The Ripple Effects of Commodity Disruption

Barry Goodman on the structural commodity super cycle—energy transition, geopolitics, supply-chain fragility—and its ripple across asset classes.

Millburn’s Renowned Commodity Acumen: The Hedge Fund Journal

The Hedge Fund Journal on Millburn's commodity trading since 1971, inflation-era diversification, and the move into next-generation resources.

Millburn Bolsters Investment Team with Deputy Chief Investment Officer Hire

Millburn hires Michael Soss from Point72 as deputy CIO to share oversight of system design, modeling, data management and execution with Grant Smith.

Hedgeweek: Evolving alpha Long-running quant fund Millburn Ridgefield’s 50-year strategy for success

Hedgeweek on Millburn's 50-year evolution from trend-following pioneer to machine learning quant, and the launch of its Resource Opportunities strategy.

Millburn’s New Commodity Strategy: The Hedge Fund Journal

The Hedge Fund Journal on Millburn's long/short Resource Opportunities Program, applying machine learning to Chinese and global disruption themes.

Adaptability through the Pandemic: Poetry and Machine Learning

Barry Goodman and Grant Smith on how Millburn's machine learning models performed in March 2020, the manual risk overlay, and what the systems learned.

Bloomberg: Billions Going to China's Quants Takes Flight to Global Funds

Bloomberg on the rise of domestic Chinese quant funds and how Millburn entered the market via a Shanghai joint venture with Quadrant Asset Management.

Markets evolve. Shouldn't investment strategies do the same?

Millburn on alpha decay, the OPEC-fracking inflection in crude, and why learning strategies that adapt autonomously may outlast hypothesis-based models.

Finding Order in Noisy Markets: The Hedge Fund Journal

The Hedge Fund Journal on Millburn's multi-factor machine learning framework, contextual signal generation, and the firm's expansion into Chinese futures.