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Category Archives: Financial techniques
Strategy and Tactics: From military to trading
Strategy and Tactics: From military to trading In this article, Clara PINTO (ESSEC Business School, Master in Strategy & Management of International Business (SMIB), 2020-2023) shares her insights as a former military analyst on strategy and tactics applied to trading. … Continue reading
The business of financial indexes
The business of financial indexes In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) explains the business of financial indexes. Introduction Indexes are frequently used in the financial sector to measure the evolution … Continue reading
Posted in Contributors, Financial techniques
Tagged DJIA index, Index, Index providers, Nasdaq index, S&P 500 index
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The S&P 500 index
The S&P 500 index In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) presents the S&P 500 index and details its characteristics. The S&P 500 index The performance of 500 major capital companies … Continue reading
Posted in Contributors, Financial techniques
Tagged Financial index, Risk measures, S&P 500 index, Summary statistics
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Calculation of financial indexes
Calculation of financial indexes In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) explains the calculation of financial indexes. Introduction A stock market index keeps tabs on the gains and losses made by … Continue reading
Financial indexes
Financial indexes In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) explains financial indexes, their construction and their use in the finance. Definition What is an index? An index can be defined as … Continue reading
Understanding the Order Book: How It Impacts Trading
Understanding the Order Book: How It Impacts Trading In this article, Federico DE ROSSI (ESSEC Business School, Master in Strategy & Management of International Business (SMIB), 2020-2023) talks about the order book and explains its role in financial markets. Introduction … Continue reading
Mesures de risques
Mesures de risques Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) présente les mesures de risques basées sur la distribution statistique des rentabilités d’une position de marché, ce qui est une approche … Continue reading
Posted in Contributors, Financial techniques
Tagged Expected Shortfall, Mesure de risque, Stress value, Value at risk, Variance
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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 Liquidity, Market making, Specialist
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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
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
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
Catégories de mesures de risques
Catégories de mesures de risque Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) présente les catégories de mesures de risques couramment utilisées en finance. Selon le type d’actif et l’objectif de gestion … Continue reading
Posted in Contributors, Financial techniques
Tagged Expected Shortfall, Mesure de risque, Scénario, Sensibilité, Stress test, Stress value, VaR, Variance
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Hedge fund diversification
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) discusses the notion of hedge fund diversification by analyzing the paper “Hedge fund diversification: how much is enough?” by Lhabitant and Learned (2002). This article is … Continue reading
Managed futures strategy
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the managed futures strategy (also called CTAs or Commodity Trading Advisors). The objective of the managed futures strategy is to look for market trends across … Continue reading
Dedicated short bias strategy
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the dedicated short bias strategy. The strategy holds a net short position, which implies more shorts (selling) than long (buying) positions. The objective of the … Continue reading
Hedging of the crude oil price
In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) discusses the concept of hedging and its application in the crude oil market. This article is structured as follow: we introduce the concept of hedging in … Continue reading
Posted in Contributors, Financial techniques
Tagged Crude oil, Financial markets, Hedge ratio, Hedging, Oil market
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Modeling of the crude oil price
Modeling of the crude oil price In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) models the market price of the crude oil. This article is structured as follows: we introduce the crude oil market. … Continue reading
Equity market neutral strategy
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the equity market neutral strategy. The objective of the equity market neutral strategy is to benefit from both long and short positions while minimizing the … Continue reading
Fixed-income arbitrage strategy
Fixed-income arbitrage strategy In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the fixed-income arbitrage strategy which is a well-known strategy used by hedge funds. The objective of the fixed-income arbitrage strategy is to … Continue reading