Lecture Notes Learning to Trade I: Statistical Hedging

43 Pages Posted: 18 Jul 2022

See all articles by Hans Buehler

Hans Buehler

XTX Markets

Blanka Horvath

Mathematical Institute, University of Oxford and Oxford Man Institute; Oxford University; The Alan Turing Institute

Date Written: June 30, 2022

Abstract

Lecture Notes Learning to Trade I: Statistical Hedging

Keywords: Machine Learning, Hedging, Statistical Hedging

Suggested Citation

Buehler, Hans and Horvath, Blanka, Lecture Notes Learning to Trade I: Statistical Hedging (June 30, 2022). Available at SSRN: https://ssrn.com/abstract=4151040 or http://dx.doi.org/10.2139/ssrn.4151040

Hans Buehler (Contact Author)

XTX Markets ( email )

14-18 Handyside Street
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United Kingdom

HOME PAGE: http://xtxmarkets.com

Blanka Horvath

Mathematical Institute, University of Oxford and Oxford Man Institute ( email )

Andrew Wiles Building
Woodstock Road
Oxford, OX2 6GG
United Kingdom

Oxford University ( email )

The Alan Turing Institute ( email )

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