2020 JPM Macro Quantitative and Derivatives Conference
Comment of the Day

June 17 2020

Commentary by Eoin Treacy

2020 JPM Macro Quantitative and Derivatives Conference

Thanks to a subscriber for this report by Marko Kolanovic for JPMorgan. Here is a section:

Eoin Treacy's view

A link to the full report is posted in the Subscriber's Area. 

A point I have made repeatedly over the years is when it comes to designing an algorithmic trading system you can decide what to buy or sell in any manner of cases but you can only decide how much to buy with a very small number of tools.

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