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Seasonality Trading Signals (fut) 20210125

Seasonality Trading Signals (fut) 20210125

Henry Zhang's avatar
Henry Zhang
Jan 25, 2021
∙ Paid

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Quant Signals
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Seasonality Trading Signals (fut) 20210125
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NZD,KC,OJ,NKD,ZT,GF,SI,JPY,GC,CC,PL,EUR,PA,HE,KE,ES,MXP,GBP,ZS,NG,LB,HO,ZM,CT,RB,YM,AUD,CAD,LE,ZN,ZL,ZB,NQ,HG,SB,ZC,ZF,UB,VIX,CL,DX,CHF,ZW

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  • 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 -6.438854e…

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