Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method. Optimized trading system hedging

Modern trading systems are mechanic, run automatically on computers inside trading platforms and decide their position against the market through optimized parameters and algorithmic strategies. These systems now, in most cases, comprise high frequency traders, especially in the Forex market.In this...

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Bibliographic Details
Main Authors: Dimitrios Th. Vezeris, Themistoklis S. Kyrgos, Christos J. Schinas
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2018-10-01
Series:Investment Management & Financial Innovations
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10935/imfi_2018_03_Vezeris.pdf