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Reading VIX® [Complete] Event Code: 171207LU
Date 07-Dec-2017
Time 12:15 p.m. - 1:30 p.m.
Venue 14/F, BOC Group Life Assurance Tower, 136 Des Voeux Road Central, Hong Kong
Speaker(s) Tim Edwards, Ph.D
Senior Director of Index Investment Strategy
S&P Dow Jones Indices
Fee HKSFA Member(s) at HK$150.0/person
CFA Candidate(s) at HK$230.0/person
Guest(s) and Non-member(s) at HK$300.0/person
This seminar is qualified for 1 CPT hour(s), 1 CE hour(s), 1 RBV CPD hour(s)
Remarks CFA Societies Global Passport Program Eligible 
# CFA Candidate(s) for Year 2017/18 only.
- Sandwiches and drinks will be provided.
- Only Visa and Master Card are accepted for online payment.
- Language: English

Event Details
Known as the market’s “fear  gauge”, the VIX index and its related measures covering equity, currency and fixed income measures across the globe have become go-to measures of uncertainty and turmoil in markets.  But what does a VIX of 20 really mean?  And do the low VIX levels seen recently indicate the market has become complacent?    Tim Edwards PhD, Senior Director of Index Investment Strategy at S&P Dow Jones Indices will present a guide to reading VIX, covering    
  • Mean reversion and premiums in volatility markets
  • How to tell if  the VIX is “high” or “low”, and what this means for future volatility
  • How and why VIX can “get things wrong”
  • Applications to global volatility indicators
About the Speaker

Tim Edwards, Ph.D   
Senior Director of Index Investment Strategy  
S&P Dow Jones Indices      

Tim Ewards, Ph.D is Senior Director of Index Investment Strategy for S&P Dow Jones Indices (S&P DJI). The group provides research and commentary on the entire S&P DJI’s product set, including U.S. and global equities, commodities, fixed income, and economic indices.   Prior to joining S&P Dow Jones Indices, Tim worked at Barclays Capital, where he had global responsibility for product development of exchange-traded notes across all asset classes, covering commodities, volatility, foreign exchange, fixed income and emerging markets.   Tim holds a PhD in mathematics from University College London.  


Rating - Intermediate
(Material presented will have technical elements requiring a working knowledge of the subject to make full use of the presentation.) 

CFA Societies Global Passport Program

HKSFA has participated in the CFA Societies Global Passport Program which allows CFA society members to enjoy local society member rate at selected events like this luncheon.  Members of non-HKSFA CFA Institute societies qualify to attend this event at HKSFA member rates.  Please contact HKSFA at to register.