8 November 2024: Risk appetite has been fickle in the run up to the US election and Chinese stimulus measures have been disappointing. Given this, base metal prices have mostly moved sideways in the past six months, creating an ideal environment for mean reverting algorithmic trading models. Our models for aluminium, copper and zinc have […]
November 11, 2024 - Dan Smith
24 July 2024: Base metal prices are driven by a combination of fundamental and technical drivers. One important part of technical analysis is to understand and predict market momentum. In this piece we set out our method for back testing and modelling momentum, looking at all the popular models used in financial markets, including MACD, […]
July 25, 2024 - Dan Smith