Timing Commodities and S&P500 with COT Report
Log in to collectAcademic paper
How to Time the Commodity Market
Devraj Basu; Roel C. A. Oomen; Alexander Stremme
SKEMA Business School- SKEMA Business School - Lille Campus
London School of Economics and Political Science
Deutsche Bank (United Kingdom)
Deutsche Bank AG (London)
London School of Economics & Political Science (LSE) - Department of Statistics
University of Warwick
University of Warwick - Finance Group
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.