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Dec 2016
(Sat)
Derivatives Trading and Products : Learn from the Past and Look Forward
- Subject
- Green Finance
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The above event has been completed successfully. Please look forward to the upcoming events.
- Date & time
- 10Dec 2016 (Sat)10:00 - 17:00 (lunch incl. 13:00-14:00)
- Venue
- Admiralty Centre, 18 Harcourt Road, Hong Kong
- Fee
- Course Fee: HKD 3,000 per person. Course fee includes complimentary lunch.
- Speaker
-
- Mr. Eddie Lau, hedge fund derivatives portfolio manager with global hedge funds and investment banks ;
- Mr. Edmond Lau, former executive director, derivatives marketing and distribution at JP Morgan Securities (Asia Pacific) Ltd.
Mr. Eddie Lau, hedge fund derivatives portfolio manager with global hedge funds and investment banks
Mr. Eddie Lau has over 15 years of investment management and trading experience with global hedge funds and investment banks. Eddie co-founded Harmony Advisor in 2013. He is currently an asset manager in a multi-family office co-managing global cross-asset portfolios and absolute return strategies funds. Eddie began his career with UBS in Connecticut; he then moved to Hong Kong and worked for Bank of America Merrill Lynch, Elliott Advisors and PCA Investment managing relative-value absolute-return portfolios. Eddie graduated from the University of Chicago with B.A. in Economics with Honors. He was a panel speaker at Bank of America Merrill Lynch derivatives conference 2015 in Hong Kong. Eddie also serves as the President of University of Chicago Alumni Club of Hong Kong and an investment committee member of the Wah Yan One Family Foundation.
Mr. Edmond Lau, former executive director, derivatives marketing and distribution at JP Morgan Securities (Asia Pacific) Ltd.
Mr. Edmond Lau has over 11 years of investment banking experience in derivatives marketing and distribution at JPM and Bear Stearns. He was head of derivatives distribution business at JPMorgan for 7 years. Edmond has extensive knowledge in multi asset-class derivative products including flow, exotics and customized solutions in equities, funds and commodities. Mr. Lau also has hands-on experience and track records in developing new products and building distribution to various types of institutions in Hong Kong, Singapore and Taiwan. He is currently a guest lecturer at CUHK business school. He graduated with BBA (Hon) from the University of Wisconsin-Madison.
- Enquiry
- 2867 8391 (seaew@hkuspace.hku.hk )
- Related link
- Learn from the Masters Series
Derivatives Trading and Products : Learn from the Past and Look Forward - How hedge fund derivatives strategies generated alpha returns and derivatives products evolved during various periods (pre-2008 crisis, normalization from 2009 and the step forward in 2017)
Date: December 10, 2016 (Sat)
About this workshop:
Speakers will be sharing their experience and analysis of derivative trading strategies and product evolution from pre-2008 crisis era to today’s market environment in Asia and US.
Which derivatives strategies work in different periods and market conditions?
How do hedge fund derivatives portfolio make money?
Is it relative value trade or outright directional strategy or both?
How have large-scale risk selling via structured products in Asia and the emergence of VIX futures changed the landscapes and created once-in-a-lifetime arbitrage opportunities?
What are some of today's derivatives mispricing that offer opportunities to generate uncorrelated, absolute returns and to hedge tail risks in 2017?
DETAILED WORKSHOP CONTENTS:
For each of this period, Eddie and Edmond will discuss and detail how popular derivatives products at the time create structural mispricing and profitable opportunities for hedge funds and bank trading desks. Participants of this course are expected to have strong knowledge of derivatives basics as speakers will go into detailed and deep discussions of derivatives strategies and performance analysis.
2005-2008: Return of the bull post tech bubble, large-scale risk-selling via structured products
2009-2012: Trend following – Central bank policies and emergence of ETFs and VIX futures
2013-2015: Game changer – financial regulations, liquidity disappearance, heightened correlation
2016 and beyond: Yield chaser with safety net - cheap cross-asset convexity for hedging and outsized returns
WHO SHOULD ATTEND:
All professionals who are interested in derivative business of hedge fund and investment bank.
Requirement(s): Basic knowledge of Option pricing and greeks, equity, fixed income
OTHER INFORMATION:
HKU SPACE has been recognized by the SFC as an approved CPT course provider. This workshop is recommended at 6 hours of Type 1 and 6 hours of Type 2 CPT activities.
or DOWNLOAD APPLICATION FORM: Application for Enrolment Form (SF 26)
