JP Morgan’s deep hedging reaches cliquets
Euro Stoxx roll-out is live and S&P is next, despite exit of machine learning programme’s figurehead
JP Morgan has expanded its deep hedging programme to include Euro Stoxx cliquet options, and is still working to roll out the programme to a wider suite of equities products – notwithstanding the departure of the programme’s figurehead, Hans Buehler, earlier this year.
Ben Wood, JP Morgan’s global co-head of equity derivatives quantitative research and current head of the deep hedging programme, says: “Stoxx 50 cliquets have now been rolled out and our immediate first target for extension is S
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