Quant interview prep guides

Commodity Storage Arbitrage Interview Guide

Commodity storage arbitrage interview guide covering spot purchases, storage, financing, forward sales, constraints, examples, and risks.

Candidates connecting spot, futures, storage, and financing.

Storage arbitrage compares cash and forward economics

A classic setup buys the physical commodity, stores it, finances it, and sells futures or forwards to lock a spread after costs.

Constraints decide feasibility

Storage capacity, quality, insurance, financing, transportation, delivery rules, and operational risk can make theoretical arbitrage unavailable.

Concrete example

If deferred oil futures are high enough above spot, storage may look attractive, but tank availability and financing costs can erase the trade.

Convenience yield can block arbitrage

When physical inventory has high value to users, holders may not sell spot even if simple carry arithmetic suggests they should.

Common mistakes

Candidates often call storage trades risk-free. Real trades face execution, storage, funding, basis, and delivery risks.

Practice the pattern

Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.