Duet Commodities Positioned For Oil Volatility

22OctOctober 22, 2014

Duet Commodities Positioned For Oil Volatility

With returns of 12.31 percent year to date, Duet Commodities fund continued to tread water in September, down -0.34 percent after being down slightly in August and July, according to a letter to investors reviewed by ValueWalk.

The strategy has three primary performance drivers.
Duet Commodities Fund's profits driven by volatility
A relative value strategy can be impacted by volatility and the price relationship

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Author

Mark Melin

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.

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