Teaching staff

Traders and tutors of
Traders’ Incubator

A multidisciplinary group of fund managers and traders belonging to different areas of knowledge develop their work in collaboration with the different R&D projects carried out at the IBT Institute, giving rise to new market models and quantitative analysis that contribute to respond to current investment needs.

Ana María Lara Bocanegra

Doctorate in physics

Founding Partner of IBT Institute

Seville (Head Office)

Lucía Guerra Moruno

Physics graduate

Trading strategies programmer

Seville (Head Office)

Ricardo Ruiz Muñoz

Graduate in Geography and History

Regional Expansion Director

Fernando Rodríguez-Reymond García

Architect

Regional Expansion Director

David García Álvarez

Financial Advisor

CEO of IBT Institute Madrid

Joaquín Gallardo Laneri

Foreign Exchange Trader

CEO of IBT Institute Barcelona

Raúl Pareja Valiente

Cryptocurrency Trader

CEO of IBT Institute Malaga

Luis Gerardo Mireles Moya

Expert in Swing Trading and Portfolio Management

CEO of IBT Institute Mexico City, Paseo de la Reforma

Lines of Research attached to the Official Programs

At IBT Academy, we are strongly committed to our future through the development of research lines led by professors, fund managers and leading researchers. Some of the projects we are working on are: strategies with financial options based on volatility smiles, network at financial markets, arbitrage strategies, development of patterns with Big Data technology, hedging, agent models and advanced optimization techniques, development of patterns with neural networks…

Ana María Lara Bocanegra

Active fund manager

Academic Director of the Doctorate program in Big Data for Finance IBTInstitute-UNADE

Network at Financial Markets

Analysis of networks and other systems with many components has revealed that certain aspects of their structure determine whether there are likely to be critical thresholds at which the system may change abruptly. In this line we will detail the approved theories and the research path to analyze the ability to predict these transitions and to see the existence of “points of inflection”.

Related publications

Analysis of the Behaviour of Stock Indexes through the Moving Network’s Development in Time (2017)

Other publications>

Juan José García Machado

Professor of Financial Markets

Department of Applied Economics, University of Huelva, Spain

Financial Options Strategies Based on Volatility Smiles

For the Volatility Smiles line, the “Smile effect” is studied. The Smile is the result of an empirical observation of the implied volatility of options on futures (option contract on the basis of a single futures contract) with the same expiration date, at different strike prices.

Related publications

A Comparison using PLS-MGA between PIGS and V4 Countries’ Financial Systems (Julio 2017)

Other publications >

Antonio Córdoba Zurita

Professor of Physics

Department of Condensed Matter Physics, University of Seville, Spain

Agent Modeling and Pattern Development with Neural Networks

In the advancement of the study of new trading strategies in financial markets, powerful computer resources and new Artificial Intelligence algorithms are being used. In this line we will study the use of agent models and neural networks within deep learning for the development of new time series analysis tools.