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-offices

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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