Event Profile

CAIA London - Markets in Traffic: Technical Flows Driving the Nasdaq-100 Index®

Date(s):
October 15, 2026
Note:
All times listed are in local time
Venue:
National Liberal Club
1 Whitehall Pl
London, London SW1A 2HE 
Fee(s):
Free Event
Description:

CAIA London
Markets in Traffic: Technical Flows Driving the Nasdaq-100 Index®

NLC Dress Code: No denim or trainers, jacket suggested. For more information see : https://nlc.org.uk/visitor-info/

 

Join CAIA London for a discussion that will examine how derivatives and rules-based investment strategies increasingly influence price formation in the Nasdaq-100. Traditional price discovery remains important, but the market now includes a significant group of participants whose trading is driven by mandates and formulas rather than fundamental views.

Key Topics Include:

  • Leveraged and inverse ETF rebalancing
  • Options-market activity and dealer delta hedging
  • Volatility-targeting and leverage-management strategies
  • Index-related and structured-product flows
  • How market movements can trigger mechanical trading that reinforces subsequent price changes
  • The potential concentration of these flows near the market close

Using Nasdaq-100 examples, the presentation will show how a price movement can alter delta, leverage, volatility, barriers, and portfolio weights generating new orders that may further affect prices. Research on leveraged ETF rebalancing and options-related hedging will help illustrate these feedback mechanisms.

 

AGENDA:
17:30 - Registrations

18:15 - Welcoming remarks by Elena Koycheva, CAIA, CFA, CIPM - CAIA London Chapter Head

18:30 - Presentation 

19:00 - Panel discussion in collaboration with:

  • Daniel Corcoran - U.S. Options Strategy at Nasdaq
  • George Adcock Rodriguez - Co-Portfolio Manager, Kohinoor Strategy at 36 South Capital Advisors
  • Jigna Gibb - Founder of GibbFinance
  • Yuliya Barsukova, CFA - Founder of Scientio

19:35 - Q&A followed by networking & cocktail reception

 

Important notes before the event:

  • This event is organized by dedicated CAIA members, who generously volunteer their personal time. Should you decide to register, we greatly appreciate your commitment to attending.
  • If you find that you are unable to attend, please inform us at least 48 hours before the event. Your timely cancellations enable us to offer your spot to someone on the waitlist and help minimize food and energy waste
  • Kindly note that registrations must be completed in advance, as walk-ins will not be permitted. Given the event's limited capacity, we encourage you to register as early as possible to secure your spot. If the attendance limit is expanded, we will promptly notify you.
  • Registering a guest is possible but complete guest details must be filled in.

Thank you for your understanding and cooperation.
If you have questions or concerns regarding registration for this event, please contact CAIA EMEA Chapter Relations.



 

 

Find it on Map

National Liberal Club
George Adcock Rodriguez
Job Title: Co-Portfolio Manager, Kohinoor Strategy
Organization: 36 South Capital Advisors
Speaker Type: Panelist


George joined 36 South in November 2015. He became Head of Trading in 2019 and, since May 2026, has served as Co-Portfolio Manager of the Kohinoor Strategy.  He is also a member of the Investment Management Committee.

Prior to joining 36 South, George worked for a number of firms, including Citi Global Markets equities division, and most recently within the LME Trading Team at Marex Spectron. His tasks included both proprietary trading and market making of Base Metals products and FX, with a specialty in Comex Copper.

George has obtained a Bachelor of Laws LLB (2.1) from University of Leeds (United Kingdom), Investment Operations Certificate from the Chartered Institute of Investments and Securities (CISI), and he also passed the National Commodity Futures Exam (Series 3).


Yuliya Barsukova
Job Title: Founder
Organization: Scientio
Speaker Type: Panelist


Yuliya is Founder and Chief Investment Officer of Scientio, a proprietary trading startup focused on commodities. Scientio combines fundamental analysis with AI to develop and trade strategies using its own capital. Before founding Scientio, Yuliya managed a cross-commodities options portfolio at Hartree Partners. She spent seven years at Citigroup, trading precious metals options and exotics before managing a portfolio of iron ore derivatives. She holds a bachelor’s degree from Princeton University and is a CFA charterholder.


Daniel Corcoran
Job Title: U.S. Options Strategy
Organization: Nasdaq
Speaker Type: Panelist


Dan Corcoran works on the U.S. Options team at Nasdaq where he focuses on market structure, pricing, and product development. Previously, Dan served as the Founder and President of Volos, an index and technology provider for options strategies which was acquired by Nasdaq in December, 2025.  At Volos, Dan led a team supporting institutional clients and index-tracking investment products globally, including ETFs, managed accounts, annuities, and OTC swaps. Dan is based in London.


Jigna Gibb
Job Title: Founder
Organization: GibbFinance
Speaker Type: Panelist


Jigna Gibb is founder of Gibb Finance focused on delivering financial education based on her 25 years experience in global markets.

Previously, Jigna was Head of Commodities and Crypto Index Products at Bloomberg where she is responsible for the flagship Bloomberg Commodities (BCOM) family index suite, which is linked to products totalling over $107 billion AUM.

Prior to joining Bloomberg Mrs. Gibb was Head of Origination for the Quantitative Investment Solutions team at Deutsche Bank. Her responsibilities included Portfolio, Cross Asset and FICC QIS product development, marketing, and origination to institutional investors globally. She has created and innovated risk premia and quantitative investment solutions at the bank since the platform’s inception in 2012 and worked in collaboration with the DB Quant Research team.  

Mrs. Gibb worked at Barclays for eight years both in London and New York. In a structuring sales role, she was integral in developing the Commodities Investor Solutions business. Over her tenure at Barclays she delivered a diverse range of investment solutions such as index strategies, collateralised commodities obligations, structured products and fund solutions to institutional investors. She started her career at Goldman Sachs as a Financial Sales Analyst in the Securities division. 
Mrs. Gibb received her M.A. in Mathematics from the University of Oxford.