Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

MAF Intelligence introduces Weekly Insights, wherein

...

we share our findings as derived from our quantitative models. This week, we

...

identified trends in certain ICE, SGX, DCE and SHFE commodities. 

Click here to read about this week’s sharing.

 

This advertisement has not been reviewed by the Money Authority of Singapore.

 




Image Added


  • Strong correlation between ICE

...

  • sugar and ICE

...

  • coffee at 91.27%.

...

 

  •  From the Cross-Correlation Chart, we can gather a high correlation between the ICE Sugar No.11 Futures and ICE Coffee "C" Futures from their price movements. It could be a good pair trading strategy for them. 




Image Added 

  • Deep backwardation in

...

  • SGX Iron Ore.

...

...




  Image Added


  • Price of SGX Iron Ore fully drives FFA freight rates up. As the SGX Iron Ore (SGX, FEF)

...

  • rises, FFA freight rates quickly follow in recent transactions. This may be a continuing trend? 



 

  1. Xx

 

Image Added 

  • Comparing the prices of

...

  • DCE Iron ore and SHFE Rebar, spread trading is more intuitive




That's it for this week's edition of Weekly Insights, and we hope you find it useful! For more frequent updates, do check out our Twitter and WeiBo.

Stay tuned to next week's edition of Weekly Insights! Have a great day ahead! (smile)