Current Dynamics of the VIX Market

Current Dynamics of the VIX Market
PRMIA Chicago, CBOE, ProShares and CAIA present a panel discussion and networking session focused on the Current Dynamics of the VIX Market.
 

Event Information

Date: Thursday, October 19, 2017 

Agenda:
4:00 PM–5:15 PM (CT): Presentation 
5:15 PM–6:00 PM (CT): Networking Reception

Venue: CBOE
400 South LaSalle Street
Chicago, IL 60605

Registration

Please register to reserve your spot! Registration is preferred by October 12, 2017.

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Featured Speakers

Matthew Moran
Mr. Matthew Moran is vice president of business development for the Chicago Board Options Exchange (CBOE), where he is responsible for many of the exchange's educational efforts for pension funds, mutual funds, and other institutional investors. Previously, he was trust counsel at Harris Bank and vice president at Chicago Mercantile Exchange. He is an associate editor of two Institutional Investor publications—The Journal of Trading and The Journal of Index Investing. Mr. Moran holds JD and MBA degrees from the University of Illinois.

Joanne M. Hill, PhD
Dr. Joanne Hill is the Chief Advisor for Research and Strategy at CBOE Vest Financial LLC. Dr. Hill has over 25 years of experience in research and strategy, with an emphasis on indexes, options and quantitative investments. Prior to joining CBOE Vest, Dr. Hill worked with ProShares for eight years as Head of Institutional Investment Strategy, focusing on ETF research and education, and spent 17 years at Goldman Sachs, where she was a Managing Director leading global equity index and derivatives research and advising institutional investors on strategies using index and risk management tools. Dr. Hill serves on the board and heads the research committee for the "Q" Group and the CFA Institute Research Foundation. She also serves on the editorial board of the Financial Analysts Journal and Journal of Index Investing, as well as the board of Women in ETFs. Prior to her career on Wall Street, Dr. Hill was on the faculty of the University of Massachusetts (Amherst), and she has a PhD in Finance from Syracuse University.

Anand Omprakash
Mr. Anand Omprakash is a Director on the Equity & Derivative strategy team and has been with BNP Paribas for 10 years. His expertise spans across equity derivatives (both Volatility and Delta-One), cross-asset derivative trading strategies and thematic view expression using equity derivatives. He regularly publishes tactical derivative trade ideas, as well as longer-term strategy notes homing in on specific developments, products or market themes. Prior to his arrival at BNP Paribas, he was a quantitative analyst at Citigroup for two years, where he worked in both MBS strategy and Equity Derivatives Strategy. Mr. Omprakash grew up in New York City, where he attended Stuyvesant High School and was an All-State Trombonist. He graduated from Cornell University with honors, where he studied Electrical Engineering and Applied Mathematics.

Dominic Salvino
Mr. Dominic Salvino has been a trader with Group One LLC for 19 years, primarily as an options trader but also as a merger arbitrage trader for five years. Currently, Mr. Salvino is the Designated Primary Market-Maker (DPM) on CBOE’s volatility option complex. His trading responsibilities currently include options on the CBOE S&P 500 Volatility Index (VIX) and options on the CBOE Russell 2000 Volatility Index (RVX). Mr. Salvino received a PhD in physics from Stanford University and has an undergraduate degree in mathematics and physics from the University of Chicago.

Rich Ledee
Mr. Richard Ledee joined ProShares and ProFunds in 2015, bringing with him more than 17 years of investment industry experience. He currently serves as the Head of Capital Markets, managing the firm’s relationships with market makers, authorized participants, exchanges, and trading desks. He also provides technical expertise on market structure related to the ETF industry and the trading of the company’s funds. Prior to joining ProShares, Mr. Ledee coordinated the start-up of Source Exchange Traded Investments, the U.S. office of a UK-based ETF issuer with $18 billion in ETF assets. Earlier, he was employed by Bank of America Merrill Lynch as the Director of ETF Sales and Marketing, having previously served on equity derivatives sales teams for the institutional and wealth management businesses. Mr. Ledee is a licensed securities attorney. He earned his bachelor’s degree from Yale University and a Juris Doctor from Cornell Law School, and he holds the Chartered Financial Analyst designation.

When
10/19/2017 5:00 PM - 7:00 PM
Eastern Daylight Time
Where
CBOE 400 South LaSalle Street Chicago, IL 60605 UNITED STATES

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