QFIN | Commodities Report - 2024/May

This report aims to provide the market with a comprehensive sample of AlfaZeta's work in relation to the commodities market. With the objective of being as transparent as possible, we offer not only the results of stochastic models but also their probabilistic backtest results, as well as a monthly version of our main indicator for commodities (Commodities Bullish Indicator). The information presented in this report should not be treated as allocation recommendation. The reproduction of this document is prohibited, even when citing the source.

QR_commodities_202405.pdf

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