CBOE products.

For more information, check out the full agenda or register here.

While the RMC content is guaranteed to be world class, this is also the greatest gathering of volatility practitioners, academics and other manner of VIXophiles that I am aware of.  In short, if you speak VIX and are looking to find your lost tribe, here they are.  This is why I like to informally refer to the RMC as The VIX Summit.

While the CBOE has provided excellent coverage of this event on Twitter and on the CBOE blog, I will do what I can to pass along real-time and near real-time commentary as well.

I must admit that one of the most interesting conversations I have ever  had on the VIX was at with the creator of the product, Robert Whaley, who regaled me with some interesting stories related to the origin of the VIX at the 2015 CBOE RMC.  I trust this year will deliver some equally compelling memories.

Last but not least, if you see me this year, please stop and say hello.

Further Reading:

For those who may be interested, you can always follow me on Twitter at @VIXandMore

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

blog comments powered by Disqus
DISCLAIMER: "VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owner's or operators. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. Stocks are difficult to trade; options are even harder. When it comes to VIX derivatives, don't fall into the trap of thinking that just because you can ride a horse, you can ride an alligator. Please do your own homework and accept full responsibility for any investment decisions you make. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright © 2007-2023 Bill Luby. All rights reserved.
Web Analytics