88 continuous futures contracts

Emerging

1papers using it

2019first seen

The '88 continuous futures contracts' dataset contains a portfolio of futures contracts used to evaluate the performance of time series momentum strategies and the effectiveness of Deep Momentum Networks in optimizing trading rules.

🔎 Find this dataset

Papers using 88 continuous futures contracts (1)

Enhancing Time Series Momentum Strategies Using Deep Neural Networks2019 · 100 cites