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.
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How to Design a Commodity Futures Trading Program...
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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

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