The Banking Sector: Mean Reverting or Momentum?
Understanding the Forex Market
The banking sector has been one of the most discussed among regulators, journalists and practitioners across the globe in the last 10 years. This article aims to analyse a dual simple systematic trading strategies for both USA and EU (EMU area) banking sector. We select the following 10 banks for the European market: Unicredit, Intesa […]
Exotic Options – Lookback
This article aims to understand the forex market better. We are going to deepen our knowledge looking at two of the most important characteristics for a professional portfolio manager: volatility and correlation. Through this article, we aim to clarify which currency, if any, could be useful in order to increase the diversification of our portfolio. Understanding […]
Swimming with the Sharks: The COT
These series of article aims to analyse Exotic Options and their implication in term of Greeks. Although the most of you already know the definition, a buyer of a call/put option has the right, but not the obligation, to buy/sell a security during a certain amount of time or on a specific date. Probably everyone knows the […]
What is the current market view on Gold? How are positioned the largest speculators in Oil? This article tries to exploit all these information thanks to a useful tool, known as the ‘Commitment Of Traders’ report. The main goal is to develop a passive trading strategy based on what the ‘Sharks’ are currently doing in the market, […]