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Managed Futures
Diversified Commodity Long-Short Program - AlphaMaven Performance Report
December 2022 - Managed Futures
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 qua