I just got a call from a friend of my from Leftbridge Alberta. He is heading up a group of farmers who have formed a marketing group. I have suggested that they use the "portable alpha" approach. That is that they lock in the price of the crop for 95% of their cash flows and use 5% of cash flows as margin for a trading account that would attempt to outperform their static hedge of short grain futures and long Canadian dollars.
To find this alpha for grains capital needs to be placed with someone in the pits who pays member rates. Does anyone know of a hedge fund or CTA or someone else who can generate alpha in down grain markets. Someone who trades a long gamma strategy would be preferable. It would also be better if they didn't get short theta.
Finding alpha for $C should be easier as a great deal of the trade is electronic. Any help in pointing me in the direction of someone who could do this for me would be appreciated
To find this alpha for grains capital needs to be placed with someone in the pits who pays member rates. Does anyone know of a hedge fund or CTA or someone else who can generate alpha in down grain markets. Someone who trades a long gamma strategy would be preferable. It would also be better if they didn't get short theta.
Finding alpha for $C should be easier as a great deal of the trade is electronic. Any help in pointing me in the direction of someone who could do this for me would be appreciated