Library

Research and publications.

A chronological list of ARC's public commodity-factor research. Client-specific materials are distributed directly and are not listed here.

Monthly research

Selected research

Publication	Type
Pairs trading illustration using the ARC Commodity Factor Model ↗	Research
The ARC model applied to inflation forecasting ↗	Research
The ARC model applied to commodity curves ↗	Research
Risk-factor decomposition of commodity indices ↗	Research
Low-volatility commodity factor research ↗	Research

For earlier public research or additional information about ARC's analytical framework, please contact us.