paperswithbacktest/Futures-Yearly-FrontMonthCostParams
Futures Yearly Front Month Cost Params Measured trading-cost parameters for futures, one row per contract root and year -- 329 roots over 2017-2026. Columns symbol: the contract root (CL, ES, GC), not a contract. This is what a continuous series trades. year: calendar year the parameters were measured over. price: the mean mid-quote of the front month. spread_bps: the full quoted spread of the front month in basis points, time-weighted over the quotes of the… See the full description on the dataset page: https://huggingface.co/datasets/paperswithbacktest/Futures-Yearly-FrontMonthCostParams.
| Author / organization | paperswithbacktest |
|---|---|
| License (as declared) | other |
| Downloads | 6.2K (as reported by Hugging Face) |
| Likes | 1 |
| Created | 13 October 2026 |
| Last updated at source | 2 November 2026 |
Popularity, last 22 days
6,248 now (+6,049 since 2026-10-17). Counts as reported by the source, snapshotted daily by Silytics.
More from paperswithbacktest
Silytics shows public metadata from Hugging Face and links to the original. Information may be incomplete or out of date. Last refreshed 7 November 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.