The Design Of A Trading Strategy Of Commodity Futures For LF Fund Company

As the growth of the economy and the accumulation of household assets,capital management industry has been developing rapidly.LF fund company was found in 2017 in the aim of seize this opportunity.Since there are no complete and effective trading strategy can be used in commodity future market,the design of a strategy becomes a priority.Two factors must be taken into account.The first one is,the fund is low-risk-preferred.Big loss cannot be tolerated.The second one is,due to the lack of talents,the abil ity of fundamental analysis is weak.Therefore,this strategy aims to get moderate yield with small loss,to avoid huge fluctuations.It mainly uses technical analysis,but fundamental analysis is also used as a supplement.Under such background,this strategy is a trend trading one.It takes hour-line as operation level,and tries to chase 120-moving-average.And fundamental analysis is used to identify opportunities.This strategy is an innovation since it becomes a combination of several classis trading theories and methods.From the outcomes of loopback testing and real trading,it meets the requirements of design,and it is with a high level of application value.