STA MONTHLY MEETING SEPTEMBER (VIA WEBINAR): Tail Hedging the Age of Machine Learning

Webinar
Tuesday, September 8, 2020 - 06:30 PM
Until: Tuesday, September 8, 2020 - 08:30 PM
(Adjusted for timezone: Europe/London)
Categories
TAIL HEDGING THE AGE OF MACHINE LEARNING
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, and explain how machine learning can help reduce premium burn.
SPEAKER
DR ERNEST CHAN, Managing Member, QTS Capital Management, LLC
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 financial machine learning startup called PredictNow.Ai. He began his career […]


For more information visit https://www.sta-uk.org/resources/meetings-events/
Top