UBS algo strategy hitches a ride on commodity momentum


UBS has launched an algorithmic strategy system dubbed UBS Commodities Portfolio Algorithmic Strategy System, an index which exploits momentum in the commodity markets to generate returns through automated long and short strategies. The portfolio comprises a basket of strategies on 19 commodity futures markets from five different commodity sectors: energy, precious metals, base metals, agriculture, and livestock.

"The strategy, which will be used for upcoming structured products, is published as

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