Overview Futures 14-11-2024. YTD

Perfomance, Autocorrelation, Correlation, Statistics, Tails, ...

1. Futures perfomance

   

   2. Correlation matrix

   

   3. Autocorrelation coefficients

   

   4. Shape statistics of the daily returns

   

   5. Empirical quantile of the daily returns

   

   6. Fat tails

   

   7. Average daily return on various days of the week

   

   8. Average daily return by trading days of the month