Our website is currently under renovation… we apologize for any errors or inconvenience while under construction.

RIGOROUS. DATA DRIVEN.
INNOVATIVE.

We are an investment management company specializing in liquid investment strategies including commodities futures, Private Equity Replication and volatility strategy.

Our investment approach is rooted in rigorous fundamental research, robust empirical testing, and a disciplined process that combines systematic implementation with seasoned oversight and expertise.

Learn More

Learn more about SummerHaven including our approach and research

home-1 RESEARCH EDGE

Original research and
proprietary data

Long-term outperformance in a competitive market requires deep understanding, differentiated insights, and an informational edge.

Learn More
home-2 VALUE ADDED

Practical investment insights designed to move the needle

We focus on strategies that can make a meaningful positive impact to our investor’s portfolios.

Learn More
home_3 INSTITUTIONAL CALIBER

Built to work with sophisticated investors

We use time-tested infrastructure, technology, compliance systems and investor relations resources in our work with large institutional investors.

Learn More
home-middle

We believe sound economic theory needs to be paired with robust empirical analysis to deliver reliable insights and durable long-term results.

Learn More

APPROACH

Rigorous fundamental research; disciplined systematic approach

Our objective is to understand the fundamental drivers of asset class prices and to implement decisions with systematic discipline.

Commodity Futures

The 400 year-old alternative beta

Commodity futures have been traded since the late 1600’s in Japan and since the late 1800’s in the United States. It is arguably the longest running, most robust, but least understood alternative beta.

LEARN MORE
Private Equity Replication

A liquid alternative to private equity (PE) investments

Applying the portfolio selection criteria of PE firms to public market stocks can deliver outperformance in a liquid, transparent, and low-cost strategy.

LEARN MORE
Volatility Strategies

A source of persistent and uncorrelated returns

A broadly-diversified strategy for harvesting commodity volatility risk premia can deliver unique uncorrelated returns that are independent of economic environments and market cycles.

LEARN MORE

RESEARCH

Featured Research

Learn more about our key areas of focus.

COMMODITY FUTURES
PRIVATE EQUITY REPLICATION
VOLATILITY STRATEGIES

INSIGHT

SummerHaven Insights: Commodity Futures Strategies

An introduction to the features and characteristics of diversified commodity strategies.

Coming Soon

SummerHaven Insights: Private Equity Replication Strategies

Can a strategy based on public securities match the performance of private equity funds? Research suggests it can.

Coming Soon

SummerHaven Insights: Commodity Volatility Strategies

The presence of insurance premia in equity markets is widely accepted. They exist in commodity markets as well.

Coming Soon

WHITEPAPER

Facts and Fantasies about Commodity Futures 10 Years Later

A ten-year update to the seminal research paper of 2006.

Coming Soon

Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting

Research by Professor Erik Stafford of Harvard Business School.

Coming Soon

Overview: SummerHaven Commodity VRP Index

An overview of risk premia in commodity futures markets.

Coming Soon
Contact
Summer Haven Investment Management
1266 East Main Street
Stamford, CT 06902
+1 203 352 2700
info@summerhavenim.com