Research and publications
Trading Strategies in the Current Commodity Market Environment
This brief article suggests three approaches for how to benefit from structural opportunities in the commodity markets, drawing from the recently published book, “Intelligent Commodity Investing.” The author notes how over long time horizons, the term structure of a commodity futures curve becomes the dominant driver of return for individual futures contracts. For shorter time horizon opportunities, the author discusses mean-reverting commodity spread trades that have approximately seasonal frequencies.
Author(s):
Hilary Till
Summary:
This brief article suggests three approaches for how to benefit from structural opportunities in the commodity markets, drawing from the recently published book, “Intelligent Commodity Investing.” The author notes how over long time horizons, the term structure of a commodity futures curve becomes the dominant driver of return for individual futures contracts. For shorter time horizon opportunities, the author discusses mean-reverting commodity spread trades that have approximately seasonal frequencies.
Register to download PDF
Register/Log in| Type : | Working paper |
|---|---|
| Date : | 05/07/2007 |
| Keywords : |
Alternative Investments |
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