Chapter 9: Commodities

9.1 PLUGIN

Roll Yields

Strategy 9.1: Roll yield long backwardation / short contango

commodities carry

9.2 PLUGIN

Hedging Pressure

Strategy 9.2: CFTC COT hedging-pressure strategy

commodities positioning

9.3 PLUGIN

Portfolio Diversification

Strategy 9.3: Adjust commodity exposure based on monetary policy signals

commodities portfolio

9.4 PLUGIN

Commodity Value

Strategy 9.4: Value long-short across commodities (5-year price ratio)

commodities value

9.5 PLUGIN

Skewness Premium

Strategy 9.5: Commodity skewness premium long-short

commodities premium

9.6 PLUGIN

Trading with Pricing Models

Strategy 9.6: OU mean-reversion model for commodity pricing

commodities model