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When Futures Overreact: A Weekly Edge Across the Futures Curve
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When Futures Overreact: A Weekly Edge Across…
Quant Returns
Jul 25
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When Futures Overreact: A Weekly Edge Across the Futures Curve
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Short-Term Basis Reversal by Rossi, Zhang, and Zhu (2025)
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Short-Term Basis Reversal by Rossi, Zhang, and Zhu (2025)