Analysis-Cocoa rally and market tumult hoist systematic hedge funds ahead of their peers

LONDON - Record cocoa prices and markets whipped around by inflation and geopolitics helped hedge funds using systematic strategies outperform their peers in the first quarter, according to industry players and investors.

Commodity markets have also been mixed, but the consistency of cocoa's sustained rally to record highs has been a bonus for systematic hedge funds. In Europe, for example, aerospace and defence stocks have rallied almost 28% so far this year, while utilities stocks have fallen about 7%.These use different volatility thresholds to decide when trades become so risky they should be ditched.

It also benefited from short bets against carbon emission permits, actively traded by companies needing to pay for carbon dioxide they emit, alongside speculators betting on their value.

Россия Последние новости, Россия Последние новости

Similar News:Вы также можете прочитать подобные новости, которые мы собрали из других источников новостей

'Shrinkflation' in the chocolate industry: What to expect this EasterThis year's Easter celebrations are set against a backdrop of record-breaking cocoa prices, with everyone from consumers to the entire chocolate industry feeling the pinch.
Источник: CTVNationalNews - 🏆 82. / 51 Прочитайте больше »