Explainers

O uso da análise técnica na previsão das tendências das ações pode ser complementado por ferramentas de aprendizado de máquina, capazes de identificar níveis de suporte e resistência. No entanto, é importante que os traders também considerem a análise fundamental e sejam cautelosos com sinais falsos.

La biomasa es un combustible derivado de materia orgánica, como residuos agrícolas y vegetales (p. ej., paja de trigo, cáscara de arroz, bagazo de caña de azúcar), madera y residuos forestales (p. ej., astillas de madera, serrín, pellets de madera) y residuos municipales.

A biomassa é um combustível derivado de materiais orgânicos, como resíduos agrícolas e vegetais (por exemplo, palha de trigo, casca de arroz, bagaço de cana-de-açúcar), resíduos de madeira e florestais (por exemplo, aparas de madeira, serragem, pellets de madeira) e resíduos urbanos.

Welcome to the second instalment of Czapp’s course on futures market spreads. In the previous explainer we looked at what a spread is and why they are relevant to market participants and analysts.

In this explainer we will look at what the key drivers of futures market spreads.

• Russia’s invasion of Ukraine reshaped the commodity markets.
• We’ve used machine learning to demonstrate these changes.
• Energy markets are now more important than ever to commodities.

• We have used machine learning to research commodity market structure.
• Our algorithm has uncovered relationships between commodities.
• There is a strong relationship between sugar and cocoa, and an inverse relationship between sugar and dairy.

Welcome to the first instalment of Czapp’s course on futures market spreads.

In this explainer we will look at what a spread is and why they are relevant to market participants and analysts.

In the upcoming explainers we will look at the types of factors that drive changes to the value of spreads, and what factors in particular drive the No.11 raw sugar futures spreads.

A produção de grãos é responsável por mais de 50% do agronegócio brasileiro. A soja é a safra mais produzida no Brasil, com cerca de 155 milhões de toneladas produzidas durante a safra de 2022/23.

Grains production is responsible for more than 50% of Brazilian agribusiness. Soybean is the most produced crop in Brazil with around 155m tonnes made during the 2022/23 harvest.

• Volatility is mean-reverting in the medium to long term.
• It is influenced by factors like cointegration between price with underlying value.
• Volatility trading often focuses on assessing implied volatilities relative to expectations.

• Assets tend to revert to their average price over time.
• We can use statistics to confirm mean reversion potential in dairy.
• We look at long-run mean, half-life, and timing.

• What is a Cross-Commodity Spread Trade? How can this be used in dairy?
• We work through an example using SMP.
• Risks and opportunities of this type of structure.