"GVC Gaesco is a financial services provider headquartered in Barcelona. I am currently employed in the Asset Management division and my main tasks are to develop quantitative models to exploit market inefficiencies. In general, markets are riddled with inefficiencies that arise from investors' psychological biases. In a first stage, these inefficiencies are looked for by means of exploratory data analysis together with some knowledge about investors' behavior. Then, an investment strategy is developed and further implemented using tools such Python or C. In this sense, it is very exciting and challenging to conduct research in this field, where statistics and probability theory meet behavioral finance. The knowledge I acquired during the BSE Master in Finance definitely prepared me well for this work."
- Realized Volatility Estimation BSE Voice