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Futures

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The Efficiency of Futures Markets

The project is a cooperation between Ghent University, Belgium, Queen's University Belfast , UK, and the SME Risk & Portfolio Management AB, Stockholm, Sweden. It makes use of a unique, private data set provided by the SME involve... ver más

30/04/2017

UGent

817K€

Presupuesto del proyecto: 817K€

Líder del proyecto

UNIVERSITEIT GENT No se ha especificado una descripción o un objeto social para esta compañía.

TRL 4-5

Fecha límite participación Sin fecha límite de participación.

Ver 3 Participantes

Financiación concedida El organismo FP7 notifico la concesión del proyecto el día 2017-04-30 No tenemos la información de la convocatoria

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Información adicional privada

No hay información privada compartida para este proyecto. Habla con el coordinador.

3 Participantes

UGent

0.00€ | Lider

THE QUEEN'S UNIVERSITY OF BE...

N.D. | Participante

RPM

549.73K€ | Participante

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Líder del proyecto

UNIVERSITEIT GENT No se ha especificado una descripción o un objeto social para esta compañía.

TRL 4-5

Presupuesto del proyecto 817K€

Fecha límite de participación Sin fecha límite de participación.

Descripción del proyecto The project is a cooperation between Ghent University, Belgium, Queen's University Belfast , UK, and the SME Risk & Portfolio Management AB, Stockholm, Sweden. It makes use of a unique, private data set provided by the SME involved. The data is on transactions of futures traders, so-called CTAs. These are often referred to as hedge funds, although the institutional setup and trading mechanisms show substantial differences to these. We will analyze the efficiency of the futures markets (including equity, bond, commodities, and currencies. The data allows to track decisions by individual managers or particular groups of managers. We can therefore on a daily basis observe actions CTAs take. Objectives of the project are: (i) to utilize this outstanding data set for academic research, aiming at publications in top-journals (ii) to give the SME access to the most recent academic achievemnets. (iii) to strengthen the SME's profile as a research-oriented and quantitative corporation (iv) to make academic staff familiar with the practice of asset management and (v) to establish a long-term cooperation between the partners. We will achieve this by (i) joint research (ii) a high number of intersectoral secondments in both directions (iii) teaching at the other sector's instittution(s) (iv) a doctroral, education for an SME staff member (v) the recruitment of two experienced researchers to the SME (vi) scientific conferences As a result - and since all results will be made available to third parties - the project will help to root decisions by the financial sector in science and will on the other hand help to make academic research practically relevant. Furthermore, the position of the European financial sector and European universities will be strenghtened.

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