1

Trend-Following Strategies for Tail-Risk Hedging and Alpha Generation

Year:
2018
Language:
english
File:
PDF, 875 KB
english, 2018
2

Machine Learning for Volatility Trading (Presentation Slides)

Year:
2018
Language:
english
File:
PDF, 1.86 MB
english, 2018
3

Stochastic volatility models and Kelvin waves

Year:
2008
Language:
english
File:
PDF, 947 KB
english, 2008
5

Diversifying Cyclicality Risk of Quantitative Investment Strategies (Presentation Slides)

Year:
2017
Language:
english
File:
PDF, 2.17 MB
english, 2017