Quant Signals

Quant Signals

Share this post

Quant Signals
Quant Signals
Seasonality Trading Signals (fut) 20210123

Seasonality Trading Signals (fut) 20210123

Henry Zhang's avatar
Henry Zhang
Jan 23, 2021
∙ Paid

Share this post

Quant Signals
Quant Signals
Seasonality Trading Signals (fut) 20210123
Share

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

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 0.000507 -6.438491e…

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