Memory-Enhanced Momentum in Futures
The research suggests a memory-enhanced momentum strategy for commodity futures markets, which surpasses traditional momentum in reward and risk, independent of the overall commodity market movement.
Featured in No. 45 on 17 Apr 2024 · on release day
- Released
- 17 Apr 2024
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- RePEc:taf:eurjfi:v:30:y:2024:i:8:p:773-802
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