Research Article

Intelligent Manufacturing of New Energy Vehicles and Financial Market Hedging Based on Soft Computing

Table 5

Hedging backtest results using Shanghai copper options.

CU2005P44000 transaction situation
Option fee (yuan/hand)Volume (hands)

501201
336101
550201
601201
651101

Analysis of profit and loss results
Total option premium (ten thousand yuan)42.88
Partial profit and loss of futures after exercise (ten thousand yuan)910
Spot profit and loss (ten thousand yuan)āˆ’1231
Accumulated profit and loss (ten thousand yuan)āˆ’363.88