Repository for the code used in my masters thesis. The futures contracts weighting used are proprietary thus I am not permitted to include them here. Resulting paper available at http://ssrn.com/abstract=2067359. Comments welcomed!
Repository for the code used in my masters thesis. The futures contracts weighting used are proprietary thus I am not permitted to include them here. Resulting paper available at http://ssrn.com/abstract=2067359. Comments welcomed!