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Currency · United States · Futures · Monthly Paid

A Multi-Strategy Approach to FX Futures

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Academic paper

A Multi Strategy Approach to Trading Foreign Exchange Futures

AuthorsRealized Semibetas: Signs of Things to Come

Institute
  • Wright Materials Research (United States)
  • Wright Research
  • Queens Public Library
  • Qplum

Paper linkhttps://ssrn.com/abstract=3322717

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Universe: EFA, EWJ, EWG, EWU, EWC, BIL. Parameters: rebalance=monthly.

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