New academic year and I think I've drawn the short straw; I have to write an overview of systematic trading; the overview should cover the mathematical methods used, and an exemplary track record of a fund/trading strategy. I've made a start with my literature research and have some pointers for fx, interest rates, equities, but am really struggling to find anything on commoditiesk. Also I'm wondering why I can't find anything on trading bonds systematically. Could anyone point me to some references on systematic commodity trading and systematic bond trading?Many thanks in advance

Personally, it is quite difficult to trade specific bonds on "technical analysis" basis given the the pull to par effect (especially true when you look at weekly or monthly charts for your systematic trading). Most techs I look at are only for benchmark bonds, say 10Y USTsy etc.Years back when I was looking at systematic trading, I remember looking at the research papers of the JIMS in UCam (www.jims.cam.ac.uk). Hope it would be of use to you.