Mean-reversion trading strategy of SHFE Copper and SHFE Lead-Shanghai Metals Market

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Mean-reversion trading strategy of SHFE Copper and SHFE Lead

Special issues 02:58:43PM Jul 02, 2018 Source:SMM

Mean-reversion trading strategy of SHFE Copper and SHFE Lead

Key Words:  cu 

Price

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#1 Refined Cu
Apr.25
49250.0
205.0
(0.42%)
Standard-Grade Copper
Apr.25
49200.0
200.0
(0.41%)
High-Grade Copper
Apr.25
49300.0
210.0
(0.43%)
Guixi copper
Apr.25
49305.0
205.0
(0.42%)
Low-quality copper
Apr.25
49150.0
210.0
(0.43%)

Mean-reversion trading strategy of SHFE Copper and SHFE Lead

Special issues 02:58:43PM Jul 02, 2018 Source:SMM

Mean-reversion trading strategy of SHFE Copper and SHFE Lead

Key Words:  cu