Research on Commodity Futures Trading Strategies

This paper will argue that one can intelligently invest in the commodity markets and will briefly touch on three approaches, which in turn are drawn from “Intelligent Commodity Investing” (Risk Books, 2007). The first two sections of this paper will discuss two historically profitable approaches that take into consideration the largely mean-reverting properties of commodity prices. The final section of the paper will argue that we may be in the midst of a rare trend shift in prices for some commodity markets and will provide some ideas on how to potentially benefit from this shift