CI Volatility Investments

CI Volatility Investments

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Natural Gas Behavior by Day of Week

Backtested Oct 2013 - Nov 2015

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CI Volatility Investments
Aug 03, 2025
∙ Paid

Our study covered daily prices of NYMEX Natural Gas (NG1!) from Oct 2013 - Nov 2015 capturing every daily open and close.

  • Close-to-Close: how much price changes between one session’s close and the nex…

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