Tony Guida

Université de Savoie - Finance and Banking

27 Rue Marcoz

Chambéry, 73011

France

RPMI Railpen Investments

Senior Investment Manager

London

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
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CITATIONS
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Scholarly Papers (3)

1.

Application of Garch Models in Forecasting the Volatility of Agricultural Commodities

Number of pages: 17 Posted: 27 Dec 2005
Olivier Matringe and Tony Guida
United Nations - Trade Analysis Branch and Université de Savoie - Finance and Banking
Downloads 694 (25,784)

Abstract:

GARCH, commodities, volatility, forecasting, risk management

2.

Commodity Trading Advisors: Are They a Threat for Futures Commodity Markets?

Number of pages: 42 Posted: 07 Nov 2006
Tony Guida
Université de Savoie - Finance and Banking
Downloads 489 (41,939)

Abstract:

CTA, commodity, volatility, open interest, Vector Auto Regression, Style Analysis

3.

Asset Owner Case Study: Understand Factor Traps Using Machine Learning (Presentation Slides)

Number of pages: 22 Posted: 20 Apr 2017
Tony Guida
Université de Savoie - Finance and Banking
Downloads 0 (239,405)

Abstract:

Machine learning, Factor Investing, Clustering