Crude oil trading offers excellent opportunities to profit in nearly all market conditions consistent returns for short-term swing trades and long-term timing strategies. Crude oil trades through two primary markets, West Texas Intermediate.
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- 3 Scalping Strategies for WTI Crude Oil
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Remember that oil can also be a volatile market.
In April , the oil market saw record lows. Two weeks later, at the close of business on April 28, , USO underwent a 1-for-8 reverse stock split, which increased the net asset value per share and decreased the number shares outstanding. With oil demand down, it is unlikely that funds will return to prices that they were in by the end of , so use caution and consider all of the risks before investing in oil or any industry-specific fund for that matter.
3 Scalping Strategies for WTI Crude Oil
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He has provided education to individual traders and investors for over 20 years. Article Reviewed on July 21, Article Sources. The Balance uses cookies to provide you with a great user experience. When requesting a correction, please mention this item's handle: RePEc:zbw:euvwdp See general information about how to correct material in RePEc. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics.
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A to Z of Profitable Crude Oil Trading | Webinar
If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation. Please note that corrections may take a couple of weeks to filter through the various RePEc services. Economic literature: papers , articles , software , chapters , books. FRED data. My bibliography Save this paper. Spread trading strategies in the crude oil futures market. This article explores whether common technical trading strategies used in equity markets can be employed profitably in the markets for WTI and Brent crude oil.
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The trading systems are tested with historical data from to , representing 22 years of data and for various specifications. The hedge ratio for the crude oil portfolio is derived by using the Johansen procedure and a dynamic linear model with Kalman filtering. The significance of the results is evaluated with a bootstrap test in which randomly generated orders are employed.
Results show that some setups of the system are able to be profitable over every five-year period tested. Furthermore they generate profits and Sharpe ratios that are significantly higher than those of randomly generated orders of approximately the same holding time. The best results with some Sharpe ratios in excess of three, are obtained when a dynamic linear model with Kalman filtering and maximum likelihood estimates of the unknown variance of the state equation is employed to constantly update the hedge ratio of the portfolio.
The results indicate that the crude oil market may not be weak-form efficient. Lubnau, Thorben, Handle: RePEc:zbw:euvwdp as. Most related items These are the items that most often cite the same works as this one and are cited by the same works as this one. Corrections All material on this site has been provided by the respective publishers and authors. Louis Fed.