Document Type

Article

Peer Reviewed

1

Publication Date

3-2014

Scholarship Domain(s)

Scholarship of Discovery

Abstract

Many people believe that there is no way to profit off of anomalies in the markets because the markets are either completely random or they always accurately reflect outside information and events. Others, however, believe that models can be found through historical testing that successfully beat the market (Williams, 2011, p. 13-15). This thesis presents a method for beating the market by trading intraday volatility. The researcher focused on trading corn futures contracts. A futures contract is simply a derivative that can be bought and sold. It represents an agreement to buy or sell at a future date. Futures contracts rarely result in the exchange of any physical product, however, because the contracts are usually traded away prior to the due date (Oxley, 2012, p. 192). The researcher proposes a strategy to profit by buying and selling futures contracts on a daily basis.

Comments

Honors Capstone Project completed in 2014 for Olivet Nazarene University.

Significant parts of this undergraduate project has been redacted for open access publication.

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