Share this postTactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signalsblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherTactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure SignalsedarchimbaudAug 31, 2023∙ PaidShare this postTactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signalsblog.edarchimbaud.comCopy linkFacebookEmailNoteOtherShareOriginal paperSSRN-id1127213.pdfTrading rulesCalculate monthly roll-returns for each commodity futureThis post is for paid subscribersSubscribeAlready a paid subscriber? Sign in
