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- crude oil
- natural gas
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Tag Archives: DBA
There are two new positions for the hedge fund portfolio: short 2166 shares of DBC and 331 shares of DBA. Note that I am using the functional analysis portfolio to test a new idea. I believe that I know what … Continue reading
Here is the new composition of the large portfolio: Symbol Asset Class Weighting DBA Commodity 3/120 DBC Commodity 17/120 GLD Currency 1/18 UUP Currency 1/9 SCZ International Equity 1/12 VWO International Equity 1/12 VNQ Real Estate 1/6 IJR US Equity … Continue reading
Selecting the commodities component of my portfolio was by far the most difficult of the six asset classes. Broad commodity ETFs and ETNs exist, but they generally have two features that make them unsuitable for tracking commodities prices. The first … Continue reading