Commodity Price Forecast Based on Algorithmic Trading: Returns up to 11.04% in 14 Days
This Commodities Package forecast had correctly predicted 9 out of 10 stock movements. The prediction with the highest return was PALL, at 11.04%. Cocoa and ICE_SB1 also performed well for this time horizon with returns of 4.95% and 3.88%, respectively. The package had an overall average return of 2.98% during the period.