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Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence

blog.edarchimbaud.com

Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence

edarchimbaud
Aug 30, 2023
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Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence

blog.edarchimbaud.com
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Original paper

SSRN-id3314834.pdf

Trading rules

  • Investment universe: 52 commodities

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