Q U A N T I T A T I V E   M A R K E T S

A N A L Y S I S

I N V E S T M E N T  R E S E A R CH

 

We're continually combining the results of our quantitative models with our assessment of relevant qualitative factors to identify attractive trading opportunities in the fixed income and commodity markets.


We tend to focus on relative value opportunities in particular. In the fixed income markets, examples include yield curve steepeners and flatteners, butterflies and barbells, sovereign spreads, and swap spreads.


In the commodity markets, we focus on the major contracts for crude & products, nat gas, grains, oilseeds, and veg oils. Within these markets, we tend to focus on contango and backwardation trades, butterflies, crack spreads, and cross-commodity spread trades, such as corn vs soybeans, soybean oil vs palm oil, and rapeseed vs canola. 


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