Category Archives: Financial techniques

La rubrique “Aspects techniques” contient des billets sur les aspects techniques de l’application SimTrade : compatibilité avec les navigateurs, architecture, bogues résolus, etc.

Market Making

Market Making In this article, Martin VAN DER BORGHT (ESSEC Business School, Master in Finance, 2022-2024) explains the activity of market making which is key to bring liquidity in financial markets. Market Making: What is It and How Does It … Continue reading

Posted in Contributors, Financial techniques | Tagged , , | Leave a comment

Evidence of underpricing during IPOs

Evidence of underpricing during IPOs In this article, Martin VAN DER BORGHT (ESSEC Business School, Master in Finance, 2022-2024) exposes the results of various studies concerning IPO underpricing. What is IPO Underpricing? Underpricing is estimated as the percentage difference between … Continue reading

Posted in Contributors, Financial techniques | Tagged , | Leave a comment

Market efficiency

Market efficiency In this article, Martin VAN DER BORGHT (ESSEC Business School, Master in Finance, 2022-2024) explains the key financial concept of market efficiency. What is Market Efficiency? Market efficiency is an economic concept that states that financial markets are … Continue reading

Posted in Contributors, Financial techniques | Tagged , | Leave a comment

Special Acquisition Purpose Companies (SPAC)

Special Acquisition Purpose Companies (SPAC) In this article, Martin VAN DER BORGHT (ESSEC Business School, Master in Finance, 2022-2024) develops on the SPACs. What are SPACs Special purpose acquisition companies (SPACs) are an increasingly popular form of corporate finance for … Continue reading

Posted in Contributors, Financial techniques | Tagged , , | Leave a comment

Hedge fund diversification

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the notion of hedge fund diversification by analysing the paper “Hedge fund diversification: how much is enough?” from Lhabitant and Learned (2002). This article is … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Managed futures strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the managed futures/CTAs strategy. The objective of the managed futures strategy is to look for market moving trends across different asset markets. This article is … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , | Leave a comment

Dedicated short bias strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the dedicated short bias strategy, which is a special case of the long/short equity strategy without the long component. The strategy holds a net short … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , | Leave a comment

Hedging strategy in the commodity markets

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) discusses the concept of hedging and its application in the financial market. This article is structured as follow: we introduce the concept of hedging in the … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , | Leave a comment

Forecasting model in the commodity markets

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) discusses the concept of forecasting and its application in the commodity markets. This article is structured as follow: we introduce the concept of forecasting applied to … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment

Equity market neutral strategy

In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the equity market neutral strategy, which would be considered as the middle point of the long/short on one hand and the dedicated short bias strategy … Continue reading

Posted in Contributors, Financial techniques | Tagged , , , , | Leave a comment