(Opalesque) Dr Juan Alfredo Gomez, a hedge fund manager with a Ph.D. in chemical engineering from M.I.T., combines engineering process optimisation and control concepts with quantitative finance to manage the three major risks in options trading. This arrangement allowed his strategy, called Delta Managed Volatility, to produce double-digit returns for more than 10 years except for 2018.
How Applying Engineering to Hedge Fund Risk Management Can Work
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