Larry Swedroe: Don’t Count Out Commodities

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larryswedroe
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Re: Larry Swedroe: Don’t Count Out Commodities

Post by larryswedroe » Mon Mar 19, 2018 6:17 pm

Salty
FWIW, one way to judge the ability to hedge is correlations. Correlation of TIPS and inflation obviously highly correlated.
Monthly correlation of Bloomberg Commodity Total Return index to CPI was 0.243 while to one month bills was 0.128
Larry

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saltycaper
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Re: Larry Swedroe: Don’t Count Out Commodities

Post by saltycaper » Tue Mar 20, 2018 4:03 pm

larryswedroe wrote:
Mon Mar 19, 2018 6:17 pm
Salty
FWIW, one way to judge the ability to hedge is correlations. Correlation of TIPS and inflation obviously highly correlated.
Monthly correlation of Bloomberg Commodity Total Return index to CPI was 0.243 while to one month bills was 0.128
Larry
Thank you, Larry. While I haven't been one to wave a "#1 Swedroe Fan" foam finger in the air, I learned a lot from your interactions with other forum members and miss your contributions.
Quod vitae sectabor iter?

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