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Trader Sistematico su Opzioni e Futures, Comitato scientifico di SIAT
Luca Giusti è un trader sistematico su Opzioni e Futures dal 2002. Laurea in Economia, frequenta un Dottorato di Ricerca in Direzione Aziendale prima di diventare imprenditore. Fondatore del progetto QTLab (Quantitative Trading LAB www.qtlab.it) dove sviluppa metodologie di trading quantitativo, collabora con istituzionali, con i più importanti broker internazionali, e con una software house (Da Vinci Fintech) con cui sviluppa piattaforme di analisi di dati finanziari, il backtest di stategie in Opzioni e l’analisi di Portafogli (StrategyLAB e OptionLAB).
Wednesday 18 May 14:30 - 15:30 BALCONATA1
Are there any seasonal tendencies we can use on Italian's equity market? We all know the old saying: "Sell in May and go away". In this speech Luca Giusti will show how to find seasonal patterns (other than this), how to measure their reliability and asses robustness of these models, and how to build a Portfolio of seasonal patterns that takes into account not only the performance, but also the efficiency of the capital we are investing. He will also show the benefit to work on these models, combining equities and options.
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