STA Monthly Meeting – September 2020
Tuesday 8th September 2020 at 6.30pm
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
Ernie is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. He is the author of “Quantitative Trading: How to Build Your Own Algorithmic Trading Business” and “Algorithmic Trading: Winning Strategies and Their Rationale”, both published by Wiley. He maintains a popular blog “Quantitative Trading” at epchan.blogspot.com.
Next STA Meeting
STA Monthly Meeting – March 2025
Tuesday 11th March 2025 at 6:30pm
Speaker: TBC
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Future STA Meetings
STA Monthly Meeting – April 2025
Tuesday 8th April 2025 at 6:30pm
Cycle Convergence
Speakers
Robin Griffiths FSTA, Investment Strategist, RW Advisory
Ron William, Founder & Principal Market Strategist, RW Advisory
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