Finance

Systematic trading

2 pieces, most recent first.

• Momentum-Based Trading Strategies in Crude Oil ETFs And Futures Research on momentum-based trading strategies in crude oil ETFs and futures, developing long-short models yielding up to 19.9% annualized returns over an 18-year testing period. research · mentioned 2×
• The Silver Lining of Daily Bitcoin Trading Strategy leveraging overnight silver returns to predict Bitcoin price movements, exhibiting lower drawdowns in a 10-year backtest with 68.65% annualized returns. research · mentioned 3×

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