Associate Professor of International Finance at the Athens University of Economic & Business and Founder of Scientific Investments
Spyros Skouras is Associate Professor of International Finance at the Athens University of Economic & Business and a founder of Scientific Investments, a firm that applies cutting edge scientific research to analyze quant strategies and funds. In the past, he has held academic positions at Cambridge University, the Santa Fe Institute and Imperial College and has consulted for several leading quant funds. In addition, he contributed to the UK Secretary of State “Future of Computer Trading in Financial Markets Project” and co-authored regulatory impact assessments related to MIFID 2.
Professor Skouras has a long-standing research interest in integrating econometric methods with technical analysis. As early as 2001, he published “Financial Returns and Efficiency as seen by an Artificial Technical Analyst” in the Journal of Economic Dynamics and Control and “Learning to profit with discrete investment rules”, in Quantitative Finance. In addition, he has a broad interest in empirical finance and has published in several other leading academic journals such as the Journal of Econometrics and the Journal of Urban Economics.
Professor Skouras is a graduate of Cambridge University, Universitat Pompeu Fabra and the European University Institute.
Technical Analysis and Quant Investing
In this talk Spyros Skouras will discuss the distinction between technical analysis and algorithmic or quant trading and the key insights technical analysis has brought to the quant community. Spyros Skouras will review the quant landscape focusing especially on strategies pursued widely by hedge funds, and he will discuss the current and future position of technical analysis in this landscape. Finally, Professor Skouras will discuss whether lukewarm performance experienced by most managers in this area in the last two years are consistent with expected performance randomness or should alter our expectations moving forward.