Share this postDouble-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementationblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherDouble-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss ImplementationedarchimbaudAug 31, 2023∙ PaidShare this postDouble-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementationblog.edarchimbaud.comCopy linkFacebookEmailNoteOther2ShareOriginal paperSSRN-id2614241.pdfTrading rulesCalculate monthly roll-returns for each commodity futureThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in
