Tag Archives: launch
Ready to Roll or Need to Weight?
In the past few years a number of indices have been launched with a goal of minimizing the impact of contango. The first indices launched with this goal were the simple (1-5 month) forward indices and the relatively static S&P GSCI Enhanced. In the time period from Aug 2004-May 2011, mentioned in my prior post, these…
- Categories Commodities, Strategy
- Other Tags
- Categories
- Commodities, Strategy
- Other Tags