Share this postExploiting Commodity Momentum Along the Futures Curvesblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherExploiting Commodity Momentum Along the Futures CurvesedarchimbaudAug 31, 2023∙ PaidShare this postExploiting Commodity Momentum Along the Futures Curvesblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherShareOriginal paperSSRN-id2485314.pdfTrading rulesCalculate monthly roll-returns for each commodity futureThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in
