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Problem Title: Trading Strategies

     
  Year: 2022      
  Student Level: Undergraduate      
  Source: MCM      
  Commentary: Yes (1)      
  Student Papers: Yes (10)      
     
  Problem  
 

Trading Strategies

2022_Problem_C_DATA.zip

 
         
  Commentary      
 

Judges' Commentary: The Bitcoin and Gold Portfolio Problem

David H. Olwell
Professor and Dean
Hal and Inge Marcus School of Engineering
Saint Martin's University
Lacey, WA

     
         
  Student Papers      
 

Team 2200401: Trading Strategies

ShanghaiTech University, China

 
         
 

Team 2200688: Trading Strategies

South China University of Technology, China

 
         
 

Team 2203120: Trading Strategies

Shaanxi University of Science & Technology, China

 
         
 

Team 2204883: Trading Strategies

Beijing Institute of Technology, China

 
         
 

Team 2208834: Trading Strategies

Tianjin University, China

 
         
 

Team 2212336: Trading Strategies

Jiangxi University of Finance and Economics, China

 
         
 

Team 2218743: Trading Strategies

University of International Business and Economics, China

 
         
 

Team 2218931: Trading Strategies

Northwest University, China

 
         
 

Team 2224507: Trading Strategies

Ningbo University of Finance & Economics, China

 
         
 

Team 2229059: Trading Strategies

Columbia University, NY, USA