Seminar (London) - Can option trading strategies enhance CTA/trend following

Full title: Can option trading strategies enhance CTA/trend following trading strategies? - an analysis

Abstract: In this talk, we investigate whether we can improve the risk adjusted returns of a traditional, directional (CTA style) trend following strategy by employing systematic option trading strategies. We shall be looking at several markets including FX and equities.

Bio: Jacob Bartram has extensive experience in trading at both banks and hedge funds. His background includes FX option and volatility trading, along with trading system design and development. He has presented at numerous industry conferences, including Global Derivatives and TradeTech FX.