Spread (Basis) Momentum within Currencies
Log in to collectAcademic paper
Momentum Signals in the Term Structure of Commodity Futures
Martijn Boons; Melissa Porras Prado
Tilburg University
Centre for Economic Policy Research- Centre for Economic Policy Research (CEPR)
- Nova School of Business and Economics
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.