Investors Are Taking A More Systematic Approach With 0DTE Index Options, Cboe Says

Exclusive Insights

Gain actionable intelligence with clarity and speed – practical knowledge you can apply every day.

You must be a subscriber to view this page. Either log in or select “Request Access” below to connect with our subscriptions team.

Slow-Burn Minsky Moments - Sunday Roundup, July 16, 2023

GMO’s James Montier has a long thought piece about how he views market conditions as characterized by what he calls “slow burn Minsky moments” or systemic vulnerabilities. Montier argues that while holding cash or long volatility is the most obvious tail hedge, “running a long volatility strategy is the investment equivalent of death by a thousand cuts.” Instead he goes into some detail about how investors could employ a long quality/short junk strategy or a long value/short growth strategy, discussing sizing and other issues.

JUL 17, 2023

Navigating Changes In Equity Derivatives Market Structure, Strategies And Liquidity – Global EQD

Paul Woolman, global head of equity products at CME Group led a fireside chat on Day 2 of Global EQD at the Wynn Las Vegas with Ram Kelkar, principal and managing director, Capital Markets Group and Zem Sternberg, founder and chief executive officer, Lake Hill Capital. The trio discussed liquidity, futures and options strategies and zero-days-to-expiration options.

JUN 02, 2023

0DTE Liquidity Can Help Institutional Investors Navigate Markets

The vast liquidity in products trading zero-days-to-expiration options can help institutional investors navigate market turmoil. Will Bartlett, chief executive officer and managing member at Parallax Volatility Advisors, said 0DTE is a useful tool to hedge one-day events such as consumer price index data announcements. Bartlett said he has been “surprisingly impressed” with the products and overall performance.

APR 27, 2023

Addressing The Rise Of 0DTE Options - LatAm EQD

Jake Glasser, senior salesperson, institutional equity derivatives and David Silber, head of institutional equity derivatives, Citadel Securities discussed the evolution of short-dated options and the resulting impact on option volume flow and liquidity. Key Takeaways Glasser said the diversification of products and the adaptability of investors over time is a contributing factor to the growth […]

MAR 15, 2023

January 26, 2027

Investor EQD - Austin 2027

An exclusive, invitation-only event for key U.S. and Canadian investors to learn, share and network with peers. The roundtable format delivers insights into new products and approaches in alternative and emerging strategies and portfolio construction.

March 22 – 23, 2027

LatAm EQD 2027

150+ asset managers, multimercados and family offices come together to learn and share forward thinking approaches in the rapidly evolving Brazil and Latin America multi-asset market.

May 25 – 26, 2027

Global EQD 2027

North America’s premier derivatives and systematic investing conference draws together 260+ key investors, asset managers, banks, market makers and service providers. Renowned for efficiently connecting all market players with their peers and providers and delivering cutting-edge strategy and portfolio discussions for over a decade. Attendees interact with innovative ideas and products through dynamic presentations and specialized forums.