Fari Hamzei at CBOE Conf in San Francisco on November 10th

[HamzeiAnalytics]

Subject is Hedged Sector Funds using ETFs.



For details click here:


CBOE / Options Institure Conference in San Francisco, CA

[acmeinvest]

Hedged Sector Funds

Will you be talking about hedging sector funds with ETFs or about creating hedged sector funds out of focused ETF's? Any other info will be appreciated.

[HamzeiAnalytics]

CBOE talk in SFO

Hi acmeinvest,

Thnx for writing.

I will be talking about setting up, say a biotech portfolio and then hedging it by strategical sales of BBH.

There will be a timing model give us signal for turning on and off the hedge. Our Active Beta Matrix will tell us how much of that particular sector EFT (in this case BBH) to sell at each time. It also allows us to 'dial-in' an overall target portfolio beta, say when go on vacation and/or during times of market seasonality.

This is far more efficient than buying puts and hedge ratios are computed every night to give us very high R values.

[HamzeiAnalytics]

Here is link to the SanFrancisco conf on the CBOE website:

http://www.cboe.com/LearnCenter/ViewSeminar.aspx?SeminarId=14