Foto del docente

Emilio Tomasini

Adjunct Professor

Department of Computer Science and Engineering

Research

Keywords: technical analysis trading systems option trading strategies options trading backtesting intraday trading systems forex trading system high frequency trading

Quantitative models for portfolio trading and investment on stocks, bonds, commodities, futures and options:
  • trading systems development
  • testing and evaluation of performances of trading systems
  • optimization, dynamic selection, portfolio building
  • trading robots for high frequency trading (HFT)
  • Pricing models for options
  • Pricing models for bonds (asset swap models)
  • Pricing models for stocks (fair value)