AI & Algo Trading

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Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management

blog.edarchimbaud.com

Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management

edarchimbaud
Sep 4, 2023
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Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management

blog.edarchimbaud.com
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Original paper

SSRN-id2604248.pdf

Trading rules

  • Compare Lumber vs. Gold performance over the past 13 weeks

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