Alessandro Pontes

Profile

Thesis supervisors

• Dr. Keith Anderson
• Dr. Yuning Li

Thesis Title

Exploiting Financial Market Timeframe Patterns
- Risk Management Strategies Using Moving Average Crossover Time Series

Research

Research topic

Analysing financial market cycles through quantitative finance and econometric time series methods

Research interests

My research focuses on analysing cyclical behaviour in financial markets through quantitative finance and econometric approaches, with an emphasis on improving risk management practices. Using global indices, such as the S&P 500, as an initial basis, the study explores how momentum strategies, macroeconomic indicators, and sectoral variables interact across different market phases.

By integrating insights from Dow Theory, the Efficient Market Hypothesis, and Behavioural Finance, my work aims to clarify the mechanisms underlying market cycles and their implications for developing adaptive, evidence-based risk management frameworks. More broadly, it contributes to a quantitative understanding of market structure and behaviour across shifting cycle orientations.

Biography

Biography

Alessandro holds an MSc in Finance and Economics from the University of York and has over twenty years of international experience in commodities, derivatives and global financial markets. His doctoral research examines cyclical patterns in financial markets using quantitative finance and econometric frameworks, integrating professional experience in trading and risk management to contribute to the development of evidence-based approaches to market risk.

Publications

Publications

Macroeconomic Drivers and Sectoral Dynamics within the UK Equity Market - August 24, 2025
Dissertation analysing the impact of macroeconomic variables on the UK Financial and Industrial sectors (2000-2024) using advanced econometric techniques. Highlights sector-specific sensitivities to inflation and monetary expansion, providing a macro-driven perspective for policy and market analysis.

The Financial Futures Handbook - Dec 1, 2024
A practical guide to financial futures, covering history, mechanics and modern strategies to help traders make informed decisions and navigate volatile markets.