Commodities Arbitrage Strategy Generator

Identify potential arbitrage opportunities and analyze risks in commodities markets.

Welcome to the Commodities Arbitrage Strategy Generator!

This tool helps you explore hypothetical arbitrage opportunities across different commodities markets. Input relevant data for Spatial, Temporal, and Inter-Commodity arbitrage scenarios.

The tool will analyze your inputs to suggest potential strategies, calculate profit/loss, and outline associated risks.

Navigate through the tabs to enter your data. Once ready, go to the "Results" tab to see the analysis.

General Market Data

General Transaction Cost (% of Trade Value):

Annual Risk-Free Interest Rate (%):

Spatial Arbitrage (Geographical Price Differences)

Commodity Name:

Market A Price (per unit):

Market B Price (per unit):

Transportation Cost (per unit from A to B):

Units to Trade:

Temporal Arbitrage (Cash & Carry)

Commodity Name:

Spot Price (per unit):

Futures Price (per unit):

Futures Expiry (months):

Storage Cost (per unit per month):

Units to Trade:

Inter-Commodity Arbitrage (Related Commodities)

This section helps analyze opportunities between two related commodities. The strength of the opportunity depends on your assessment of their historical price relationship (e.g., spread mean reversion).

Commodity 1 Name:

Commodity 1 Price (per unit):

Commodity 2 Name:

Commodity 2 Price (per unit):

Historical Average Spread (Comm 2 - Comm 1):

Current Spread Deviation from Historical Avg (e.g., 0.5 for small deviation):

Units to Trade (per commodity):

Arbitrage Strategy Analysis

Best Potential Opportunity

None Identified

$0.00

Detailed Strategy Breakdown:

Input data to generate strategies.

Associated Risks:

Potential risks will be listed here based on the generated strategy.

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