Free Webinar: Ernest Chan: Tail Hedging in the Age of Machine Learning

Webinar
Wednesday, August 12, 2020 - 06:30 PM
Until: Wednesday, August 12, 2020 - 08:30 PM
(Adjusted for timezone: Europe/London)
Categories
PLEASE NOTE THAT THIS WEBINAR WILL START ON WEDNESDAY, 12 AUGUST, 2020, AT 6:30 PM ***BST (LONDON TIME)*** (1.30 PM ***EDT (NEW YORK TIME)***)

TITLE: Tail Hedging in the Age of Machine Learning

ABSTRACT:

Tail hedging does not necessarily involve options and the annoying time decay of premium. Dr. Chan will discuss how his fund utilizes a simple intraday trend-following strategy called Tail Reaper to generate enormous alpha during market crises, with a large dose of machine learning.

BIOGRAPHY

Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor, specializing in crisis alpha and machine learning. He also runs the machine learning startup called PredictNow.Ai. He began his career as a machine learning researcher at IBM’s T. J. Watson Research Center in the storied Human Language Technologies Group, which produced some of the best known quantitative hedge fund managers. He later joined Morgan Stanley’s Data Mining and Artificial Intelligence Group in New York. He was also a quantitative researcher and trader for Credit Suisse and other hedge funds.

Ernie is the author of “Quantitative Trading”, “Algorithmic Trading“, and “Machine Trading”, all published by Wiley. He writes a popular blog at epchan.blogspot.com. Ernie earned his Ph.D. in theoretical physics from Cornell University and his B.Sc. from the University of Toronto.

For more information, visit https://www.meetup.com/thalesians/events/272088857/
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