Trading strategies in futures markets
The purpose of this thesis is to investigate trading strategies based on futures contracts. The first chapter demonstrates and analyzes the exceptional performance of both carry and momentum strategies in future markets across asset classes (commodities, bonds, equities, and currencies). Individual...
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Imperial College London
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684262 |