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Seasonality Trading Signals (fut) 20210114

Seasonality Trading Signals (fut) 20210114

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Henry Zhang
Jan 14, 2021
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Seasonality Trading Signals (fut) 20210114
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  • Default NAV for risk sizing is 30000 USD

Asset KL trend next_1m next_2m next_3m Backtest top_month bottom_month SB 0.17 0.000508 -0.000644 -0.001247 -0.001447 SB 2020-10-…

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