September Fund Manager Briefing - Singapore
Positioning Analysis in Commodity Futures Markets
In this session, Societe Generale's Global Commodities Strategist & Head of Research Asia-Pacific, Mark Keenan, will do a deep dive on positioning analysis, newsflow analytics, as well as risk and uncertainty metrics in the generation of trading signals in commodity futures markets. Key topics to be covered include:
- Disentangling fundamentals from non-fundamentals.
- Incorporating macroeconomic risk and uncertainty metrics into a commodity portfolio.
- The recent rise in importance of Positioning Analysis.
- Positioning data and speculators - do they actually know what’s they are doing - should we trade against them or mimic them?
- The OBOS model - identifying overbought and oversold commodities at the intersection of levels in extreme positioning and price.
- Dry Powder Analysis - measuring whether speculators / consumers / producers can increase their positions?
- Mismatches in positioning - what do they mean for price and volatility.
- Newsflow analysis in commodity markets.
This session is suitable for portfolio managers who trade commodities as part of their strategy.
Speaker:
Mark Keenan
Global Commodities Strategist & Head of Research Asia-Pacific, Societe Generale
Please note these sessions are open to managers and investors only and there is a limit on the number of attendees per firm. To register, please email [email protected].
Sponsored by:
