Thu, Oct 27, 2016
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications

Cumulus Weather Fund

Tuesday, February 20, 2007
Has the capability to trade - equities, commodities and weather derivatives – from a weather perspective.

A SQUARE :: 20Feb07 Cumulus Weather Fund
Category Weather derivatives
Faculty Peter Brewer
Expertise Weather Related Investing
Author Sona Blessing
Faculty Name

Portfolio focuses on weather events - seeking to assess the effects of short-term weather on underlying asset prices -and trading only when fundamentals and weather signals are aligned Default allocations of 40% each to the commodity and equity portfolios and 20% to weather derivatives Equities universe: 500 international large and mid caps Commodity universe: energy and environmental commodities Weather derivatives: a diversified portfolio - excluding catastrophe bonds and similar “fat tail” structures

Download this research The many benefits of an A SQUARE subscription Recommend to a friend

<< A SQUARE archive sorted by date    << A SQUARE archive sorted by category

 Article link
More research related to Weather derivatives

[01Apr08] [Weather derivatives] Expertise on weather derivatives
CME’s platform is really geared at larger standardised contracts and our platform is geared at customised contracts


[23May07] [Electricity, Water, Weather Related Investing] Expertise on electricity, water and weather related investing
Investments in these markets are still considered "exotic" for the great majority of investors. It is not, of course, that the underlying physical manifestation of any of these markets is exotic - in fact, they are all quite ordinary. It is that

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa

  2. Investing - Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities, Lansdowne's Roden says likes animal genetics company Genus[more]

    Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities From As ValueWalk reported back in February, earlier this year Andrew Lawrence set out to raise $250 million to $500 million for a fund that will buy stakes in hedge funds that have suspended redem

  3. Opalesque Roundtable: Style drift, poor communications and credibility fatigue are biggest red flags for hedge funds investors[more]

    Komfie Manalo, Opalesque Asia: Style drift, poor communications and credibility fatigue are the biggest red flags for hedge funds investors, said participants of the latest 2016 Opalesque Investor Roundtable, sponso

  4. Barclay CTA Index down 0.40% in September (+0.10% YTD)[more]

    Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date. “The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHe

  5. Opalesque Exclusive: Meet Emma, your friendly A.I. helper[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Shaunka Khire, who co-designed an artificial intelligence (AI) robot called EMMA/MANSI, talks to Opalesque