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linear regression

Markets

Optimization methods for entry and exit points in relative value trading

Download PDF Introduction In this article, we explore how optimising entry and exit points can improve the performance of mean reversion strategies, specifically within a purchasing power parity (PPP) framework. We address this optimisation challenge, by exploring two complementary approaches: a theoretical model-based approach and a numerical method. Due to Read more…

By BSIC, 3 months13 April 2025 ago
Markets

Deep insights into one of the most reliable recessions predictor: the yield curve inversion

Download PDF Introduction Economics and the world economy are peculiar for being so unpredictable. The constant involvement of human beings leads them far from being an exact science. Correspondingly, financial markets are even more uncertain, constantly driven by human behaviour. For this reason, the idea that one very simple predictor Read more…

By BSIC, 3 years3 April 2022 ago

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