Raw Materials Income is an absolute return strategy harvesting carry between optimal and front-month futures contract
The THEAM Quant – Raw Materials Income Fund aims to generate a sustained income over the medium term.
- Firstly, access to the Commodity Curve Alpha source that was implemented in our flagship in-house commodity strategy, BNP Paribas® Oscillator Commodity strategy (live since October 2007).
- Moreover, Commodity Curve Alpha is created through an optimal investment on the forward curve using the S&P GSCI® Dynamic Roll mono-indices.
- In addition, diversified allocation among 9 Commodities within an ex-agriculture and livestock broad commodity universe.
Performance data and latest documents
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BLOG27/04/2021 · 1 Min
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CORPORATE NEWS06/11/2020 · 1 Min
BLOG06/10/2020 · 1 Min