Commodity Trading Strategies, Common Mistakes, and Catastrophic Blowups: A Presentation
Momentum and trend following in commodities, studied by Till in 2025. The abstract does not mention a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“This presentation provides an alternative approach: a reader is provided a reasonably comprehensive tour of the always dynamic and frequently opaque commodity markets, including views on (1) commodity trading strategies, (2) common mistakes, and (3) catastrophic blowups.”
AssetCommodities
StrategyMomentum
GeographyGlobal
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMomentum and trend following by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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