Combining Momentum, Term Structure, and Idiosyncratic Volatility within Commodities
Log in to collectAcademic paper
Idiosyncratic Volatility Strategies in Commodity Futures Markets
Adrián Fernández-Pérez; Ana-Marı́a Fuertes; Joëlle Miffre
City, University of London
Auckland University of Technology- Bayes Business School, City, University of London
Audencia Business School
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.