Navigating Volatile Markets: Trading & Modeling Volatility
With macroeconomic and geopolitical uncertainty abounding, many traders and portfolio managers are currently trading – or exploring how to trade – volatility as an asset class in its own right.
Changes in volatility (“vol”) levels, vol regimes, skew dynamics, vol of vol, and vol surface dislocations present both risk and opportunity to those who wade into this exciting terrain.
But modeling volatility is not necessarily easy, and most variance and volatility products require sophisticated modeling to capture market behavior that cannot be addressed by replication-based approaches.
Join Dr. Ping Sun of Numerix on August 7, 2025 at 10am EDT as he provides a quantitative perspective on modeling and trading volatility which will be invaluable for volatility traders, portfolio managers, and quantitative practitioners in this domain.
Dr. Sun will cover:
- The current volatility landscape
- Key instruments and tactics for trading volatility
- Best practices in modeling volatility
- From theory to practice: valuation meets reality
Featured Speakers
Ping Sun, PhD
Ping Sun, PhD is Senior Vice President of Financial Engineering at Numerix. He is also the product manager for the Numerix CrossAsset analytics platform. During his career at Numerix, Dr. Sun’s work has appeared in number of publications and academic journals, and he has been showcased as a lecturer at a range of academic events and industry conferences. Dr. Sun served as a consultant to Lehman Brothers as an FX / Equity Desk Quant, and his extensive experience encompasses pricing exotic derivatives across various asset classes, as well as crafting sophisticated algorithms for generating and cleansing volatility surfaces in equity and foreign exchange markets. He earned a Doctorate Degree in Physics from City College of New York, and an Undergraduate Degree in Physics from Fudan University in Shanghai, China.
Greg Murray
Greg Murray is responsible for increasing awareness of the Numerix brand in financial markets around the globe and contributing to Numerix’s strategic growth initiatives. Previously, he oversaw product and field marketing initiatives at the company, and he started his tenure in a sales role. Prior to Numerix, Mr. Murray worked in derivative analytics sales roles at other software firms, and he held derivative trading positions for seven years as an option market-maker and proprietary trader across a variety of asset classes.
