Marco Lissandrin
ETH Zürich
Marco Lissandrin is currently a Quantitative Risk Analyst at AOT Energy, a global energy trader. His research focuses mainly on quantitative tools for physical and financial commodity trading, however he also keeps a vivid research interest in mechanical systems, optimization algorithms and statistical techniques. Marco holds an MSc in Mechanical Engineering from the University of Padua and an MSc in Management, Technology and Economics from ETH Zurich.
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Articles by Marco Lissandrin
Statistical testing of DeMark technical indicators on commodity futures
This paper examines the performance of three DeMark indicators over twenty-one commodity futures markets and ten years of daily data.