Machine Learning and Algorithmic Pairs Trading in Futures Markets
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- Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
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Keywords
futures markets; backwardation; contango; futures prices; machine learning; cointegration pairs trading; statistical arbitrage; support vector machine;All these keywords.
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