Tue, Aug 4, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Radio Feature 13: Nicolas Robin in conversation with Sona Blessing
Extracting performance from commodity volatility
 
Tuesday, May 03, 2011

radio In this feature Nicolas Robin, co-manager of the Threadneedle (Lux) Enhanced Commodities Fund discusses how to deal with and reduce the impact of contango and the cost of carry; although commodities are tagged as being "very liquid" why this liquidity is uneven along the curve; whether there is a disconnect between the fundamentals and the prices commodities are trading at; why he doesn't use the word "bubble"...

 Download this feature as MP3 (7.23 MB)

 
Listen to the complete feature
Extracting performance from commodity volatility

Duration: 07:53 

  logo

Or listen to selected sub-features
  • Q1 - Commodity volatility is here to stay - exploiting it to capture performance
            Geopolitical risk is here to stay
            The cost of insurance (i.e. implied volatility) is pretty low - in fact, there is a dichotomy

    Duration: 01:40 


  • Q2 - Fighting contango
            Reduce the cost of carry vs. flattening of the curve/ backwardation

    Duration: 01:29 


  • Q3 - Is there a disconnect between the fundamentals and commodity prices?

    Duration: 01:20 


  • Q4 - From a historical perspective which commodities are in a "bubble" and the role of the USD?

    Duration: 01:34 


  • Q5 - How should investors be positioned in the energy, agriculture complex?

    Duration: 01:48 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Other Voices: Same day reporting and the evolving role of fund administrators[more]

    By: Scott Price, Head of Business Development and Client Management for North America, Maitland Ernst & Young’s latest glob

  2. Activist News - Celgene says patent-fighting hedge fund manager wants to short its shares[more]

    From Reuters.com: Celgene Corp, one of the world's largest biotechnology companies, has accused U.S. hedge fund manager Kyle Bass of attempting to profit from his attempts to wipe out several major drug patents through his Coalition for Affordable Drugs. The company asked the U.S. Patent and T

  3. Einhorn's Greenlight Capital hedge fund slumps 6.1 percent in July[more]

    From Reuters/Thefiscaltimes.com: Hedge fund mogul David Einhorn's Greenlight Capital slumped 6.1 percent in July and is now down 9 percent for the year after gold, one of the fund's top holdings, tumbled to five-year lows last week. Greenlight notified clients of its returns late on Friday, ac

  4. Cowen Group, Inc. to acquire Conifer Securities[more]

    Cowen Group, Inc. and Conifer Securities, LLC had announced the signing of a definitive agreement under which Cowen will acquire Conifer Securities, the prime services division of Conifer Financial Services LLC. The transaction, the terms of which have not yet been disclosed, was approved by the boa

  5. Cargill’s Black River Asset to shut down four hedge funds[more]

    Komfie Manalo, Opalesque Asia: Cargill Inc.’s $7.4 billion Black River Asset Management said it was closing four hedge funds with a combined $ 1 billion in assets and start returning investors money over the next several months, various media said. The hedge funds represent 15% of Black River’