SpreadProfessor Futures Spreads

Discussion in 'Announcements' started by bone, Jan 16, 2018.

  1. tango29


    Amen to that! Whether position or day trading, position management is a very important part of a plan.
    #411     Mar 24, 2022
    bone likes this.
  2. bone

    bone ET Sponsor

    Spread City in Oil and NatGas
    #412     Apr 1, 2022
  3. bone

    bone ET Sponsor

    STIRS have been on fire as well.
    #413     Apr 4, 2022
  4. bone

    bone ET Sponsor

    If you’re hedging - you’re spread trading.
    #414     Apr 7, 2022
  5. bone

    bone ET Sponsor

    Client one-on-one meetings this week. Breaking down trades, position management, and diving deep into performance.
    #415     Apr 12, 2022
  6. bone

    bone ET Sponsor

    Violating the basic rules of the trading system never works out :caution:
    #416     Apr 17, 2022
  7. bone

    bone ET Sponsor

    Just so much ENERGY
    #417     Apr 28, 2022
  8. bone

    bone ET Sponsor

    Discount Brokers aren’t very good at correctly margining and marking spread trades. Good luck.
    #418     May 6, 2022
  9. Gambit


    @bone You’ve already alluded to this in your comments so I thought I would follow up…do you have any thoughts on running trend trading system with a portfolio of 30+ spreads?

    Since mean reversion seems to be less effective, is the trend following approach effective?
    #419     May 13, 2022
    bone likes this.
  10. bone

    bone ET Sponsor

    Great question and thanks so much for posting :strong:

    I’ve always felt that legit inter and intra market spreads (not arbs) tend to model and trend much more predictably than single name flat price instruments.

    We use an indicator package that I’ve developed over the years expressly for spread trading, and also a rules set designed for taking a trade entry and for setting both the profit target and the stop-loss level (GTC OTO limit orders).

    To be more specific - we try to catch early developing trends that we can confirm using our rules set and our indicator package.

    #420     May 13, 2022