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GlobalQuantitative&DerivativesStrategy31January2018HarvestingVolatilityRiskPremiaWithMachineLearningVolatilitySpreadStrategyUsingDynamicLinearModelGlobalQuantitativeandDerivativesStrategyAdaLauAC(852)2800-7618ada.lau@jpmorgan.comJ.P.MorganSecurities(AsiaPacific)Limited/J.P.MorganBroking(HongKong)LimitedTonySKLee(852)2800-8857tony.sk.lee@jpmorgan.comJ.P.MorganSecurities(AsiaPacific)Limited/J.P.MorganBroking(HongKong)LimitedMarkoKolanovic,PhD(1-212)272-1438marko.kolanovic@jpmorgan.comJ.P.MorganSecuritiesLLCDavideSilvestrini(44-20)7134-4082davide.silvestrini@jpmorgan.comJ.P.MorganSecuritiesplcDobromirMTzotchev(44-20)7134-5331dobromir.tzotchev@jpmorgan.comJ.P.MorganSecuritiesplcSeepage47foranalystcertificationandimportantdisclosures,includingnon-USanalystdisclosures.J.P.Morgandoesandseekstodobusinesswithcompaniescoveredinitsresearch