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Introduction The aim of this post is to give the updated baseline portfolio weights of the Polar Star Diversified Commodity Fund for …

Introduction In a previous post we have tried to debunk long only commodity investing. The main arguments why it does not work over …

Introduction The goal of this write-up is to study the main fundamental drivers or the board soybean crush. We define the board crush …

Introduction In this write-up we study the historical optimal hedging ratio for the KW vs CA spread. This work follows from previous …

Introduction The aim of this write-up is to investigate what fundamental features can be seen as the driver of corn calendar spreads. …

Introduction Some time ago we performed an events study on the Bridgeton Orders. In this write-up we tried to see if there were any …

Introduction When a simple question does not have a simple answer it might point to something interesting that is worth threading out. …

Introduction The aim of this post is to give the baseline portfolio weights of the Polar Star Diversified Commodity Fund. We employ the …

Introduction This write-up tries to address the question of how we can increase the synergy and collaboration between quantitative and …

Introduction In previous posts we have explored ideas on how to construct fundamental models for forecasting the price of corn and …