Thank you for the post. It illustrates an important point.
Thanks H20. Do you trade these spreads?
Thanks clacy. Your comment made me think about the concept of trending time series. I cannot say I have evidence of trendiness or lack of it. I...
Post it Mario. You'll be notified if it is in violation of the terms of use.
[media] Plotting a forward curve tutorial.
I'm not sure there is much edge for a non member in the box spreads unless the spread is volatile. An individual retail trader might find...
Not sure of the term for a butterfly vs butterfly. On another board i've heard it called a box spread. Member rates are definitely a requisite...
http://www.trade2win.com/boards/attachments/commodities-money-markets/37041d1213365970-stir-spread-strategies-jbcmetsypresentation.pdf This pdf...
http://www.trade2win.com/boards/first-steps/117114-spread-fly-box-strategies.html
http://www.trade2win.com/boards/futures-options/27033-box-spreads-3.html An informative thread on trading box spreads. These are butterfly vs...
Hey bgk. I started posting in a different thread. I made a mistake in how I copied images from scarr trading. Please check the thread Finding...
http://www.clearmarketview.com/ A tool to chart ag seasonals.
http://www.larmeeassociates.com/LASpreader.html This is a third party spreader for Cunningham Trading Systems. Last time I checked, the price is...
http://intel.harriman-house.com/investing/how-to-build-cross-asset-correlation-matrices-and-improve-portfolio-diversification/ Introduction on...
http://www.bis.org/publ/work420.htm Since the explosion of commodity ETF products, it seems that correlation between equities and commodities is...
http://www.mrci.com/special/correl.htm This is a spread correlation matrix from MRCI. My aim in the next six months is to have a diversified...
This is from Tastytrade. Tastytrade may not have the best reputation on ET but they do have useful content sporadically. An introduction to...
These links are working definitions of contango and backwardation. I'm sure a better treatment of the subject can be found in Aiken, Hull or...
http://en.wikipedia.org/wiki/Normal_backwardation
http://en.wikipedia.org/wiki/Contango
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