Joseph Eagleeye

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 21,264

SSRN RANKINGS

Top 21,264

in Total Papers Downloads

2,219

CITATIONS

7

Scholarly Papers (10)

1.

Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads

Number of pages: 5 Posted: 30 Mar 2017
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 1,574 (10,692)

Abstract:

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Commodity Futures, Trading Strategies, Trend-Following, Calendar Spreads, CTA

2.

The Design of a Commodity Futures Trading Program

Number of pages: 21 Posted: 16 May 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 165 (179,309)

Abstract:

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Commodity futures, Portfolio construction, Risk measures

3.

Understanding Managed Futures

Number of pages: 23 Posted: 09 Jul 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 124 (226,107)

Abstract:

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Managed futures, CTA’s, Trend-followers

4.

Active Commodity Futures Strategies: The Importance of Risk Management and Implementation Discipline

Number of pages: 39 Posted: 10 Jul 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 72 (322,345)

Abstract:

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Commodity futures, hedge fund, risk management, sources of returns, investment process

5.

Risk Management and Portfolio Construction in a Commodity Futures Program

Number of pages: 10 Posted: 24 Jul 2015
Joseph Eagleeye and Hilary Till
Premia Research LLC and Premia Research LLC
Downloads 65 (340,625)
Citation 4

Abstract:

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commodity, futures, risk management

6.

Commodity Investing Risks

Number of pages: 30 Posted: 05 Aug 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 54 (373,171)
Citation 2

Abstract:

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Commodity futures contracts, risks, source of returns, backwardation

7.

Deducing Petroleum-Complex Fundamentals

Number of pages: 23 Posted: 05 Feb 2018
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 52 (379,515)

Abstract:

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Oil Markets, Futures Prices, Crude Oil

8.

Traditional Investment Programs and Absolute-Return Strategies

Number of pages: 20 Posted: 09 May 2015 Last Revised: 14 May 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 43 (410,731)

Abstract:

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hedge fund, absolute return, alternative investment, performance, risk measurement, asset allocation, Institutional investor

9.

The Impact of Indexing in the Equity and Commodity Markets

Number of pages: 11 Posted: 07 Jun 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 36 (438,248)

Abstract:

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commodity futures, index effect

10.

Implicit Options in Hedge Fund Products

Number of pages: 6 Posted: 07 Jun 2015
Hilary Till and Joseph Eagleeye
Premia Research LLC and Premia Research LLC
Downloads 34 (446,587)
Citation 1

Abstract:

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Hedge Funds, Option-like payoff