The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price difference is more subjective. In this article,...
Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this strategy is a simple teaching strategy, intended to show the design of com...
The original research report address: https://www.fmz.com/digest-topic/5584 You can read it first, this article won't have duplicate content. This article will highlights the optimization pr...
Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts of the hedging strategy from the most clas...
Beating the stock market isn’t very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes to show you why this is the case and ho...