Systematic trend followers: what's the most exotic instrument you trade?

Discussion in 'Commodity Futures' started by RJ123, Jul 23, 2023.

  1. RJ123

    RJ123

    Just listened to Doug Greenig on the Flirting with Models podcast emphasising the value of trend following in exotic/alternative markets (excellent episode btw).

    I currently trade only on IBKR, which provides solid/cheap coverage of the typical markets in a trend follower's portfolio. But I'm interested in adding more diversifying instruments, and expanding to different brokers if need be.

    • What's the most exotic instrument you trade?
    Or alternatively:
    • Which instrument is most diversifying to your portfolio?
    I'll start: ICE EUA on ENDEX (emissions).
     
    Axon likes this.
  2. maxinger

    maxinger

    upload_2023-7-23_14-19-41.png


    Exotic - I presume you mean something very different/unique/special/rare
    and not many people trade those things.

    I posted some exotic futures from HKFE and Eurex, Europe.
    Note that the volume is very very low, or zero.


    There are millions of such exotic things in this world.
    So you should be very happy to trade those exotic things.
    But you have to top up your trading account continuously.
     
    Last edited: Jul 23, 2023
    Sekiyo likes this.
  3. maxinger

    maxinger

    upload_2023-7-23_14-32-20.png

    More exotic things from the US for your trading pleasure.

    But do note that you might be the only one in this world trading those
    exotic things.

    Happy Exotic Trading.
     
    David's faith likes this.
  4. RJ123

    RJ123

    Ok, I should have been clearer!

    By exotic I mean instruments that are rarely traded in typical trend following portfolios and have low correlation to interest rates/equities/energy/metals etc. But I'm obviously only interested in instruments which are liquid enough to trade. Let's say >$100m ADV notional.

    E.g. stuff like shipping rates, palm oil, power, tere acid.... There are liquid but difficult to access markets for these instruments. Does anyone here trade them?
     
    Last edited: Jul 23, 2023
  5. maxinger

    maxinger


    OK. Talk about palm oil futures.
    It is liquid.

    You can trade it from

    Dalian Commodity Exchange, China,
    Singapore Exchange,
    Bursa Malaysia Derivatives Exchange,
    Indonesia Exchange (it is launching palm oil futures soon)
    etc

    Again there are many exotic things (based on your definition) in this world.


    Happy Exotic Trading.
     
  6. RJ123

    RJ123

    Ok, you seem to know a lot about palm oil.

    Do you trade palm oil? Which broker do you use?
     
  7. maxinger

    maxinger


    I traded CPO futures before.

    Palm oil is mainly produced in South East Asia.
    So definitely physical trading, derivative trading, and the brokers
    are mainly in that region.
    So you have to look for brokers in China, Singapore, Malaysia, Indonesia ...
     
  8. RJ123

    RJ123

    Indeed, I am aware these instruments exist.

    I'm finding getting access difficult, which is why I'm asking if and how anyone here has managed to do so. Looking at exchange product lists is the easy part!
     
  9. %%
    ALL kinds of metals;
    some of which are not mentioned much .
    NOT really related to interest rates;
    but that's true of many businesses + service businesses .
    Most likely not as much volume as palm oil $65 billion ,2022.
    Assume one is interested in it enough ;
    most any additional income stream must be good.
     
  10. timdug

    timdug

    there is a huge universe of exotic shit you can trade in futures.
     
    #10     Aug 2, 2023