Systematic Strategy

A Better Long Only Commodity Product

We show some examples of how to create a better long only commodity product and add some shameless plugs at the end.

Debunking Long-Only Commodity Inveting

A question we get asked often is if we have a long-only commodities product or if we can give investors access to long only commodities exposure. In this talk, we show why this is, in general, not a good idea. We do this by studying the Bloomberg …

Polar Star Quantitative Commodity Fund

We give an overview of our thesis in systematic investing in the global commodities markets.