Advantage Futures
231 South LaSalle Street, Suite 1400
60604, USA
Futures on the VSTOXX® give investors a targeted and leveraged means to take a view on European volatility, based on the implied volatility derived from EURO STOXX 50® Index Options. Please join Eurex and featured speaker Mark Shore for a discussion of VSTOXX®, topics include:
1) Introduction of volatility indices
2) Utilizing volatility futures
3) Correlations
4) Shape of the forward curve
Featured speaker: Mark Shore has 25+ years of experience in the capital markets including former COO of VK Capital, a $250 million CTA at Morgan Stanley and former Head of Risk at Octane Research, a $1.1 billion alternative investment firm. In 2008, Mark founded Shore Capital Management an alternative investment consulting/research firm regarding due diligence, research, educational workshops and business development. His research is found at www.shorecapmgmt.com. Additionally, Mark is an Adjunct Professor at DePaul University’s Kellstadt Graduate School of Business, a Board Member of the Arditti Center for Risk Management at DePaul University and contributing writer to the Eurex Exchange, CBOE Futures Exchange (CFE), Reuters HedgeWorld, Micro-Cap Review, Prime Meridian and IASG.
