Search Results for author: Philipp Seidl

Found 5 papers, 4 papers with code

Supervised machine learning classification for short straddles on the S&P500

no code implementations26 Apr 2022 Alexander Brunhuemer, Lukas Larcher, Philipp Seidl, Sascha Desmettre, Johannes Kofler, Gerhard Larcher

In this working paper we present our current progress in the training of machine learning models to execute short option strategies on the S&P500.

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