Carnegie Mellon University
Commodities Quant Lab

Master of Science in Computational Finance

Storage and Quantamental Trading

Storage is fundamental to commodity trading and distinguishes commodity models from those used in other financial markets. Yet traditional economics textbooks rarely explain storage theory and its applications clearly, partly because the term means different things to different audiences. The underlying mathematics can also be difficult to communicate broadly, while market practice often diverges from academic theory. Our research on Storage and Quantamental Trading aims to bridge this gap by making storage theory more practical and placing common market applications on a stronger scientific foundation.