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# Carry - strategy


## https://alphaarchitect.com/2018/08/the-carry-factor-and-global-risks/

## [Carry](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2632697) by Koijen-Moskowitz-Pedersen-Vrugt

## https://en.wikipedia.org/wiki/Seasonality
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https://towardsdatascience.com/trend-seasonality-moving-average-auto-regressive-model-my-journey-to-time-series-data-with-edc4c0c8284b
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https://www.sr-sv.com/seasonal-effects-in-commodity-futures-curves/

[deterministic AND stochastic seasonality](https://www.ssc.wisc.edu/~bhansen/390/2010/390Lecture8.pdf)⏎
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# Parents

* Quantitative investing