Name: Ernest Chan: Tail Hedging in the Age of Machine Learning
Uploaded: 2020-08-14
Duration: 1 min 6 s
Description: 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.