---
title: Memory-Enhanced Momentum in Futures
url: https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-8-p-773-802/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:eurjfi:v:30:y:2024:i:8:p:773-802
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2023.2220118%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A8%3Ap%3A773-802
featured: 2024-04-17
citations: unknown
topic: Asset Pricing & Factors
---


# Memory-Enhanced Momentum in Futures

The research suggests a memory-enhanced momentum strategy for commodity futures markets, which surpasses traditional momentum in reward and risk, independent of the overall commodity market movement.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2023.2220118%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A8%3Ap%3A773-802
- Identifier: RePEc:taf:eurjfi:v:30:y:2024:i:8:p:773-802
- Released: 2024-04-17
- First featured: Quant Letter No. 45 (2024-04-17): https://www.ml-quant.com/issues/2024-04-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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