Since the beginning of this year, due to the Federal Reserve rate hike expectations and geopolitics and other factors, the volatility of commodity prices increased. Domestic futures exchanges have taken several risk control measures, such as adjusting trading limits, trading margin rats, commission fees, and trading limits, in order to maintain the smooth operation of the market.

Under the condition above, quantitative traders say the only way to do this is timing quantification, both by timing the trading session and by rearranging the portfolio.