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Managed Futures
Rosetta Trading Program - AlphaMaven Performance Report
December 2023 - Managed Futures
Rosetta Trading Program - AlphaMaven Performance Report
The Rosetta Trading Program is a fundamental discretionary grains and meats program. Markets traded are primarily corn, soybeans (including soybean meal and soybean oil), live cattle, and lean hogs. Trades are both relative value and directional depending on what the markets are rewarding. Rosetta uses fundamental supply and demand factors such as inventory levels, government reports and information from producers/suppli