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Trading
Product Groups
Getting Started
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- Active Trader Daily market data and insight for the Individual Active Trader
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- QuikStrike Tools Build and refine trading strategies with free analytics tools.
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Get started in the FX markets with EBS.
Connect to the leading fixed income platforms, analytics and more.
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Clearing
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Margin Services
- Try our new interactive margin calculator and evaluate initial margin requirements
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Data
Intraday Data
Services
Subscription Based Data
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- MDP (Streaming) Access our market data directly via our Market Data Platform
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- E-Quotes Offering charting, analytics, real-time quotes and news on our products
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- CME DataMine (Historical) Comprehensive historical price information available on select CME Group contracts
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 30 Jul 2013
- By Imperial College
The aim of this paper is to examine the effect of risk-weighting and of the choice of trading signal on the performance of time series momentum strategies using a broad dataset of 75 futures contracts over the period 1974 - 2013.Time-series momentum strategies have received increased attention after they provided again, as in previous business cycle downturns, impressive diversification benefits during the recent financial crisis in 2008.
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More in Factors / Risk Premia
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- An Introduction to Global Carry - January 31, 2016
- Big Data and Investment Management - December 31, 2015
- Improving Time-Series Momentum Strategies - July 30, 2013
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.
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