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Trumponomics: Feeding the Bull Steroids
Donald Trump’s economic policies focus on three key areas; protectionism, loose fiscal policy and deregulation. In this summary report, we will give an overview of Trump’s policies before exploring the...
View ArticleMarket Recap 12-02-2017
United States Last week saw US equities slightly increasing in a low-volatility environment. Indeed, the S&P 500 closed 0.81% up from last week close, while... The post Market Recap 12-02-2017...
View ArticleUS and Eurozone: expectations upside down
It is widely known that the USA and the EU are in different economic conditions: the American economy has risen from the crisis and the... The post US and Eurozone: expectations upside down appeared...
View ArticleA Bull Call Spread for Brazil
Brazil is coming from a three-year recessionary period, with an unemployment rate still above 12%. Despite this, the Bovespa index (IBOV), which is the top... The post A Bull Call Spread for Brazil...
View ArticleMarket Recap 19-02-2017
United States On the week ended February 17, 2017, US stocks closed at record highs as investor sentiment remains positive given the possibility of changes... The post Market Recap 19-02-2017 appeared...
View ArticleA Primer on Risk-Parity
The concept of risk parity is not well-known among market participants. However, its resiliency to different market environment makes it a very interesting capital allocation... The post A Primer on...
View ArticleIs the Gun Industry Accurately Priced? A Short Analysis
Introduction The aim of this article is to analyse the current price valuation of the biggest players in the gun manufacturing industry, trying to assess... The post Is the Gun Industry Accurately...
View ArticleBack to the 80s? An Analysis of Value and Size Strategies in the STOXX Europe...
The purpose of this article is to analyse the performance in the European markets – during the last five years – of two strategies that... The post Back to the 80s? An Analysis of Value and Size...
View ArticleAssicurazioni Generali: An Option Pricing Case with NAGARCH
Assicurazioni Generali: Business Snapshot Assicurazioni Generali SpA is an Italy-based insurance company. It is the largest Italian insurance company and the third in the world... The post...
View ArticleMarket Recap 26-02-2017
United States Last week was a particular good one for American equities. Indeed, the Dow Jones Index scored four record high closures in a row,... The post Market Recap 26-02-2017 appeared first on...
View ArticleMarket Recap 05-03-2017
Market Recap 05-03-2017 United States Despite experiencing a downward correction towards the closing of the week, US equity indices reached new record levels. The Dow... The post Market Recap...
View ArticleIs The (CDS) Maginot Line Falling?
Introduction The aim of this article is to analyse the current CDS spread of France with respect to Germany, and propose a profitable strategy for... The post Is The (CDS) Maginot Line Falling?...
View ArticleInnovation in the ETF Industry: Tales from Quant 2017 Venice
In 1993 in the New York stock exchange the first Exchange Traded Fund was established. Since then, the number of ETFs has exponentially increased, and... The post Innovation in the ETF Industry: Tales...
View ArticleWTI Crude Oil: Backwardation? No, Back to Contango
On March 8, 2017 crude oil plummeted more than 5%, with WTI price falling through $50 a barrel for the first time since December. The... The post WTI Crude Oil: Backwardation? No, Back to Contango...
View ArticleMarket Recap 12-03-2017
United States The S&P 500 closed at $2,372.60, slightly depreciating when compared with the beginning of the week, where it was standing at $2,375.32, but... The post Market Recap 12-03-2017...
View ArticleValue at Risk in Python – Shaping Tech in Risk Management
The aim of this article is to give a quick taste of how it is possible to build practical codes in Python for financial application... The post Value at Risk in Python – Shaping Tech in Risk Management...
View ArticleMarket Recap 02-04-2017
United States The S&P 500 closed at $2,362.72, up 1.44% when compared with the beginning of the week, where opened at $2,329.11 following concerns about... The post Market Recap 02-04-2017 appeared...
View ArticleCzech Koruna Ready to Jump as CNB Removes Floor
The Czech koruna, the currency of an economically relatively small country, recently has gained much attention by an increasing number of speculators. They have been... The post Czech Koruna Ready to...
View ArticleTrading Volatility Using Options: a French Case
Introduction Volatility is a key feature of financial markets. It is commonly used as a measure for risk and is a common an indicator of... The post Trading Volatility Using Options: a French Case...
View ArticleMarket Recap 09-04-2017
United States US stocks took a break after last week gains. The S&P 500 fell 0.3% closing the week at 2355.54, while large-caps were flat... The post Market Recap 09-04-2017 appeared first on BSIC...
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