Forecasting is possible

“Based on our regular economic and monetary analyses, we today conducted a comprehensive assessment of the economic and inflation outlook and our monetary policy stance.” (Mario Draghi) During the press conference of 8th December 2016, the President of the ECB (European Central Bank) Mario Draghi, together with the Vice-president Vítor Constâncio, presented a series of […]

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The Banking Sector: Mean Reverting or Momentum?

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 […]

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