Tue, May 24, 2022
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

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

Download

[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

Download
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. Opalesque Exclusive: Long/short equity hedge fund with bear market experience has a winning quarter[more]

    B. G., Opalesque Geneva: Experience during a Russian bear market lasting five years enabled Christian Putz to identify certain investment patterns in the market which he now applies to his current investment strategy. London-based ARR Inv

  2. Opalesque Exclusive: Global equity manager focuses on symbiotic value chains[more]

    B. G., Opalesque Geneva: A global equity manager has made a point of focusing on the phenomenon of shrinking supply chains and avoiding zero-sum business models. London-based Tollymore Investment Partners is a private partnersh

  3. Satori Capital intros energy transition fund, a long/short equity strategy[more]

    Laxman Pai, Opalesque Asia: Dallas-based alternatives manager founded on the principles of conscious capitalism, Satori Capital has launched Satori Environmental, a long/short equity strategy that primarily invests in securities impacted by the global energy sector's shift from fossil-based s

  4. The Big Picture: With the war, E, S, and G have collectively moved back to the fore[more]

    B. G., Opalesque Geneva: In this interview, Dr. Patrick Welton, founder and CIO of Welton Investment Partners, offers his observations on the major macro themes expected to affect the comm

  5. Other Voices: The selloff is overdone[more]

    Authored by Heeten Doshi, founder of Doshi Capital Management. Anyone who is still bearish and calling for more downside is foolish. The selloff is overdone. To point to further declines from here is poor risk management. With the Nasdaq 100 down 22% and S&P 500 down 13% for the year