Tuesday, January 17, 2012

Trend following trading strategy for currecies

This is a strategy based on trend following where we use two moving averages to estimate the trend. The strategy was tested for EUR, CHF, SEK, and a portfolio with these currencies.

Here I worked with Ana Sokoleva, Andrés Jaime and Joaquín Tapia...ladies first of course

Tesis de Maestría en Finanzas

Tipo de cambio forward implícito y supuesto de ausencia de arbitraje en el mercado de bonos Argentino 

This is mi thesis of my Master in Finance, for now is in spanish (translation soon)

Résumé


This is my Résumé, you are welcome to take a look of it