{"id":"https://openalex.org/W3216475648","doi":"https://doi.org/10.1145/3474880.3474896","title":"Value Strategies in Trading Derivatives: Theories and Practice in Forwards, Futures and Options","display_name":"Value Strategies in Trading Derivatives: Theories and Practice in Forwards, Futures and Options","publication_year":2021,"publication_date":"2021-06-18","ids":{"openalex":"https://openalex.org/W3216475648","doi":"https://doi.org/10.1145/3474880.3474896","mag":"3216475648"},"language":"en","primary_location":{"id":"doi:10.1145/3474880.3474896","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3474880.3474896","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 5th International Conference on E-Education, E-Business and E-Technology","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078307858","display_name":"Zezhen Xiang","orcid":null},"institutions":[{"id":"https://openalex.org/I37461747","display_name":"Wuhan University","ror":"https://ror.org/033vjfk17","country_code":"CN","type":"education","lineage":["https://openalex.org/I37461747"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zezhen Xiang","raw_affiliation_strings":["Wuhan University, China"],"affiliations":[{"raw_affiliation_string":"Wuhan University, China","institution_ids":["https://openalex.org/I37461747"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017637054","display_name":"Zhui Jian","orcid":null},"institutions":[{"id":"https://openalex.org/I180726961","display_name":"Shenzhen University","ror":"https://ror.org/01vy4gh70","country_code":"CN","type":"education","lineage":["https://openalex.org/I180726961"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhui Jian","raw_affiliation_strings":["Shenzhen University, China"],"affiliations":[{"raw_affiliation_string":"Shenzhen University, China","institution_ids":["https://openalex.org/I180726961"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100941029","display_name":"Linna Ma","orcid":null},"institutions":[{"id":"https://openalex.org/I159948400","display_name":"Jinan University","ror":"https://ror.org/02xe5ns62","country_code":"CN","type":"education","lineage":["https://openalex.org/I159948400"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Linna Ma","raw_affiliation_strings":["Jinan University, China"],"affiliations":[{"raw_affiliation_string":"Jinan University, China","institution_ids":["https://openalex.org/I159948400"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100371751","display_name":"Tian Zhang","orcid":"https://orcid.org/0000-0003-3840-4839"},"institutions":[{"id":"https://openalex.org/I4800084","display_name":"Southwest Jiaotong University","ror":"https://ror.org/00hn7w693","country_code":"CN","type":"education","lineage":["https://openalex.org/I4800084"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Tian Zhang","raw_affiliation_strings":["Southwest Jiaotong University, China"],"affiliations":[{"raw_affiliation_string":"Southwest Jiaotong University, China","institution_ids":["https://openalex.org/I4800084"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100301349","display_name":"Jiang Guo","orcid":null},"institutions":[{"id":"https://openalex.org/I3132008252","display_name":"Nanjing Foreign Language School","ror":"https://ror.org/03wvwbe92","country_code":"CN","type":"education","lineage":["https://openalex.org/I3132008252"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiang Guo","raw_affiliation_strings":["Nanjing Foreign Language School, China"],"affiliations":[{"raw_affiliation_string":"Nanjing Foreign Language School, China","institution_ids":["https://openalex.org/I3132008252"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5078307858"],"corresponding_institution_ids":["https://openalex.org/I37461747"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.27720254,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"106","last_page":"119"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9926000237464905,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9926000237464905,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9894999861717224,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.7582989931106567},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.6360999345779419},{"id":"https://openalex.org/keywords/derivatives-market","display_name":"Derivatives market","score":0.5982030630111694},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.5967028141021729},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.5682281851768494},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.5562992691993713},{"id":"https://openalex.org/keywords/china","display_name":"China","score":0.516818106174469},{"id":"https://openalex.org/keywords/derivative","display_name":"Derivative (finance)","score":0.507644772529602},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.5047141313552856},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.4663269817829132},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.4495649039745331},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.44415390491485596},{"id":"https://openalex.org/keywords/futures-market","display_name":"Futures market","score":0.41087332367897034},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4049444794654846},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2314443588256836},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.15036407113075256},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.08364591002464294}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.7582989931106567},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6360999345779419},{"id":"https://openalex.org/C95727064","wikidata":"https://www.wikidata.org/wiki/Q1934287","display_name":"Derivatives market","level":3,"score":0.5982030630111694},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.5967028141021729},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5682281851768494},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5562992691993713},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.516818106174469},{"id":"https://openalex.org/C111771559","wikidata":"https://www.wikidata.org/wiki/Q66295","display_name":"Derivative (finance)","level":2,"score":0.507644772529602},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.5047141313552856},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4663269817829132},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.4495649039745331},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.44415390491485596},{"id":"https://openalex.org/C2983622608","wikidata":"https://www.wikidata.org/wiki/Q2298435","display_name":"Futures market","level":3,"score":0.41087332367897034},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4049444794654846},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2314443588256836},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.15036407113075256},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.08364591002464294},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3474880.3474896","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3474880.3474896","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 5th International Conference on E-Education, E-Business and E-Technology","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.41999998688697815}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W1979575715","https://openalex.org/W1999996900","https://openalex.org/W2344531347","https://openalex.org/W2912499260"],"related_works":["https://openalex.org/W4313491999","https://openalex.org/W3195402399","https://openalex.org/W2523594540","https://openalex.org/W4206190611","https://openalex.org/W3213042429","https://openalex.org/W2510460543","https://openalex.org/W3214343406","https://openalex.org/W3183198676","https://openalex.org/W4295559764","https://openalex.org/W2901174038"],"abstract_inverted_index":{"Investors":[0],"can":[1,42],"use":[2],"different":[3,31,56],"kinds":[4,32,57],"of":[5,18,33,58,94],"investment":[6,51,96,101],"strategies":[7,35,59],"when":[8],"making":[9],"derivative":[10],"investments.":[11],"Although":[12],"China":[13],"has":[14],"a":[15,25],"large":[16],"number":[17],"investors,":[19],"Chinese":[20,107],"derivatives":[21,108],"market":[22],"is":[23],"still":[24],"developing":[26,46],"market,":[27],"there":[28],"are":[29,37],"many":[30],"trading":[34,77,80],"that":[36],"worth":[38],"considering":[39],"whether":[40],"they":[41],"fit":[43],"in":[44],"this":[45,53,70,98],"market.":[47,109],"Based":[48],"on":[49,74,106],"value":[50],"style,":[52],"paper":[54,71,99],"applies":[55],"to":[60],"currencies,":[61],"commodities":[62],"and":[63,66,82,103],"options":[64],"respectively,":[65],"for":[67],"each":[68,95],"asset,":[69],"did":[72],"research":[73],"their":[75],"discretionary":[76],"models,":[78],"systematic":[79],"models":[81,84],"advanced":[83],"respectively.":[85],"Through":[86],"measuring":[87],"the":[88,91],"return":[89],"from":[90],"back":[92],"test":[93],"strategy,":[97],"made":[100],"conclusion":[102],"gave":[104],"recommendations":[105]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}