• Futures Trading Opportunities: Fundamentally-Oriented and Convergence Trading? 

      Figuerola Ferretti Garrigues, Isabel Catalina (01/11/2017)
      In the article, Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads, Till and Eagleeye (2017) describe two futures trading strategies: trend-following and calendar-spread trading. In that article, ...
    • Pairs trading and spread persistence in the European stock market 

      Figuerola Ferretti Garrigues, Isabel Catalina; Paraskevopoulos, Ioannis; Tang, Tao (01/04/2018)
      En este artículo adaptamos el modelo de demanda y oferta introducido por Figuerola-Ferretti and Gonzalo (Journal of Econometrics 2010) para ilustrar el mecanismo subyancente en la estrategia de negociación de pairs trading.