VSTOXX index futures can be used to hedge against economic uncertainty as the underlying tracks the expected 30day volatility of the EURO STOXX 50 equity index. Daniel‧‧‧22/02/2020 | Posted in: Investment & Finance → | Read the article
Principal component analysis (PCA) is a statistical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly‧‧‧21/02/2020 | Posted in: Investment & Finance → | Read the article
MARC ROHLOFF and ALEXANDER VOGT present a simple model that uses time series momentum in order to construct strategies that systematically outperform their benchmark. The authors find‧‧‧14/02/2020 | Posted in: Investment & Finance → | Read the article
Phenomena similar to the collapse on financial and economic networks can be described as cascading failures across nodes in large scale networks delineating collective dynamics, leading to‧‧‧10/02/2020 | Posted in: Investment & Finance → | Read the article
Deep learning has recently become one of the best way to model the complexity of stock movements and to capture non-linear paths, to associate large data, and‧‧‧03/02/2020 | Posted in: Investment & Finance → | Read the article
Income inequality supposedly demonstrates that the economy’s rewards are flowing, undeservedly, to those at the top. If that is what’s happening, it refutes textbook economics, which argues‧‧‧28/01/2020 | Posted in: Investment & Finance → | Read the article
As an Investment Consultant and Specialist, Pompeo Pontone is a Professional Investor with 25 years’ experience in the fields of Investment Management, Quantitative Finance & Derivatives Trading and Data Science.