This report provides a framework for testing and designing Momentum Strategies to simplify the process of finding a suitable implementation for an investor. Additionally, this report covers risk management and Seasonality.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.