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yvesdhondt / CommodityFactorCarryStrategies

Strategy Analysis on Commodity Factor-Carry Strategies

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commoditiesfinancethesis-projecttrading-strategy

commodity_futures_trading

Code base for my master's thesis on commodity carry & commodity factor strategies

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Strategy Analysis on Commodity Factor-Carry Strategies

commoditiesfinancethesis-projecttrading-strategy

License:MIT License

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Language:Jupyter Notebook 100.0%