Long historical data for futures
Description
Analysing and finding long historical data for futures prices. Replicating futures data using various underlying time-series.
Key data
Projectlead
Prof. Dr. Jörg Osterrieder
Project team
Elvis Murina
Project partners
Fisch Asset Management AG
Project status
completed, 10/2015 - 04/2017
Institute/Centre
Institute for Data Science (IDS)
Funding partner
Third party