Top Traders Unplugged

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

11 snips
Nov 1, 2023
Guest
Mauritz van den Worm
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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Episode notes
1
Introduction
00:00 • 3min
2
South African Commodity Markets and Polastar's Portfolio
03:13 • 6min
3
Commodity Spread Trading: Exploring Geographical Arbitrage and Contract Differences
09:29 • 21min
4
Analyzing Spreads Between Futures Contracts from Different Time Zones
30:55 • 2min
5
Trading Challenges and Substitution of Maze in African Countries
32:56 • 2min
6
Understanding Corn Colors and Risk Management in Spread Trading
34:53 • 12min
7
Trading Environment and Challenges
47:09 • 6min
8
Liquidity Issues and Spread Position Exit
52:40 • 8min