Our Research

Pattern Recognition in Price Chart:. . .

B.G. Malkiel [1973],A random walk down Wall Street, Norton & Company, 2012...

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Pattern Recognition and future (unexpected). . .

Shelton [1997] describes trading from an interesting perspective: Game Theory...

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The event study methodology

Estimating the impact of an event on financial markets has been the subject of...

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How relevant is the relevance. . .

The importance of macroeconomic data is highlighted by the particular...

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Chinese macroeconomic data

As China is the second largest economy in the world after a spectacular rise...

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What trigger jumps? Negative versus. . .

Negative equity returns lead to higher future volatility than positive...

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Periodicity in Intraday log-returns

In search for better measures of volatility, the academics conducted analyses...

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Non-parametric Daily and Intradaily Tests

The non-parametric daily jump tests developed with the methodology of...

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Measures of Realized Variance

Intraday jump tests are shown to be sensitive to volatility patterns observed...

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