|
By Opalesque Geneva:
Commodities are the top-performing sector in 2025, and investor interest in commodities and CTAs is growing, according to some. The BCOM TR commodity index is up 8.9% YTD through March (11.5% in the last year) - below the 2008, 2011 and 2022 highs but trending up.
FALGOM AG, a Swiss asset manager that delivers algorithmic investment alternatives, believes the macro environment in the years ahead is inflationary, which will drive commodity prices higher.
They have recently launched a new strategy aimed at investors seeking actively managed commodity exposure.
Algorithmic Regime Program (ARP) Commodities is a 100% systematic strategy - and so devoid of emotional bias and giving investors a long-bias in this sector.
It takes on a multi-strategy approach with dynamic exposure, constantly adapting to market shifts. At its core is a momentum strategy based on machine learning (ML), supported by mean reversion, trend-following and momentum long-only sub-strategies.
Momentum investing is a trading strategy in which investors buy rising securities and sell them when they look like they've peaked. The goal is to work with volatility by finding buying opportunities in short-term uptrends and then selling when the...................... To view our full article Click here
|
RSS
