S&P GSCI index
concept
2 mentions
2 recordings
first heard Oct 2018
last heard 26 May
↑1 vs the 6 months before
Commodity index measuring performance of energy and other commodities
Trend
Peak in the week of 24 May — 1 mentions across 1 series.
Moments
newest first · ▶ plays the momentKranthi GadeMaking Sense · A quant’s guide to finding alpha in commodities trading · 6:55 · 26 May
…So we have standard benchmark indices in commodities like Bloomberg Commodity Index and S&P GSCI Index, which roll their exposure in a public five to nine business days of each month. So by avoiding that window and by pre-rolling some of the exposure, the strategy captures alpha.…
Amrith RamkumarWSJ Your Money Briefing · Stocks, Commodities Moving in Lockstep: A Red Flag · 4:39 · Oct 2018
…the correlation between the S&P 500 and the S&P GSCI index for commodities is now back at 0.8, which is, again, also pretty close to one.…
All 2 moments