
Kathryn Hume — Financial Models, ML, and 17th-Century Philosophy
Gradient Dissent: Conversations on AI
00:00
Is the Vop Curve Adaptable?
There's a trading strategy where you want to sell or buy in such a way that it mari that you arrive at matches that curve exactly. And does it work? Yes. I it works well even when there's a lot of volatility in the market. A so in march of 20 20, when cove it hit, i theres, it was just much more like, volatile thanit than the stock of market normally was. And what was nice is it it adapted. It may have taken, it may have taken a couple of weeks. But i'm i know that it adapted much better than like, a standard treading algorithm. You're constantly retraining the algrithm
Transcript
Play full episode