To date there has been little discussion about commodity futures within ESG frameworks - neither the Organization for Economic Cooperation and Development (OECD) nor the UN Principles for Responsible Investment (UNPRI) provides comprehensive guidance on commodity futures. We have researched this and will be sharing a comprehensive white paper “Commodity Investing in the Age of ESG and Inflation”. This month’s blog summarizes one of the white paper’s core considerations, that futures offer exposure to commodities with zero environmental impact.
There have been a number of articles written in the last year about trend following, current lack thereof, and how this affects CTA performance and future prospects. The team at Altegris and respected industry vet Matt Osborne has written a great paper that covers the state of a number of key metrics including...