Understanding the Forex Market

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 […]

Read more
Exotic Options – Lookback

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 […]

Read more
Swimming with the Sharks: The COT

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, […]

Read more
Momentum Strategy

This article aims to analyse whether it is possible to take advantages from momentum. From Investopedia: “ The idea of momentum in securities is that their price is more likely to keep moving in the same direction than to change directions. In technical analysis, momentum is considered an oscillator and is used to help identify trend lines […]

Read more