Strategy Type: Trend following and Long-Short hedging strategy Investment Targets: Commodities & futures. Holding Period: 0.5-3 daysPreferred Market and P&L: Prefer trending market and high volatility. P&L: with 20% of capital invested, annual return of 30%-40%, volatility of 12%.
发布时间:
2019
-
07
-
24
浏览次数:153
Strategy Type: Day trading arbitrage of stock index futures based on high frequency trading database.Investment Targets: Stock index futuresHolding Period: 5-15 min. Preferred Market and P&L: Prefer high volatility market. P&L: annual return of 20%-50%, volatility of 5%-12%.
发布时间:
2019
-
07
-
24
浏览次数:144
Strategy Type: Overnight trading of stock index futures based on high frequency trading database.Investment Targets: Stock index futuresHolding Period: 1-3 days. Preferred Market and P&L: Prefer the stock index consciously trend up or down overnight . P&L: annual return of 10%-50%, volatility of 5%-20%.
发布时间:
2019
-
07
-
24
浏览次数:59