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New Cboe 3-Month Implied Correlation Index (COR3M)

original air Date:Wednesday, June 23, 2021

Start Time:on demand

Duration:60 minutes

DESCRIPTION:

This 60-minute webinar explores the uses of correlation and the new Cboe 3-Month Implied Correlation Index (COR3M).

Continuing education (CE) credit available – This webcast is accepted for one hour of CFP®, CIPM®, RMA®, CIMC®, CIMA®, or CPWA® CE Credit for webcast attendees. CFA Institute members may self-document their continuing professional development activities in their online CE tracker.

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Speakers

John Hiatt

Vice President, Derivatives Strategy

Cboe Global Markets

John Hiatt has worked for Cboe in Chicago since 1994 and currently helps lead the derivatives strategy team within the multi-asset solutions group. John and his team are responsible for developing new proprietary derivatives products to be listed on Cboe’s derivative markets. Additionally, Cboe’s derivatives strategy team evaluates and proposes changes to existing products, conducts general market research and strategy development. John played a significant role in the development of the Cboe Volatility Index, as well as VIX futures and VIX options contracts based on the index. He is currently heavily focused on making improvements to the settlement of, and the margin treatment for, VIX Index derivatives. He is a CFA charterholder and holds a bachelor’s in aerospace engineering from the Illinois Institute of Technology and a master’s in finance from the DePaul University Charles H. Kellstadt Graduate School of Business.

Parth Shah

Senior Associate, MAS

Cboe Global Markets

Parth Shah combines financial theory and quantitative analysis to enhance and develop Cboe's proprietary volatility products and indices. He is especially excited about the prospects of using financial engineering and risk management to convert client goals into tradable derivative products. Additionally, he utilizes machine learning and econometric quantitative research methods to identify the SPX and VIX drivers impacting volume and liquidity microstructure metrics. He has a strong foundation in analyzing precious metal and diamond commodity markets. Parth has a Masters in Finance Degree from the Massachusetts Institute of Technology and a Bachelors of Economics and Business Administration from the University of Michigan, Ann Arbor.

Matt Moran

Head of Index Insights

Cboe Options Institute

Matt is focused on the exchange's educational efforts for pension funds, Registered Investment Advisors (RIAs), mutual funds, and other institutional investors. He has traveled to more than 100 cities worldwide to educate investors and deliver financial presentations. Prior to joining Cboe, Matt served as Trust Counsel at Harris Bank and Vice President at the Chicago Mercantile Exchange. He is an associate editor of The Journal of Index Investing and has written articles for several financial publications, including The Journal of Trading and The Journal of Alternative Investments. Matt holds MBA and JD degrees from the University of Illinois at Urbana-Champaign.

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