## https://www.risk.net/investing/7949186/trend-followings-bumper-returns-mask-fading-convexity
https://versorinvest.com/wp-content/uploads/2022/05/Convexity.pdf
## other research
https://www.risk.net/journal-of-energy-markets/7932046/directional-predictability-between-returns-and-trading-volume-in-the-futures-markets-of-energy-insights-into-traders-behavior
https://www.risk.net/cutting-edge/investments/7909206/delta-gamma-component-var-nonlinear-risk-decomposition-for-any-type-of-fund