- Fuertes, M., Miffre, J. and Rallis, G. Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2008). SSRN
- Simon, D. and Campasano, J. The VIX Futures Basis: Evidence and Trading Strategies (2012). Link, SSRN
Ad blocker interference detected!
Wikia is a free-to-use site that makes money from advertising. We have a modified experience for viewers using ad blockers
Wikia is not accessible if you’ve made further modifications. Remove the custom ad blocker rule(s) and the page will load as expected.