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Managed Futures
Aquantum Commodity Spread Program Reports Its August 2023 Performance
August 2023 - Managed Futures
The ACS Program is a systematic commodity market-neutral trading program. It is designed to benefit from price dislocations in the forward structure of numerous commodity futures markets. Trading signals are primarily a function of supply and demand dislocations driven by seasonality and weather conditions, implied storage costs, idiosyncratic events (e.g., price shocks), and increasing/realizing convenience yields.
While the ACS Program may combine multiple spread positions per market,