Top Traders Unplugged

OI1: Cracking the Code of Commodity Spread Trading ft. Mauritz van den Worm

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Nov 1, 2023
In this podcast, Mauritz van den Worm, a quant researcher at Polarstar, a commodities-focused hedge fund in Cape Town, South Africa, talks about the fascinating world of commodity spreads. Topics include calendar spreads, cross-market substitution spreads, location arbitrage trades, and processing margin spreads. Mauritz also shares a firsthand account of Polarstar's position in US versus European grain spreads during Russia's invasion of Ukraine. The podcast explores the complexities and strategies behind commodity trading.
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