
Commodity Investing Maximizing Returns Through Fundamental Analysis
by Dunsby, Adam; Eckstein, John; Gaspar, Jess; Mulholland, SarahBuy New
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Summary
Author Biography
Adam Dunsby is a principal at Cornerstone Quantitative Investment Group. He received both his undergraduate degree and PhD in finance from the Wharton School of the University of Pennsylvania.
John Eckstein is a principal at Cornerstone Quantitative Investment Group. He earned a BS from Brown University, where he studied computer science and cognitive science. Mr. Eckstein developed investment application software for money management firms prior to his current position.
Jess Gaspar is the Director of Research at Cornerstone Quantitative Investment Group. He earned his undergraduate degree from MIT and his PhD in economics from Stanford. After receiving his PhD, Mr. Gaspar was an assistant professor at the University of Chicago, where he did research and taught international economics and computational methods in economics and finance. Mr. Gaspar worked at McKinsey & Co. as a consultant before joining Cornerstone.
Sarah Mulholland is the head trader at Cornerstone Quantitative Investment Group. She earned a BS in economics from the Wharton School of the University of Pennsylvania. Prior to joining Cornerstone, she traded energy derivatives for Enron North America and PSE&G.
Table of Contents
Acknowledgments | p. ix |
Basics | p. 1 |
Introduction | p. 3 |
Commodity Futures as Investments | p. 9 |
Commodities for the Long Run | p. 29 |
Understanding Energy | p. 37 |
Crude Oil | p. 39 |
Heating Oil | p. 57 |
Gasoline | p. 67 |
Natural Gas | p. 79 |
Understanding Grains and Oilseeds | p. 93 |
Corn | p. 95 |
Wheat | p. 107 |
Soybeans | p. 117 |
Understanding Livestock | p. 131 |
Hogs | p. 133 |
Cattle | p. 141 |
Understanding Industrial Metals | p. 151 |
Copper | p. 153 |
Aluminum | p. 165 |
Zinc | p. 177 |
Understanding the Softs | p. 187 |
Coffee | p. 189 |
Sugar | p. 197 |
Cocoa | p. 207 |
Cotton | p. 213 |
How to Invest | p. 221 |
Some Building Blocks of a Commodity Futures Trading System | p. 223 |
The Rise of the Indexes | p. 245 |
Conclusion | p. 265 |
The London Metal Exchange | p. 269 |
Notes | p. 273 |
References | p. 283 |
About the Authors | p. 287 |
Index | p. 289 |
Table of Contents provided by Ingram. All Rights Reserved. |
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