Projects
Research projects run by QFRG members, often together with partners from the financial industry.
2017–2018Algorithmic Trading on CryptocurrenciesMomentum or Contrarian, Which Is the Most Valid in the Case of Cryptocurrencies The main idea behind this project is to calculate the efficiency of basic…2015–2016Equity Risk PremiumMultifactor analysis of equity indices risk premium using cross-sectional regime switching models, Mar 2015 – May 2016 This project aims to implement and…2014Eurex ProjectGeneralized Momentum Asset Allocation using MSCI indexes licensed by Eurex Exchange Tactical asset allocation (TTA) process could rely on many alternative…2012Eurex ProjectIn cooperation with Eurex Group we started in late 2010 two research projects focusing on effective replicating of hedge fund strategies using derivatives…ProjectTrading LabTrading Lab and University of Warsaw, Faculty of Economic Science was opened in October 2013 as a joint project of OSTC and University of Warsaw. The…