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 – September 2024
Tuesday 10th September 2024 at 6:30pm
Speaker: TBC
Add to calendar:
Future STA Meetings
Joint STA and The Commodity Trading Club Meeting
Tuesday 8th October 2024 at 6:30pm
Speaker: TBC
Add to calendar:
Latest Blog Posts
- Living in a land of large numbers: How to get a grip
- Debate with ACI UK, The Broker Club & The Commodities Trading Club: Forecasts for the second half – plus marks for first half
- Retail traders embrace volatility: Zero-day options and penny stocks on today’s menu
- STA members and their guests get a dose of hypnotherapy
- ‘And it’s a goal! Again’ Rectangles, corsets and straightjackets