Joint event of Kyiv Academic University, Kyiv School of Economics and Kyiv Mathematical Society
Registration form: https://goo.gl/forms/3mx3HyiHOuIC9KUK2
On 28 March, 2018 at 18:30 at the Department of Mathematics of Kyiv Academic University will be the lecture of Dr. Misha Fomytskyi
Title: Options Trading
Abstract: We will start with the high-level overview of the marketplace: who and why trades options? We will discuss what types of market participants can expect to be consistently compensated by the market and go over three categories of sustainable trading strategies with real-life examples ranging from ultra short-term HFT to long horizon "smart beta" trades.
Outline of the talk:
- Overview of the options markets
- Types of trading strategies
- Volatility arbitrage strategy
- HFT option strategy
- Systematic “smart beta” volatility strategy
- Risk management
Dr. Misha Fomytskyi is an expert in derivatives trading, risk management, and volatility modeling. After leaving Physics 14 years ago he has been working in the derivatives space in trading and quant roles, including the head of the options trading team at Getco LLC, as a portfolio manager at JD Capital Management, and a co-founder of Vola Dynamics. Having a deep understanding of trading, modeling, and technology allowed him to be a driving force in adopting quantitative techniques in valuation, risk management and trading analysis in these businesses. Misha was born in Kyiv where he finished school #38 with advanced programs in Math and Computer Science. He received his Ph.D. in physics from The University of Texas at Austin in 2004 and B.S. in Applied Physics and Mathematics from Moscow Institute of Physics and Technology in 1999.
Venue: Institute of Mathematics of National Academy of Sciences of Ukraine, Tereshchenkivska str. 3 (near Metro Station Teatralna)