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Title

Volatility: The Bumpy Road to Normal

Event Description

Volatility: The Bumpy Road to Normal

Tuesday, June 30, 2020 | 12:00 PM - 1:00 PM


As uncertainty weighs on investors, GIM’s derivatives team examines the relationship between volatility and the volatility risk premium. Derivatives Portfolio Managers Sean Heron, CFA, and Stacey Gilbert review seven basic truths about volatility as well as what the options market is saying about probabilities for year-end S&P 500 results. They also explain how put-write strategies could capture the volatility risk premium while contributing some downside protection.

Speakers

S Gilbert Med.jpg

Stacey Gilbert
Portfolio Manager, Derivatives
Glenmede Investment Management

Stacey Gilbert is a Portfolio Manager on the Derivatives team for Glenmede Investment Management LP (GIM). She co-manages the firm's Secured Options and Global Secured Options strategies. Ms. Gilbert contributes to the overall investment approach for the strategies and serves as a key point of contact for clients. In addition, she works with the team on the development of derivatives-based strategies that seek to harvest liquid alternative risk premia.

dPrior to joining Glenmede, Ms. Gilbert served as the Head of Derivative Strategy at Susquehanna Financial Group. In this role, she led a team responsible for providing market commentary, actionable ideas and trading strategies driven by catalyst events, breaking news, and sector analysis. During her more than two decades at Susquehanna, she held several leadership positions, including key senior positions on the trading desk and the American Stock Exchange, trading both options and ETFs. Gilbert also led the company's Education department.
Ms. Gilbert earned a Bachelor of Arts degree in mathematics and a minor in economics from Dartmouth College.


S Heron Med.jpg

Sean Heron, CFA
Portfolio Manager, Derivatives
Glenmede Investment Management

Sean E. Heron, CFA, is a Portfolio Manager, Options & Derivatives, for The Glenmede Trust Company, N.A., and a Portfolio Manager for Glenmede Investment Management LP. Sean manages the secured options products and leads a team responsible for providing clients with options and some alternative strategies.

Mr. Heron began his career with Goldman Sachs. In 2003, he left the firm to help former Goldman Sachs Managing Director Thomas McGowan launch McGowan Investors, LP.

Mr. Heron graduated from LaSalle University with a B.A. in Finance and an M.B.A in Accounting.  He received his Chartered Financial Analysts designation® in 2004.

Mr. Heron is a board member of the CFA Society of Philadelphia and serves as an instructor for the CFA Exam and as an Adjunct Professor at Rutgers University.

Event Type

Society; Career; Educational; Featured

Education Topic

 

Start Time

6/30/2020 12:00 PM

End Time

6/30/2020 1:00 PM

City

Minneapolis

State/Province

MN

Event Country

United States

Event Region

Americas

Location Info

​Online

Speaker

 

CE Credits

1

SER Credit

0.00

Currency

0

Member Price

0.00

Non-Member Price

0.00

Candidate Price

0.00

Registration

Presentation

 

All Day Event

 

Recurrence

 

Event Link

Volatility: The Bumpy Road to Normal

Event Link Leads To New Tab

Yes

Event Short Info

As uncertainty weighs on investors, GIM’s derivatives team examines the relationship between volatility and the volatility risk premium. Derivatives Portfolio Managers Sean Heron, CFA, and Stacey Gilbert review seven basic truths about volatility as well as what the options market is saying about probabilities for year-end S&P 500 results. They also explain how put-write strategies could capture the volatility risk premium while contributing some downside protection.

Attachments

Content Type: MyCFA Calendar
Created at 5/28/2020 11:26 AM by assistant@cfamn.org[CASMSTS:username]
Last modified at 7/6/2020 11:41 AM by assistant@cfamn.org[CASMSTS:username]