Wed, Jun 29, 2016
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. Blackstone buys minority stake in New York-based credit hedge fund Marathon[more]

    Benedicte Gravrand, Opalesque Geneva: Blackstone Strategic Capital Holdings Fund, a vehicle managed by Blackstone Alternative Asset Management (BAAM), has acquired a passive, minority interest in Marathon Asset Management, for an undisclosed sum. Based in New York,

  2. Investing - Soros, Druckenmiller among hedgies profiting in market plunge, Hedge funds were most bullish on bonds since 2004 before Brexit, Surprise Brexit vote unleashes scramble for dollars, High-yield hit on Brexit but no panic selling, Scientist turned hedge fund founder lured to pound, euro, Hedge fund avoids commodities, posts big gains[more]

    Soros, Druckenmiller among hedgies profiting in market plunge From HITC.com: Bullish positions in gold and volatility and well-timed short bets on China and emerging markets, among other areas, were some of the trades that benefited hedge funds on Friday as markets digested Britons' s

  3. Manager Profile - A 26-year old hedge fund manager called Brexit — here's what he thinks about the historic vote[more]

    From Businessinsider.com: Taylor Mann is not your typical fund manager. The twenty-six year old Texas A&M graduate manages Pine Capital in Larue, Texas (population 160), where he resides with his three-year old daughter. Also atypical compared with many of the largest funds out there, Mann makes

  4. Visium hedge fund manager Sanjay Valvani found dead[more]

    Benedicte Gravrand, Opalesque London: A hedge fund manager connected with an insider trading case has apparently committed suicide. Sanjay Valvani, 44, a hedge fund manager at New York-based Visium Asset Management, was found dead in an apparent suicide on 21 June in his Brooklyn residence,

  5. People - Mariner Investment’s co-CIO Williams to leave $5.5bn firm, IOOF hires new alternatives portfolio manager[more]

    Mariner Investment’s co-CIO Williams to leave $5.5bn firm From Bloomberg.com: Basil Williams, co-chief investment officer of Mariner Investment Group, is leaving the $5.5 billion hedge-fund firm after negotiations to renew his contract failed. Williams will stay in his role until t