How to Design a Commodity Futures Trading Program

We provide a step-by-step primer on how to design a commodity futures trading program.

Author(s):

Hilary Till

Research Associate, EDHEC-Risk Instituteand Principal, Premia Capital Management, LLC

Joseph Eagleeye

Principal, Premia Capital Management, LLC

A prospective commodity manager must not only discover trading strategies that are expected to be generally profitable, but must also be careful regarding each strategy's correlation properties during different times of the year and during eventful periods. One must also ensure that the resulting product has a unique enough return stream that it can be expected to provide diversification benefits to an investor's overall portfolio.
Pdf
How to Design a Commodity Futures Trading Program...
(-1.00 B)
Type: Working paper
Date: le 03/01/2011
Extra information : For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ joanne.finlay@edhec.edu ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.
Research Cluster : Finance

See Also

SESC POMPEIA, A UNIQUE, HYBRID CULTURAL SPACE
News
- 16-01-2019
The fifth step of the Wide Open Project – a world tour of “positive ecosystems” – was...
How guest speaker talks provides unfiltered market insights?
News
- 11-01-2019
Eloi Foulon, MSc in Global & Sustainable Business student, shares his reaction to...
Scientific Beta named
News
- 09-01-2019
Scientific Beta is pleased to announce that it has won the prestigious Risk Award for "...
[Tell Me Your Research] Facing Family Business Challenges
News
- 20-12-2018
What are the most pressing issues facing family businesses today? The biggest challenge...