FANDOM


Futures

  • Fuertes, M., Miffre, J. and Rallis, G. Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2008). SSRN

Volatility

  • Simon, D. and Campasano, J. The VIX Futures Basis: Evidence and Trading Strategies (2012). Link, SSRN

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