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Research at St Andrews

Ioannis Psaradellis

Person

  1. 2018
  2. Published

    Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs. Momentum

    Psaradellis, I., Laws, J., Pantelous, A. & Sermpinis, G., 1 Jun 2018, J.P. Morgan Center for Commodities, University of Colorado, Denver Business School. (Global Commodities Applied Research Digest ; vol. 3, no. 1)

    Research output: Book/ReportCommissioned report

  3. E-pub ahead of print

    Performance of technical trading rules: evidence from the crude oil market

    Psaradellis, I., Laws, J., Pantelous, A. & Sermpinis, G., 27 Nov 2018, In : European Journal of Finance. Latest Articles, 23 p.

    Research output: Contribution to journalArticle

  4. 2016
  5. Published

    Krill-Herd support vector regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities

    Stasinakis, C., Sermpinis, G., Psaradellis, I. & Verousis, T., 2016, In : Quantitative Finance. 16, 12

    Research output: Contribution to journalArticle

  6. Published

    Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices

    Psaradellis, I. & Sermpinis, G., Oct 2016, In : International Journal of Forecasting. 32, 4, p. 1268-1283

    Research output: Contribution to journalArticle