Get the latest trading
and risk strategies
March 7-9, 2018
Registration Now Closed
Hyatt Regency Coconut Point Bonita Springs, FL
Going into its 34th year in the U.S., the annual Cboe Risk Management Conference (RMC) is the foremost financial industry conference designed for institutional users of equity derivatives and volatility products.
Hosted by Cboe Global Markets, RMC is an educational forum dedicated to exploring the latest products, trading strategies and tactics used to manage risk exposure and enhance yields.
We were delighted with our March 2017 stay at the Monarch Beach Resort in Dana Point, California. For 2018 we are happy to be returning to the Hyatt Regency Coconut Point near Ft. Myers, Florida. Always a favorite destination for RMC attendees, we appreciate the great food, outstanding service and casual elegance of this plantation style resort. Check back later for details-- but plan to join us there March 7 through March 9, 2018!
About Monarch Beach Resort
Nestled in the golden hillsides of Orange County, Monarch Beach offers deluxe amenities for guests to unwind.
Play a round of golf on the award-winning Monarch Beach Links course complete with stunning views of the Pacific Ocean.
Or, if you’re looking to indulge in the ultimate spa experience, visit the Miraval Life in Balance Spa. There, you can spoil yourself with a massage, facial and many other spa services.
And of course, when it comes to food, a wide array of options are available to you from casual dining to an upscale culinary experience. No matter what you choose, you’ll experience the bright flavors southern California has to offer.
11:00am – 5:30pm
Conference Registration
12:30 – 1:45pm
New Studies on Use of VIX Futures and Options, RVX Futures, and on Use of Options by Mutual Funds and ETFs
Keith Black, Ph.D., CAIA, CFA, Managing Director, Curriculum and Exams, Chartered Alternative Investment Analyst (CAIA) Association
Edward Szado, Assistant Professor of Finance, Providence College
Black and Szado Presentation 1
Black and Szado Presentation 2
Black and Szado Presentation 3
1:45 – 2:00pm
Session Break
2:00 – 3:15pm
Interpreting Volatility-Related Indicators, and Determining Courses of Action
William Speth, Global Head of Research, Cboe Global Markets
William Speth Presentation
Mandy Xu, Chief Equity Derivatives Strategist, Credit Suisse
3:15 – 3:30pm
Coffee Break
3:30 – 4:45pm
VIX ETPs: Market Impact & Opportunities in VIX Futures/Options
Benn Eifert, Ph.D., Founder and CIO, QVR Advisors
Rocky Fishman, CFA, Equity Derivatives Strategist, Goldman Sachs
4:30 – 5:30pm
Registration Continues
6:00 – 8:30pm
Opening Reception: Cocktails and Dinner
7:45 – 8:45am
Buffet Breakfast
8:45 – 9:15am
Welcome and Cboe Update
Edward Tilly, Chairman and Chief Executive Officer, Cboe Global Markets
9:15 – 10:15am
Keynote Speech: Digital Assets and the Future of Finance
Cameron and Tyler Winklevoss, Co-founders of Gemini
10:15 – 10:45am
Coffee Break
10:45 – 11:45am
Keynote Speech: Market Movers: The Structure and the Cycle in 2018
Louis-Vincent Gave, Founding Partner & Chief Executive Officer of Gavekal
11:45am – 1:00pm
Lunch and Networking
1:00 – 2:00pm
Sourcing Liquidity: Diving Into New Initiatives and New Products
Moderator:
David Cross, Managing Director, Dash Financial Technologies
Panelists:
Bryan Christian, Head of US Equities Sales, Cboe Global Markets
Sean Cleary, Head of FX Sales, Cboe Global Markets
Eric Frait, Options Advancement and Strategy, Cboe Global Markets
Matthew McFarland, Cboe Futures Exchange (CFE) Business Operations & Strategy, Cboe Global Markets
2:00 – 2:15pm
Session Break
TRACK A
2:15 – 3:30pm
Trading Volatility Through the Bubble and Beyond
Kambiz Kazemi, CFA, Partner & Portfolio Manager, La Financière Constance
Nitin Saksena, Head of US Equity Derivatives Research, BofA Merrill Lynch
TRACK B
2:15 – 3:30pm
Artificial Intelligence, Options and Volatility Strategies
Brandon Bates, Portfolio Manager, BlackRock
Ramon Verastegui, Managing Director, Société Générale
3:30 – 3:45pm
Coffee Break
TRACK A
3:45 – 5:00pm
Enhancing Active/Smart Beta Portfolio Management with Stock Option Writing
Joanne M. Hill, Chief Advisor for Research and Strategy, Cboe Vest
Anand Omprakash, Director, Equity & Derivative Strategy, BNP Paribas
TRACK B
3:45 – 5:00pm
Behavioral Finance: What Are Your Options?
Ilya Feygin, Managing Director/Senior Strategist, WallachBeth Capital LLC
Stacey Gilbert, Head of Derivatives Strategy, Susquehanna
7:15 – 8:00am
Buffet Breakfast
8:00 – 9:00am
Keynote Speech: The VIX Index Turns 25...Reflections on Quiet and Fear Throughout the Years
Dean Curnutt, Founder and CEO, Macro Risk Advisors LLC (MRA)
Dean Curnutt Presentation
Dean Curnutt Poem
9:00 – 9:15am
Session Break
TRACK A
9:15 – 10:30am
An Alternative Option to Portfolio Rebalancing
Roni Israelov, Ph.D., Principal, Head of Volatility Strategies, AQR Capital Management
Ragu Raghavan, Principal, Head of Institutional Solutions, Gladius Capital Management LP
TRACK B
9:15 – 10:30am
Volatility Management in Insurance Companies
Bryan Pinsky, Senior Vice President, AIG
Aaron Sarfatti, Partner, Oliver Wyman
Joe Kairen, Senior Director, S&P Dow Jones Indices
10:30 – 11:00am
Coffee Break
11:00am – 12:15pm
Implementing Options and Volatility-Based Strategies within Institutional Portfolios
Moderator: Michael J. Oyster, CFA, CAIA, Chief Investment Strategist, FEG Investment Advisors
Panelists:
Dennis Davitt, Partner, Harvest Volatility Management
Jon Havice, President and Chief Investment Officer, DGV Solutions
Paul R.T. Johnson, Jr., Board Member, State University Retirement System
Matthew Sherwood, Ph.D., Senior Investment Manager, Public Markets Investments, Ministers and Missionaries Benefit Fund (MMBB)
12:15pm
End of Conference Sessions
1:00pm
Golf Tournament or Naples Botanical Garden Tour (advance registration is required)
7:00 – 9:00pm
Buffet Dinner & Networking