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

Actualités
- 10-12-2017
    A very high-level programme offering unique learning experiences Four partners at the forefront of innovation in their fields of expertise   Press Release   Lille...
FT European Business School rankings 2017: EDHEC cements its position among the top 15
Actualités
- 04-12-2017
EDHEC Business School has consolidated its standing among the top 15 business schools...
QS Ranking 2018: EDHEC Global MBA among best programmes in Europe and worldwide
Actualités
- 28-11-2017
EDHEC Global MBA ranked as the 15th MBA in Europe and 29th MBA in the world : the...
Dean of Sungkyunkwan Graduate School of Business visits EDHEC Business School
Actualités
- 27-11-2017
Dean of SKK GSB visits EDHEC Business School in the framework of strategic agreement...