Long historical data for futures
At a glance
- Project leader : Dr. Jörg Osterrieder
- Project team : Elvis Murina
- Project status : completed
- Funding partner : Third party
- Project partner : Fisch Asset Management
- Contact person : Jörg Osterrieder
Description
Analysing and finding long historical data for futures prices. Replicating futures data using various underlying time-series.