Event detail


From: 21 May 2019

To: 21 May 2019

Address: Bourbon Street Bar & Grill, 346 W 46th St., New York, United States


Key speakers: Marvin Appel, President, Signalert Asset Management Edward Szado, Assistant Professor, Providence College School of Business Matthew Moran, Wealth Management Intern, John Hancock Investments

Web page: https://newyork.qwafafew.org/event/may21/

Pricing: - variable - $35 – $60

Description: Tuesday May 21, 5:30 PM – 8:30 PM

New Studies on Options for Managing Volatility, Enhancing Income, Using the VIX Index and Sentiment Indicators – Edward Szado, Ph.D., CFA® and Matthew Moran

As investors have struggled to cope with volatility spikes and low interest rates over the past year, more attention has been focused on alternative investments and tools that can be used to achieve the goals of managing portfolio risk, increasing income, and enhancing long-term risk-adjusted returns. The presentation will discuss the use of futures and options on stock indexes and on the CBOE Volatility Index (VIX) and cover topics such as contango, backwardation, and the implied volatility risk premium (IVRP). The use of sentiment indicators from volatility indexes and social media will be discussed. Three decades of historical data show that certain options-based benchmark indices have generated attractive risk-adjusted returns, with stock-like returns and bond-like volatility. A key source of return for options writers has been a persistence of rich pricing for index options. Excerpts from new White Papers by Wilshire, Meketa, Providence College and other firms will be presented.

How to use Moving Average Convergence Divergence (MACD) Indicators in trading—Pearls and pitfalls – Marvin Appel, PhD, MD, President, Signalert Asset Management

A unique feature of the MACD indicator is that you can use it to identify trends with room to run, but also to identify overbought or oversold levels that represent potential market turning points. Dr. Appel will show how to apply MACD for both purposes using both numerical approaches and significant chart patterns such as positive and negative divergences, with applications to the equity and bond markets. The presentation will begin briefly with a review of the basics before moving on to several more advanced topics.


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