# 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://www.sr-sv.com/commodity-carry/
⏎
## 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