TY - JOUR T1 - Harnessing the Power of Exchange-Traded Products for Commodity Exposure JF - The Journal of Beta Investment Strategies SP - 11 LP - 27 DO - 10.3905/jbis.2023.1.029 VL - 14 IS - 1 AU - Benjamin McMillan AU - Josh Myers Y1 - 2023/02/28 UR - https://pm-research.com/content/14/1/11.abstract N2 - Exchange-traded products have proven to be an efficient and effective means for investors to gain access to asset classes such as commodities. After several years of a prolonged drawdown, commodities are beginning to regain favor with investors; however, excessive volatility and the historic propensity for large drawdowns remain an impediment for the asset class. Active managers have long successfully used time-tested principles, such as momentum, to successfully regulate exposure to commodities. In this article, the author puts forth a straightforward methodology using time-series momentum applied to commodity exchange-traded products to produce a dynamic portfolio that can provide exposure to the asset class while mitigating risk. ER -