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) |
| 501 | 201 | 336 | 101 | 550 | 201 | 601 | 201 | 651 | 101 |
| 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) | ā1231 | Accumulated profit and loss (ten thousand yuan) | ā363.88 |
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