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Project information

Assessment of a trading strategy based on FX futures

S. Lumbreras A. Ramos

April 2016 - July 2016

Funding entity ProA Capital de Inversiones, SGECR, S.A

The objective of this project is to support ProA Capital in its process of evaluating the investment opportunity in a fund that makes trading in the forex market. This will involve :
• A sufficiently detailed study of the strategy.
• The qualitative assessment of the soundness of their trading strategy.
If deemed necessary,simple mathematical models will be built to study the behavior of the strategy under particular circumstances.