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Momentum Does the distance between 21- and 200-day moving averages help predict equity returns? (alphaarchitect.com) Design matters a lot when it comes to CTA momentum-style strategies. (quantpedia.com) Quant stuff How to calculate the risk-free rate implicit in options prices. (papers.ssrn.com)…

#cta #counterparty #esg #ftcom #montecarlo