by ReSolve Asset Management | Jun 21, 2024
Whitepaper Data Managed Futures Trend ReplicationDaily Data This data set provides daily returns for the Net Replication strategy discussed in the paper “Peering Around Corners: How to Replicate Trend Following Managed Futures”. The Net Replication strategy combines...
by ReSolve Asset Management | May 3, 2024
Whitepaper Data Managed Futures Carry PaperDaily Data This data set provides daily returns for the meta-ensemble carry strategy discussed in the paper “Managed Futures Carry – A Practitioner’s Guide”. The meta-ensemble combines optimized carry and carry z-score...ReSolve uses cookies to enhance your browsing experience, analyze and measure your engagement with our content, and provide more relevant content on our website.
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