- Crude oil price volatility has spiked as traders react to news about Russia’s invasion of Ukraine and potential supply and demand uncertainties.
- But traders’ fear and greed may also be playing a major role in price changes.
- I created an algorithmic trading strategy about 15 years ago, which has been utilized by hedge funds for positioning purposes.
- In this paper, I explain the underlying theory and present back-tested trading results.
- The algorithmic strategy is updated daily and is currently bullish.
For further details see:
BRS Crude Oil Algorithmic Trading Strategy Is Still Bullish