Systematic Commodities Futures Trading: Key Datasets

Trading in Futures Markets is becoming more and more systematic. In this webinar we outline two products that enable workflows for systematic trading. We will begin with a broad summary of the market and use-cases in this rapidly evolving space. Next, we will move onto various relevant systematic workflows. We will then explore, in detail, how to build a systematic trading strategy that uses pricing and volume information sourced via Bloomberg's Quantitative Futures Pricing Product & Commitments of Traders product Target Audience: Buyside/sell side? Player types?: - Buyside (HFs, Investment Management and CTAs) and Sellside (Quantitative Investment Strategies: QIS) and others. - Player Types: Quantitative Researchers, Investment Managers, Quantitative Traders, Portfolio Managers, Commodities Houses