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Managed Futures
Arion Commodity Spread Trading SP Posts Its December 2023 Results
December 2023 - Managed Futures
Arion Commodity Spread Trading SP is a relative value strategy across base and precious metals traded on LME and COMEX.
Throughout the course of the day, the strategy seeks to exploit market inefficiencies created by producers and consumers, hedging flows, long only indices and index rolls (Risk Premia funds, etc) by actively trading calendar spreads along the curve.