Quant Signals

Quant Signals

Share this post

Quant Signals
Quant Signals
Seasonality Trading Signals (fut) 20210117

Seasonality Trading Signals (fut) 20210117

Henry Zhang's avatar
Henry Zhang
Jan 17, 2021
∙ Paid

Share this post

Quant Signals
Quant Signals
Seasonality Trading Signals (fut) 20210117
Share

EUR,GF,LB,ZL,CL,AUD,VIX,YM,ZC,ZT,ZM,CHF,NKD,JPY,UB,NG,ZF,KC,MXP,ZW,HG,HO,NQ,ZS,KE,ES,OJ,ZN,HE,CAD,PL,DX,PA,GBP,SB,ZB,LE,CT,GC,NZD,SI,CC,RB

Please Sign up or Login to see the paid content.

  • Default NAV for risk sizing is 30000 USD

Asset Asset Description KellyFormula trend next_1m next_2m next_3m Backtest top_month bottom_month SB SB 0.17 0.000508 -0.000644 …

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 Henry Zhang
Publisher Privacy ∙ Publisher Terms
Substack
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share