Rodrigosucupira

LATEST ARTICLES ( 18 )

• 4 Selected Articles from “The Journal of Finance” – February 2013

  

  The last edition of The Journal of Finance [link] came with good articles, related to financial engineering and capital markets that I would appreciate to list. Read more

  Posted on 24 May 2014 BUSINESS, ECONOMICS, TECH

• Financial Engineering of Climate Uncertainty

  

  The climatic condition influences and determines the various sectors in the economy. The emergence of weather derivatives in the financial market is the most... Read more

  Posted on 02 September 2013 BUSINESS, ECONOMICS, TECH

• The High Speed Dark Side.

  

  The segment of High Frequency Tradingis currently designated as the ultimate technology in systems investments, because of the ability to manage orders... Read more

  Posted on 23 July 2013 BUSINESS, ECONOMICS, TECH

• Investment Systems: a Pragmatic Text.

  

  Investment / Trading systems are computer programs that send orders in the capital market. It's technology architecture is designed to support a decision... Read more

  Posted on 01 February 2013 BUSINESS, ECONOMICS, TECH

• 4 Selected Articles from “The Journal of Finance” – February 2013

  

  The last edition of The Journal of Finance [link] came with good articles, related to financial engineering and capital markets that I would appreciate to list. Read more

  Posted on 12 January 2013 BUSINESS, ECONOMICS, FINANCE

• Controlling Complexity in Trading Systems.

  

  The development of trading systems can achieve high degrees of complexity. The process of simulating a particular strategy, termed backtesting can be triggered... Read more

  Posted on 08 October 2012 BUSINESS, ECONOMICS, TECH

• It's Not It, but We Say It Is, to See, How It Would Be, If It Was!

  

  I heard this definition of simulation when I was an undergraduate student. Because it was funny and intuitive, I found it very interesting to use this term to... Read more

  Posted on 08 October 2012 BUSINESS, ECONOMICS, TECH

• Managing Trading Systems: An Automation and Control Point of View.

  

  Capital Market Investments are known as being risky process,requiring an adequate Risk Management (see Financial Risk Management , Volatility vs. Risk, HFT... Read more

  Posted on 19 January 2012 BUSINESS, ECONOMICS

• Financial Automation and Control: a New Age.

  

  Automation is the application of techniques that reduce human labor and maximize production with fewer costs. We can apply automation on every process that we... Read more

  Posted on 18 January 2012 BUSINESS, ECONOMICS, TECH

• Trading Systems Improves Market Liquidity

  

  The use of trading systems, in general, is aneffective alternative to increase the liquidity of financial markets without,however, raise the speculative risk... Read more

  Posted on 15 January 2012 BUSINESS, ECONOMICS, TECH

• Artificial Intelligence Potential on Trading Systems.

  

  Artificial intelligence (AI) really has a potential when weare seeking to improve the performance of trading systems. The most commonapplications of AI to... Read more

  Posted on 14 January 2012 BUSINESS, ECONOMICS, TECH

• BackTesting, the Good Guy Or the Bad Guy?

  

  On trading system developing, Backtesting is the process oftesting a strategy on a financial historical data. However a backtest don´trepresent necessarily the... Read more

  Posted on 13 January 2012 BUSINESS, ECONOMICS, TECH

• Why Quantitative Investment Outperforms?

  

  Quantitative investments use computer systems to send buy and sell orders of financial assets. Are systems, often possessing artificial intelligence and... Read more

  Posted on 13 January 2012 BUSINESS, ECONOMICS, TECH

• Risk Management on High-Frequency Trading (HFT)

  

  The tools to measure risk, VaR andStress for example, can also be used for higher frequencies but shouldbe considered the fact that they have a non-linear... Read more

  Posted on 30 December 2011 BUSINESS, ECONOMICS, TECH

• Optimization in Finance

  

  The application of optimization techniques on corporativeenvironment for analysis and extraction of financial information is intense andworks on the edge of... Read more

  Posted on 22 December 2011 BUSINESS, ECONOMICS, TECH

• Financial Protection Or Hedge

  

  Hedge means exactly protection. Perform a hedge ina portfolio, means reducing the risk or volatility. It may be a foreign exchangeexposure, for those who export... Read more

  Posted on 19 December 2011 BUSINESS, ECONOMICS, TECH

• Financial Risk Management

  

  On Volatility versus Risk I commented on Risk and Volatility, withouthowever mentioning practical activities related to the direct use of metricsfor risk. Read more

  Posted on 19 December 2011 BUSINESS, ECONOMICS, TECH

• Volatility Versus. Risk

  

  The modern portfolio managementnecessarily lead to financial risk metrics. The concept of risk and volatility,however, are not fully understood, including the... Read more

  Posted on 16 December 2011 BUSINESS, ECONOMICS, TECH