Tag Archives: DBC

Updates for October 2011

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

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Changes to the hedge fund portfolio

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

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More about creating a commodities index

There was an interesting article yesterday on Seeking Alpha about the perils of choosing a broad commodities index, a topic I covered yesterday. The author, Indexuniverse.com,  rightly ridicules the  S&P GSCI index due to its severe over weighting of oil … Continue reading

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Selecting asset class components – Commodities

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

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