When: Wednesday, April 5, 2017 from 5:00 p.m. to 7:00 p.m.
Where: CBOE 4th Floor, 400 So. La Salle St., Chicago, IL 60605
Topics to be discussed include:
• Developing investable and actionable intelligence from analysis of sentiment trends on social media;
• Utilizing sentiment and options-based benchmark indices showing stock-like returns and bond-like volatility;
• Analysis of the volatility risk premium and the persistence of "rich” pricing for index options;
• Review of the performance of dozens of funds that use options-based strategies.
Register: To register for the April 5 event please visit this webpage http://bit.ly/CBOE-Apr5 by the end of the month (space is limited).
· Joe Gits, CFA, CEO and Co-Founder, Social Market Analytics (SMA)
· Edward Szado, Ph.D., CFA, Assistant Professor of Finance, Providence College.
· Moderator: Matt Moran, VP, CBOE
Joe Gits, CFA, is CEO and Co-Founder of Social Market Analytics (SMA), and he is a pioneer in the emergence and growth of quantitative trading systems and alternative data. Prior to launching Social Market Analytics (SMA), he co-founded Quantitative Analytics, Inc. (QAI), a market-leading provider of integrated database solutions for quantitative researchers and traders. Joe integrated QAI’s technology into Thomson Financial (now Thomson Reuters), after its 2007 acquisition. He oversaw the development and maintenance of the content, analytics and APIs that drove historical analytics. Joe earned his MBA from DePaul University and his BA from the University of Iowa. He is a CFA Charterholder.
Edward Szado, Ph.D., CFA, is Assistant Professor of Finance, Providence College. He is also the Director of Research at the Institute for Global Asset and Risk Management and received his Ph.D. in Finance from the Isenberg School of Management, University of Massachusetts, Amherst. He has taught Risk Management at the Boston University School of Management, Derivatives at Clark University and a range of finance courses at the University of Massachusetts Amherst. He is a former options trader and his experience includes product development in the areas of volatility-based investments and structured investment products. He is also a Chartered Financial Analyst and has consulted for the Options Industry Council, the Chicago Board Options Exchange, the Chartered Alternative Investment Analyst Association and the Commodity Futures Trading Commission.
QWAFAFEW is an informal organization for discussions of quantitative investment topics. QWAFAFEW has active chapters in Chicago, Boston, Hartford, New York, Denver, Princeton, and San Francisco.
Current Chicago QWAFAFEW Steering Committee members:
- Adam Cohen, Zacks Investment Research, Inc.
- Barry Feldman, IMCI, LLC
- Ben Johnson, Morningstar, Inc.
- Mark Shore, Shore Capital Research and DePaul University
- Matthew Moran, Chicago Board Options Exchange
- Ram Ben-David, Eckhardt Trading Company
- Cindy Tsai, Environment Envisioned, Inc.
- Peter Carl, William Blair and Company
- Steve Greiner, Charles Schwab