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Research at St Andrews

Ioannis Psaradellis


Ioannis Psaradellis
Postal address:
School of Economics & Finance
The Scores
St Andrews
United Kingdom


Direct phone: +44 (0)1334 462427

Research overview

Ioannis has a particular interest in exploring the predictability of quantitative methods in the empirical asset pricing context. He has worked on the subject of modelling and trading implied volatility and on the recognition of potential anomalies violating market efficiency, as those revealed by techniques actively implemented by hedge funds and investment banks (e.g. technical analysis, statistical arbitrage etc). His current work concentrates on revisiting statistical inference frameworks for multiple strategies performance, while adjusting for statistical biases such as data snooping.

PhD research projects available

1. Statistical inference and multiple hypothesis testing for controlling data mining issues in factor modelling and trading strategies. 2. Hedge fund performance evaluation using multiple hypothesis testing frameworks. 3. Modelling the realised volatility of overnight stock returns. 4. Algorithmic trading and the effects on hedge fund performance. 5. Financial market predictability with artificial intelligence and machine learning techniques.

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