Introduction: “Massive Passive” has heavily influenced the equities sector, completely changing the dynamics of the stock market and the make-up of its participants. Now more people are getting exposure to commodities via long-only indexes and swap products. I am taking Irwin and Sanders’s paper The Impact of Index and Swap Funds on Commodity Futures Markets and extending it.
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I am an alternatives portfolio manager focused on quantitatve and systematic methods using derivatives. Quantitative finance geek, macroeconomics enthusiast, and research addict.