Can economic factors improve momentum trading strategies? The case of managed futures during the COVID-19 pandemic
Year of publication: |
2021
|
---|---|
Authors: | Guobužaitė, Renata ; Teresienė, Deimantė |
Published in: |
Economies. - Basel : MDPI, ISSN 2227-7099. - Vol. 9.2021, 2, p. 1-16
|
Publisher: |
Basel : MDPI |
Subject: | backwardation | economic regimes | momentum strategy | systematic trading |
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