SuperMind
This 2017 review compares commodity trading adviser factors and explores ways to combine them. It covers time-series and return-signal momentum, roll yield, basis momentum, and changes in warehouse receipts and inventories. The report says standalone…
FuturesMomentumCarryFactor investing
SuperMind
This Chinese-equity screening idea combines a dividend payout ratio above 25% for 2019, a preferred company type, and a recent increase in holdings above 5%. The explanation associates the holding increase with near-term capital inflow and treats dividends…
EquitiesChina marketsFactor investingCarry