DCP Oracle arbitrages commodity prices between China and the West

June 22, 2010  


Greg Davidson, one of the pioneers of Sino-western commodities price arbitrage, elucidates his unique strategy of working within the regulatory barriers in China to glean uncorrelated returns

Trading global commodities at US physical commodity merchant Gerald Metals in the late 1990s, it became obvious to Greg Davidson that the rapidly growing China commodities market presented a natural arbitrage in terms of price differentials with the Western markets. This was primarily due to the closed nature of the China market which resulted in market inefficiencies, and the several regulatory barriers to arbitrageurs in the marketplace - after all, China's commodity markets were closed...

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Data

Indices January 2012 Global indices

Composite
Index Composite
GlobalJan 12YTD%
Composite1.30%1.30%39%
Emerging Market Debt1.08%1.08%26%
Emerging Market Equity3.20%3.20%27%
Equity2.34%2.34%34%
Event Driven3.24%3.24%40%
Macro0.70%0.70%44%
Managed Futures0.23%0.23%54%
Single Manager African0.77%0.77%20%

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