Commodity Strategies: Trend Following, Carry, Congestion, and Volatility Carry

In this podcast episode, Gerald Rushton, a senior member of the QIS structuring team at Macquarie Bank, discusses various commodity strategies. He explains that trend following, commodity carry, congestion, and commodity volatility carry are all effective strategies. Rushton argues that these strategies can complement equity hedging strategies and provide unique edges. He emphasizes the importance of understanding market structure, fundamentals, and seasonality when implementing these strategies. Rushton also touches on the importance of customization and innovation in quant strategies, as well as the resurgence of FX Carry strategies. Overall, the podcast sheds light on the potential benefits and considerations of different commodity strategies.