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Author:Mihail Turlakov
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Description:
# Carry - strategy ## https://alphaarchitect.com/2018/08/the-carry-factor-and-global-risks/ ## [Carry](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2632697) by Koijen-Moskowitz-Pedersen-Vrugt ## https://en.wikipedia.org/wiki/Seasonality ⏎ https://towardsdatascience.com/trend-seasonality-moving-average-auto-regressive-model-my-journey-to-time-series-data-with-edc4c0c8284b ⏎ https://www.sr-sv.com/seasonal-effects-in-commodity-futures-curves/ [deterministic AND stochastic seasonality](https://www.ssc.wisc.edu/~bhansen/390/2010/390Lecture8.pdf)⏎ ⏎ # Parents * Quantitative investing
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