Fri, Jul 12, 2024
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
A SQUARE

Cumulus Weather Fund

Monday, February 19, 2007
Has the capability to trade - equities, commodities and weather derivatives – from a weather perspective.

A SQUARE :: 19Feb07 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

[31Mar08] [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

[22May07] [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
Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. The Big Picture: CTA focused on Chinese futures continues to shine[more]

    B. G., Opalesque Geneva: Many well-known CTA groups have been investing in the China onshore commodity futures market opportunity as soon as it was possible. And foreign fund participation in this market is growing anew. One among them is Eagle, which has been active in the field for over 30 yea

  2. Opalesque Exclusive: A global macro fund eyes opportunities in bonds[more]

    Bailey McCann, Opalesque New York for New Managers: Munich-based ThirdYear Capital rebounded in 2023, following a tough year for global macro. The firm's flagship ART Global Macro strategy finished the year up 1

  3. Opalesque Roundup: Emerging market hedge fund gains accelerate as AUM reaches highest level since 2Q 2022: hedge fund news[more]

    In the week ending June 28th 2024, industry figures showed that emerging markets hedge funds gains accelerated through mid-2Q, leading industry-wide regional performance with c

  4. Opalesque Exclusive: New convertible arb fund aims to do without old-school investing[more]

    B. G., Opalesque Geneva for New Managers: A new fund is revamping convertible arbitrage, one of the oldest hedge fund strategies, by adding a systematic layer to the common discretionary approach - where investment

  5. Other Voices: Will the tech boom feed the commodity cycle?[more]

    Reprinted with the permission of the author, Tim Pickering, founder and CIO of Canada-based quantitative investment manager Auspice Capital Advisors Ltd. Like many things within financial markets, the link between commodities and the overall economy and global stock markets is a bit o