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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The Italian Bail-In: the making of a banking crisis

Warren Buffet once said “You never know who’s swimming naked until the tide goes out”. The dry humour quip applies very well to the personal finances of Italians that have just realized they have been dipping naked. After all, the “financial literacy rate” in our country is one of the lowest in Europe: as a […]

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