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.
© Comillas Pontifical University, School of Engineering (ICAI), Institute for Research in Technology (IIT)
Calle de Santa Cruz de Marcenado, 26 - 28015 Madrid, Spain - Tel: (+34) 91 542 28 00
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