Apologies for posting a lot, but I'm just getting into the platform (hopefully not too late to add some value) and have a lot of questions/thoughts.

Is there any data available similar to the morningstar fundamentals dataset for Futures, easily accessible on the platform? For example, Open Interest, Commitment of Traders, Warehouse stocks (for commodity futures) would be extremely useful and relevant in the context of strategy design. A lot of the price-based momentum strategies have clearly stopped working despite having been extremely effective in the past. I've confirmed this in some backtests of my own but you can see from the largest CTAs' returns over the last few years that their strategies aren't nearly as effective as they once were.

If Q is looking for futures strategies in a similar vein to what they are asking for on equities (well-hedged, "market neutral") it strikes me that the community needs to start looking at calendar spreads more than outright price moves. My suspicion is that the non-price data is going to be much more effective in providing insights into spreads and will be a useful input for potential strategies in the fund.

Another idea would be to integrate a commodity research platform such as Wood Mackenzie's data, perhaps for a fee, to see if global supply/demand balances have some predictive power for price moves.

Without any of this data I feel like we are flying blind in the futures markets somewhat and while there are undoubtedly effective strategies out there, they will be much harder to find.