News for United States Oil Fund, LP (0LJ5.L)

WALNUT CREEK, Calif., Feb. 3, 2025 /PRNewswire/ -- USCF Investments, a leader in exchange traded fund (ETF) innovation, announced today that its USCF ETF Trust platform has grown to over $500 million in assets under

Today's research introduces a refined ETF asset momentum strategy by combining a correlation filter with selective shorting. While traditional long-short momentum strategies usually yield suboptimal results, the long leg proves effective on its own, and the correlation filter demonstrates significant value for improving the timing and performance of the short leg. We propose a final strategy of going long on 4 top-performing ETFs while selectively shorting 1 ETF with a 30% weight. Our findings demonstrate that this combined long-short selective hedge strategy significantly outperforms standalone momentum strategies and the benchmark, delivering superior risk-adjusted returns and effective hedging during unfavorable market conditions.

A ceasefire agreement comes as the balance of power in the Middle East changes. This week, Israel seized the buffer zone as Bashar al-Assad's rule in Syria collapsed.

Oil markets in 2025 may face turbulence as Trump's hardline stance on Iran may result in renewed sanctions, impacting prices and OPEC+ cooperation.

Since July, OPEC has cut its demand growth forecasts by nearly 20%, mirroring a notable decline in crude oil prices.

Israel on Friday initiated strikes against Iranian military targets. This move comes as a response to Tehran's attacks on Israel, marking a significant escalation in Middle East tensions.

By Margareta Pauchlyová, a PhD candidate at The University of Economics in Bratislava, specializing in Behavioral Economics. Quantpedia’s mission is to process financial academic research into a more user-friendly form to help anyone who seeks new quantitative and algorithmic trading strategy ideas.

ETFs that track uranium miners and nuclear-energy stocks have skyrocketed in October, as some of the largest tech companies have tapped into nuclear power to fuel data centers as part of their AI push.

Our research will explore the intriguing phenomenon of the Pre-Holiday effect in commodities, particularly crude oil and gasoline. Historical data reveals a short-term price drift prior to major U.S. holidays, suggesting a trend in these markets. We hypothesize that this anomaly may be driven by increased demand for oil and its derivatives, such as gasoline, as people prepare for travel, often by car, during the holiday season. This seasonal behavior offers unique opportunities for market participants.

Driscoll noted that such an event could significantly influence oil prices, drawing parallels to past incidents like the 2019 drone attacks on Saudi Arabian oil fields.

United States Oil Fund reports monthly financials