FMZ Quantfmzquant.hashnode.devยทJul 10, 2024Python version of Commodity Futures Intertemporal Bollinger Hedge Strategy (Study purpose only)The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price difference is more subjective. In this article, we will change the previous hedging strategy to t...bollinger bandsAdd a thoughtful commentNo comments yetBe the first to start the conversation.
