AI & Algo Trading

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Striking Oil: Another Puzzle?

blog.edarchimbaud.com

Striking Oil: Another Puzzle?

edarchimbaud
Sep 8, 2023
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Share this post

Striking Oil: Another Puzzle?

blog.edarchimbaud.com
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Original paper

SSRN-id460500.pdf

Trading rules

  • Use various oil types (Brent, WTI, Dubai, etc.) with minimal differences in outcomes; Arab Light crude oil is utilized in the source paper

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