South Eastern Hedge Fund Competition

In February 2021, my team of fellow students and I worked on an optimized VIX Future Term Structure Carry Trade, that secured us a finalist spot in the prestigious South Eastern Hedge Fund Competition. Our strategy is an aggressive strategy that captures basis premiums along the VIX Futures term structure while being hedged against tail risk. Five finalists were selected, with groups from London Business School and South Korea’s Sungkyunkwan University, out of 45 initial competitors.

More importantly, I will make this strategy practicably by writing a dynamically adjustable Jupyter Notebook, which generates trading signals on a daily basis. This is the next step. Afterwards, I will put skin in the game and implement this strategy.