151 Trading Strategies
Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …
trading strategies across a host of asset classes (and trading styles). This includes stocks …
Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures
S Mixon, E Onur - Journal of Futures Markets, 2019 - Wiley Online Library
We decompose the VIX futures term structure into systematic components driving the VIX
and idiosyncratic components reflecting demand by various types of futures end‐users. We …
and idiosyncratic components reflecting demand by various types of futures end‐users. We …
Constrained dynamic futures portfolios with stochastic basis
We study the problem of dynamically trading multiple futures contracts on different
underlying assets subject to portfolio constraints. The spreads between futures and spot …
underlying assets subject to portfolio constraints. The spreads between futures and spot …
[PDF][PDF] Essays on market volatility
RB Adelino - 2023 - dspace.mackenzie.br
The understanding of volatility and its dynamics plays a crucial role in financial markets and
theory. In the field of finance and investments where the general random variable being …
theory. In the field of finance and investments where the general random variable being …
[BOOK][B] Stochastic Control Methods for Dynamic Futures Portfolios
Y Zhou - 2021 - search.proquest.com
In this thesis, we discuss systematic methods to futures trading and analyze the
mathematical problems that arise from trading futures. Firstly, we analyze the dynamic …
mathematical problems that arise from trading futures. Firstly, we analyze the dynamic …
Перспективи розвитку міжнародного фінансового інжинірингу
НВ Єфименко - 2023 - eir.nuos.edu.ua
Анотація Актуальність теми. На сучасному етапі світова та вітчизняна фінансові
системи характеризуються суттєвим дисбалансом економічних процесів, який …
системи характеризуються суттєвим дисбалансом економічних процесів, який …