12 equity index futures contracts

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1papers using it

2023first seen

The '12 equity index futures contracts' refers to a dataset of futures contracts based on equity indices, used to evaluate the performance of spatio-temporal momentum strategies in trading.

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Papers using 12 equity index futures contracts (1)

Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies2023 · 7 cites