Mon, Apr 27, 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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Hedge funds looking to continue their rally in Q2[more]

    Komfie Manalo, Opalesque Asia: Hedge funds finished the first quarter on a strong note and are looking to continue the rally in the second quarter, said Lyxor Asset Management in its Weekly Brief. The Lyxor Hedge Fund Index is up 0.4% over the week

  4. Hedge funds down -0.17% in March (+1.23%YTD)[more]

    Bailey McCann, Opalesque New York: The hedge fund industry produced an aggregate return of –0.17% in March to end Q1 2015 up 1.23%, compared to the S&P 500 which increased 0.96%, according to the latest data from eVestment. Hedge fund performance returns were mixed in March amid increased equity

  5. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both