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Seasonality Trading Signals (fut) 20210228

Seasonality Trading Signals (fut) 20210228

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Henry Zhang
Feb 28, 2021
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Seasonality Trading Signals (fut) 20210228
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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 -0.000646 -0.001248…

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