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Managed Futures
Arion Copper Arbitrage Strategy SP Posts Its December 2022 Results
December 2022 - Managed Futures
The Arion Copper Arbitrage Strategy is an absolute return strategy focused on copper arbitrage. The premise of the strategy is to exploit discrepancies that exist between copper contracts traded on the London Metal Exchange (LME) and COMEX due to fundamental and market structure factors. Copper in London will either price at a premium or discount to the contract traded in New York. This allows sophisticated participants to access the 'location arbitrage' opportunity.
Alpha sources include