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Mining Market Directions: A Type of Trading Strategy for Trend Following and Mean Reverting Index
Mining Market Directions: A Type of Trading Strategy for Trend Following and Mean Reverting Index
2021
Chunyuan Zheng
Guangyan Gan
Jianing Zhao
Haoxuan Li
Keywords:
Mean reversion
Trading strategy
Trend following
Economics
Econometrics
index
Correction
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