Tian, Hongyu; Wang, Wei; Yang, Mengxin; Yilmaz, Ali - In: International studies of economics 19 (2024) 4, pp. 589-616
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...