Investigating the profit performance of quantitative timing trading strategies in the Shanghai copper futures market, 2020–2022
Abstract In conducting an extensive examination, we scrutinize the efficacy of algorithmic trading strategies applied to Futures CopperMainContinuous in the Shanghai Futures Exchange, utilizing a comprehensive data set spanning from January 2020 to December 2022. To mitigate the potential risk of da...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-12-01
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| Series: | International Studies of Economics |
| Subjects: | |
| Online Access: | https://doi.org/10.1002/ise3.87 |
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