Trend-following trading strategies in commodity futures: A re-examination
作者： Andrew C. Szakmary , Qian Shen , Subhash C. Sharma
DOI: 10.1016/J.JBANKFIN.2009.08.004
关键词: Futures contract 、 Trading strategy 、 Algorithmic trading 、 Alternative trading system 、 Economics 、 Commodity pool 、 Trend following 、 Moving average crossover 、 Financial economics 、 High-frequency trading 、 Economics and Econometrics 、 Finance
摘要: … volume in some of these markets suggests that the trading strategies we examine may be difficult … high trading volume, where the trading strategies are more likely to be implementable. …
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sci-hub.se 参考文章(34)
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