Quant Signals

Quant Signals

Share this post

Quant Signals
Quant Signals
Seasonality Trading Signals (fut) 20210226

Seasonality Trading Signals (fut) 20210226

Henry Zhang's avatar
Henry Zhang
Feb 26, 2021
∙ Paid

Share this post

Quant Signals
Quant Signals
Seasonality Trading Signals (fut) 20210226
Share

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

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 -0.000646 -0.001248…

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