What a time to be having a discussion around volatility with the VIX spiking by one of the largest amounts in its history and equity markets seeing triple and quadruple digit single-day declines!
On February 15, I’ll be giving a presentation on my Charles H. Dow award winning paper, Forecasting a Volatility Tsunami in a joint event with the University of Chicago and the Chicago CMT Assoc. Chapter. I’ll be going over the importance of managing down side risk within a portfolio and diving into the topic of my paper concerning the Volatility Index. This event is open to CMT members and non-members, so if you’re in the Chicago area you’re welcome to attend.
For more details and to register: Chicago Chapter Meeting featuring Andrew Thrasher, CMT
