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Author:Mihail Turlakov
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# 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##2019 [Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans](https://www.bbk.ac.uk/cfc/pdfs/conference%20papers/Wed/RichterSorensen.pdf) ⏎ https://www.atlantafed.org/cenfis/publications/notesfromthevault/03-carry-factors-characteristics-and-informational-content-2019-03-29 ⏎ ## 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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