Skip to main content

Topic

Brent

1 article on brent.

Two bars: our Brent model's Sharpe ratio over 2011-2026, 0.87 without tanker rates, dry freight and the dollar, and 0.98 with them
Markets

Tanker rates: a window into global oil market disruptions

Tanker rates may be the most direct market signal of disruptions in the physical delivery of oil. On their own, AlphaGen's strategies on them lost money on Brent from October 2018; with them, dry freight and the dollar added, our Brent model did better, mostly in 2026.

The AlphaGen Team10 min