Investment strategies in the commodity markets
Trizzino, Jonathan George Platone (A.A. 2021/2022) Investment strategies in the commodity markets. Tesi di Laurea in Fixed income, credit and derivatives, Luiss Guido Carli, relatore Alberto Cybo-Ottone, pp. 65. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Technical indicators: term structure and momentum. The term structure in the futures market. Risk based theories. Sources of return. Commodity futures sources of return. Strategy analysis. Finance literature in support of the momentum and the term structure indicators. Investment universe: future contracts vs CFD instruments. A comparison tool for the investor: the benchmark. Strategy development with futures contracts. Strategy development with CFD instruments. Trading platforms. The process of trading an automated algorithmic strategy. The quantconnect platform.
References
Bibliografia: p. 64. Sitografia: p. 65.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Fixed income, credit and derivatives |
| Thesis Supervisor: | Cybo-Ottone, Alberto |
| Thesis Co-Supervisor: | Langer, Marshall |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Jan 2023 14:32 |
| Last Modified: | 24 Jan 2023 14:32 |
| URI: | https://tesi.luiss.it/id/eprint/34714 |
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