Select and study a research paper on investment strategies in financial
markets published not earlier than 2010.

2. Prepare a ppt presentation on the paper using the following format:

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Title, authors and detailed paper reference.

Part A. Presentation of the paper.

1. Investment strategy details: instruments, period, main investment idea,
rules for opening/closing investment positions.

2. Results: returns and risk measures for the strategy.

PART B. Critical discussion.

1. How realistic is the strategy, are real life strategy details included
eg. transaction costs, liquidity issues etc.

2. Assess the return and risk calculations, as well as other
computational/modelling details.

Conclusion