Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Juan A. Serur"'
Publikováno v:
SSRN Electronic Journal.
Greed and fear are the main psychological factors driving investment deci-sions, and the VIX Index is regarded as the most important measure of howfearful the market feels about future returns of the main equity index, theS&P 500 Index. However, give
Autor:
Juan A. Serur, Sebastian Lindskog
Publikováno v:
SSRN Electronic Journal.
It has never been easier for individual investors to get started trading stocks or options. Companies like Robinhood and Webull even offer zero commission trades, no account minimum size, and incentives like a free stock if a user creates an account.
Autor:
Juan A. Serur, Marco Avellaneda
Publikováno v:
SSRN Electronic Journal.
Modeling cross-sectional correlations between thousands of stocks, acrosscountries and industries, can be challenging. In this paper, we demonstratethe advantages of using Hierarchical Principal Component Analysis (HPCA)over the classic PCA. We also
Publikováno v:
SSRN Electronic Journal.
A value investing strategy consists of purchasing stocks relatively undervalued to their fundamental values and selling those relatively overvalued. Finding this kind of companies has been one of the most challenging goals for investors throughout th
Publikováno v:
SSRN Electronic Journal.
The return dynamics of Argentina's main stock index, the SP Mer.Val., show a high level of volatility, signaling a higher degree of downside risk. To hedge against that specific risk, investors could buy put options. However, the Argentinean capital
Publikováno v:
SSRN Electronic Journal.
Unlike passive management, where investors almost do not buy and sell securities, active management involves a set of trading rules that govern investment decisions regarding mainly market timing. In this paper, we take the basics of active managemen
Autor:
Welber Barral, Julia Margarita Núñez Tabales, Michael Lin, Nicolas Miailhe, Juan Corvalán, Juan Lavista, Eduardo Plastino, María B. García Moreno, Santiago Chelala, Juan A. Serur, Karim Lakhani, Anton Korinek, Phil Tinn, Luis M. Ascencio, Yolanda Lannquist, Rafael Reif, Débora Schapira, Gabriel Petrus, Avinash Vashistha, Geoffrey Liu, Michael Gillam, Dave Donaldson, Kate Pounder, Daniel Heymann, Marcos Herrera, Carlos Iván Chesñevar, Anand Rao, Gustavo Beliz, Elsa Estevez, Ankita Vashistha, Peter Diamond, Geoff Mulgan, Pablo Javier Mira, Rosa G. González Ramírez, Antoni Estevadeordal, Julián R. Siri, José María Caridad y Ocerín, Armen Ovanessoff, John Atkinson
De un modo mas o menos consciente, habitamos todos un nuevo planeta: Algoritmolandia. Se trata del espacio ciberfisico en el cual trillones de datos se trasladan a hipervelocidad y son analizados en sistemas crecientemente sofisticados de inteligenci
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07434491bb95438073e6918a224380db
https://doi.org/10.18235/0001287
https://doi.org/10.18235/0001287
Autor:
Zura Kakushadze, Juan Andrés Serur
Publikováno v:
151 Trading Strategies ISBN: 9783030027919
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6eb7abcaa1fb84e4fb6f7f19cdd47cb
https://doi.org/10.1007/978-3-030-02792-6_19
https://doi.org/10.1007/978-3-030-02792-6_19
Autor:
Zura Kakushadze, Juan Andrés Serur
Publikováno v:
151 Trading Strategies ISBN: 9783030027919
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::547bce49cb0ec1fa6f177cd158110ce0
https://doi.org/10.1007/978-3-030-02792-6_11
https://doi.org/10.1007/978-3-030-02792-6_11
Autor:
Zura Kakushadze, Juan Andrés Serur
Publikováno v:
151 Trading Strategies ISBN: 9783030027919
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4884f6dceea841b56ebf9eb067a3a3f
https://doi.org/10.1007/978-3-030-02792-6_7
https://doi.org/10.1007/978-3-030-02792-6_7