Timing Commodities and S&P500 with COT Report

Log in to collect

Academic paper

How to Time the Commodity Market

AuthorsDevraj Basu; Roel C. A. Oomen; Alexander Stremme

Institute
  • 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.