Description

A strategy on crude oil futures which has a monthly return above 6%. We created this strategy starting from a trading book which studies the profitability of momentum trading strategies on commodities. Starting from this early intuition we augmented the strategy including the findings of 5 academic paper to create a unique product. Our extensive back-testing software provides us decisive evidence in favor of the profitability of the strategy. We are currently putting this strategy in paper trading to verify that the real performance matches the historical one. To protect our buyers we limit the number of times we sell this strategy to a maximum of 25. We provide phone assistance during the installation of the strategy in the Interactive Brokers API. For more information please send me an email at algoeagle@gmail.com or phone me at 0041766513807.