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Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)
Flirting with Models
Navigate Congestion with Behavioral Insight
Commodity carry acts as a risk premium, while congestion strategies are deeply influenced by behavioral factors, making them more susceptible to arbitrage. Effective management of congestion requires adherence to index rules to avoid basis risk when hedging index exposure. Monitoring the index footprint and measuring flows into common indices like the GSCI is crucial for understanding congestion dynamics. Tracking congestion returns can reveal whether congestion is being over-traded, indicating potential opportunities for strategic engagement in this space.
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