€5,000.00Original price was: €5,000.00.€2,500.00Current price is: €2,500.00.
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.
€6,000.00Original price was: €6,000.00.€3,000.00Current price is: €3,000.00.
A strategy on Indian stocks which has a monthly return above 5%. We created this strategy starting from a couple of academic papers on momentum crashes.
€7,000.00Original price was: €7,000.00.€3,500.00Current price is: €3,500.00.
A strategy on gas futures which has a monthly return around 10%. We created this strategy starting from an academic paper which investigates self-exciting jumps. Starting from this early intuition we augmented the strategy in a variety of ways to make it even more profitable.
