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The fund utilizes a fully systematic and quantitative approach to extract positively asymmetric payoffs in global commodity markets (oil, power, coal, metals, and ags.). Five models with 90 different risk factors trade across 36 different commodity futures globally through different time frames and market structures. To avoid overfitting, the manager applies the same models across all futures. The investment process consists of three steps: First, all models generate entry and exi
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