50ETF Option Market History and Opportunities—A Practioner's Review

Date & time
Wednesday, October 26, 2016 - 18:30 - 20:30
Speaker
Yang Yu
Location
Room 101, NYU Shanghai (1555 Century Avenue)

 

Lecture Speaker Biography:

Yu Yang, Partner and Co-founder, Junzhi Asset Management Co. Ltd

Mr. Yang is a partner at Junzhi Asset Management, a Shanghai based hedge fund management firm with strategies covering equity, fixed income, commodities and derivatives markets in China.  Mr. Yang has degrees in Mathematics, Computer Science and Financial Engineering.  Prior to co-founding Junzhi, he worked as IT engineer, investment bank proprietary trader and hedge fund senior executive in the United States.  He is the author of the best-seller book Troubled Time on Wall Street (written in Chinese and published in 2011).

 

Lecture Introduction:

SSE 50 Index ETF Option ("50ETF Option") is currently the only exchange traded option in China.  It was introduced in February 2015 by the Shanghai Stock Exchange.  Since then, China's A-share market has gone through several highly volatile periods before gradually settling down over the last six months.  Mr. Yang will discuss various 50ETF option trading opportunities emerged throughout this eventful period and share his thoughts on the behavioral, institutional and regulatory reasons that caused market inefficiencies.