AI & Algo Trading

Share this post

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

blog.edarchimbaud.com

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

edarchimbaud
Sep 9, 2023
∙ Paid
Share this post

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

blog.edarchimbaud.com
Share

Original paper

SSRN-id1747345.pdf

Trading rules

  • Allocate portfolio between emerging market stocks and risk-free bonds (cash)

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2023 Edouard d'Archimbaud
Privacy ∙ Terms ∙ Collection notice
Start WritingGet the app
Substack is the home for great writing