Investment Overview
Strategy Description
The Commodity Long/Short Strategy is a commodities program that uses the relationship between cash and futures prices to establish directional positions in futures market trading. It is a fully systematically strategy that focuses on the timing as well as the magnitude of basis changes which allows for continuous risk management of the positions. The Program trades futures contracts in three market sectors: agriculture, metals, and energy. It combines commercial logic with quantitative algorithms using fundamental price data. It leverages the decades of experience of Robert J. O’Brien Jr. in the agriculture space. Our model was developed for an under exploited niche market sector.
