collaborators

1 paper

q-fin.ST2016

S&P500 Forecasting and Trading using Convolution Analysis of Major Asset Classes

Panagiotis Papaioannou, Thomas Dionysopoulos, Dietmar Janetzko +1

By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able t…