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What subscribers got recently
Gamma exposureDealer gamma, and a last half hour ruleFree Cboe chain through to a live order on the IBKR API.
Deep hedgingA network learns to hedge a call spreadJudged on tail risk instead of average error.
Deep learningFive architectures on real market dataFeedforward, LSTM, transformer, CNN and autoencoder.
Machine learningTrees, forests and XGBoostOn a survivorship-free S&P 500 panel, with PCA and lasso alongside.
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