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When Futures Overreact (Part 2): Sharpening the Edge
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When Futures Overreact (Part 2): Sharpening…
Quant Returns
Aug 11
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When Futures Overreact (Part 2): Sharpening the Edge
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Based on the paper Short-Term Basis Reversal
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When Futures Overreact (Part 2): Sharpening…
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Based on the paper Short-Term Basis Reversal