m********0
发帖数: 2717 | 3 ignore my first reply, I did a simple test on CLM1,
it looks no edge to catch the short term momentum after crossing some
whole numbers,
I put some trades on CL based on this idea, I guess the sample data
(about one month) is too small for any conclusion.
It's more from empirical observations, but disappointingly, I have to
question it now and be neutral before making more test to prove or
disprove it.
some of the basic test is the time it spent with in 0-0.5, round(p)-p.
most of commodities has... 阅读全帖 |
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