Futures Notebooks
Futures Notebooks#
The available notebooks are listed below.
- Commodities Momentum Strategy
- Commodity Calendar Spread Strategy
- FX Hedged Oil Location Spread Strategy
- Crude Oil Collar Hedged Manufacturing PMI Strategy
- Commodity Vector Autoregression Model
- Custom Roll Table for Rolling Future Strategies
- Gold futures with fixed lots
- Rolling Futures Basket
- FX Momentum & Mean reversion
- Long-only Trend Strategy
- Moving Average Optimisation
- Oil Future Spread Matched Roll Dates