Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals

By Ralph Kosch, Robin Forsberg

Published 2026-09-10

Everscope rating

1385.2

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Rolling Out-of-Sample Seasonality Signal Comparison with MEB Assessment. Problem types: Time Series Forecasting, Portfolio Optimization, Ranking, Risk Management.

arXiv:2609.12227 · Paper rankings

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