The next Chicago QWAFAFEW event explore potential innovations in the construction of options skew indexes and in the modeling of asset prices.
Greg Forsythe, President of Revelation Investment Research, titles his presentation "If Some is Good, Is More Always Better, and What if it Isn't?" Greg will present two simple but, he believes, surprisingly useful methods to extract information from stock selection factors with non-linear return relationships.
Scott Nations, founder of Nations Shares and CNBC commentator, will present “Nations Option Skew Indexes.” Scott will explain how Nations option skew indexes are constructed and demonstrate their practical value in implementing options strategies.
Light food and drinks will be provided.