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Title

The VIX: Truths and Portfolio Uses

Event Description

The VIX, sometimes referred to as the "fear index", is at all-time lows. Commentators sight this as a reason markets are due for a correction. Few, however, have an understanding of the index. This presentation will provide attendees a more detailed review of the VIX and its practical applications by covering the following:

  • What is the VIX and how is it calculated
  • What causes VIX to move
  • How to use the VIX
  • Realized Volatility
  • Volatility Echo
  • Watch for the VIX curve (No Free Lunch)

​Speaker Bio:
HANS ALBRECHT, CIM
Vice-President, Portfolio Manager and Options Strategist Horizons ETFs Management (Canada) Inc.

​Mr Albrecht co-manages a number of products in Horizons' line-up of option overlay ETFs and oversees day-to-day options activities.

Prior to joining Horizons, Mr. Albrecht spent most of the past 20 years making markets in listed options and trading volatility for National Bank Financial and its parent company, National Bank. He has also led the development of a quantitative options trading platform, as well as successfully built out and managed an equity/options trading desk.

Mr. Albrecht believes that "alpha is in the details." The key to successful volatility trading, in his view, is a superior understanding of the ever-changing conditions of volatility and a constant eye towards identifying volatility edge.  He has appeared regularly on BNN, in the Globe and Mail, Advisor Magazine, has appeared on numerous expert derivatives panels, and has written extensively on the topic of volatility and options trading. 

Mr. Albrecht graduated from McGill University with a Bachelor of Commerce and holds the Chartered Investment Manager (CIM®) and Fellowship of the CSI (FCSI) designations.

Event Type

Career

Education Topic

Behavioral Finance; Derivatives; Portfolio Management

Start Time

2017-10-18 12:00 PM

End Time

2017-10-18 1:30 PM

Event City

Vancouver

Event State/Province

British Columbia

Event Country

Canada

Event Region

Americas

Location Info

​Hyatt Regency
655 Burrard St

Speaker

Hans Albrecht

CE Credits

1

SER Credit

0.00

Member Price

$40.00

Non-Member Price

$55.00

Candidate Price

55.00

Registration

​​EARLY BIRD FEE - until September 28, 2017
Members (and Candidate Members) - Click here to register
Candidates - Click here to register
Non-Members - Click here to register​

REGULAR FEE - applies after September 28, 2017
Members: $50​
Candidates: $65
Non-Member: $65

All Day Event

 

Recurrence

 

Currency

CAD

Attachments

Content Type: Custom Calendar
Created at 2017-09-14 12:29 PM by info@cfavancouver.com
Last modified at 2017-10-04 5:06 PM by info@cfavancouver.com