Ag trade ideas

Hello. Great thread. Can any of you point me toward resources to learn more about calendar spread trading? Any favorite books or websites?

Thanks.

 

Sold LC DEC15 - bought LC OCT15 around 2.3
Seasonality is good, level is quite high

 

How to trade high seasonality products like meats and dairies ?

Its very difficult for me to trade these products because the strong seasonality of the future curve is very important. I am used to the classic grains with the harvest time and its classic shape.
How do you deal with the shape of the term structure in meats and dairies ?
What is the classic shape ?

 

classical "trading spreads and seasonals" by Joe Ross
there is a little bit about seasonality in "The Complete Guide to Option Selling".
Also this thread and site (but they are in russian, i don't know how easy it would be to read ii using google translate) http://profitseasons.ru/ http://procapital.ru/showthread.php?t=41813. But you will waste a lot of time trying to find a little bit of useful information (at least I waste) . Just search everywhere.

There are some articles https://www.danielstrading.com/category/strategies/spreads/
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made a mistake and didnt close hev-hez near 5.6. The spread corrects near 8th of september almost every year
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finally catch move at kwz-zwz from -4.5 to 4.5. maybe there will be an opportunity to buy again near 0 or -3

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have you considered BF LEV15-2*LEZ15+LEG16?
its statistics are better

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I think there will be good selling opportunity near 474 in canola

 

Butterfly in LC is a little bit too exotic for me, my trade was more based on last expiries behaviour than seasonality.
I should buy seasonalgo, it would be easier to test this kind of butterfly !

 

Out @ 0.

 

I am really unlucky with my exits. My target on ZS Jan/Mar was touched just after WASDE, nothing got filled and now it is 6 ticks higher...

 

sold canola @ 474.7
there were some harvest halts coz of rain, but the weather will improve

 

Out @ -1.25. I am pissed that my target of -3 was touched on WASDE without getting filled. I lost half my profits...However , Bullish WASDE for grains in general + crop deteriorating + evidence of chinese demand still present + disappearance of the curve anomaly which put me in the trade = out.

 

The FOMC may have an impact on the dollar and thus grains. What would you short if dollar surge? What would you buy if dollar falls?