UBS Rolls Out Algo Strategy for Commodities

The portfolio consists of a basket of strategies on 19 commodity futures markets from the five different commodity sectors: energy, precious metals, base metals, agriculture and livestock. It is weighted to maintain a diversified portfolio, taking into account liquidity issues, UBS officials say.

UBS Comm-Pass is based on exponential moving averages, which are the basic rationale for determining, for instance, when to buy or to sell a commodity, explains a UBS spokesperson. "It's a systematic

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Waterstechnology? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here