 |
jones247
Registered: Jan 2008
Posts: 741 |
09-02-12 04:37 AM
are there any good screeners/filters for producing a list of commodity spreads (particularly CL, NG, currencies, etc.) that meet the entered criteria?
thanks,
Walt
|
| |
|
Edit/Delete • Quote • Complain |
bone
ET Sponsor
Registered: Apr 2002
Posts: 4329 |
09-06-12 02:32 AM
I provide to my clients an Excel-based futures spread combinations generator. It builds all possible combinations for futures contracts that expire monthly - pairs, butterflies, and condors ( like a GE Z2-Z3-Z4 butterfly, for example ). Most of the synthetic intermarket combinations are proprietary to us or are commonly known ( like CBOT 3's versus 5's, for example ).
The very first thing my new clients do is to build out their spread combination charting pages - it would not be unusual for a new client to have maybe 500 different spread combinations after just a couple weeks into training with me. Clients also have to get used to routine housekeeping in terms of updating month code expiries before rollover.
__________________
Spread, Relative Value, and Correlation Trading Instruction from a Professional Trader. The only thing that matters are Clients making money IN LIVE MARKETS. Why not interview my clients for yourself on an independent basis. My typical client is an outright directional trader looking to pick up an industry-recognized specialty technique. http://www.spreadprofessor.com
|
| |
|
Edit/Delete • Quote • Complain |
clearinghouse
Registered: Aug 2010
Posts: 572 |
09-06-12 06:17 AM
Quote from bone:
I provide to my clients an Excel-based futures spread combinations generator. It builds all possible combinations for futures contracts that expire monthly - pairs, butterflies, and condors ( like a GE Z2-Z3-Z4 butterfly, for example ). Most of the synthetic intermarket combinations are proprietary to us or are commonly known ( like CBOT 3's versus 5's, for example ).
The very first thing my new clients do is to build out their spread combination charting pages - it would not be unusual for a new client to have maybe 500 different spread combinations after just a couple weeks into training with me. Clients also have to get used to routine housekeeping in terms of updating month code expiries before rollover.
I sometimes wish your product offerings weren't all or nothing. I'm not a futures trader, but I think I'd pay a smaller amount for a well-put-together course explaining all the basics.
Got any books you could recommend?
|
| |
|
Edit/Delete • Quote • Complain |
bone
ET Sponsor
Registered: Apr 2002
Posts: 4329 |
09-06-12 01:49 PM
Quote from clearinghouse:
Got any books you could recommend?
Not that I am aware of at this time. Any ET'ers out there who do please by all means chime in. At least not one singular book written at such a thoroughly comprehensive level to the point that the reader could actually do something with it.
__________________
Spread, Relative Value, and Correlation Trading Instruction from a Professional Trader. The only thing that matters are Clients making money IN LIVE MARKETS. Why not interview my clients for yourself on an independent basis. My typical client is an outright directional trader looking to pick up an industry-recognized specialty technique. http://www.spreadprofessor.com
|
| |
|
Edit/Delete • Quote • Complain |
Handle123
Registered: Aug 2007
Posts: 1037 |
09-14-12 04:08 AM
Quote from bone:
Not that I am aware of at this time. Any ET'ers out there who do please by all means chime in. At least not one singular book written at such a thoroughly comprehensive level to the point that the reader could actually do something with it.
One of the reasons that Spreads have always been a silent ATM is the lack of material on them. Generally, most of the old timers in the pits made most of their wealth doing spreads, as they knew what the extremes were during the 12 months of the year between the different contract months. Always closely guarded materials.
I really doubt even after so much has been written about trading, that anyone that can trade spreads well enough, would be dumb enough to produce a book cheap. Just cause you write a book on trading, it is not like you going to make a ton of money on it. You make it too cheap, the masses will have it and it will stop working.
I have spent three years testing out spread combos and have learned a great deal, but no way would I part with the information.
http://www.amazon.com/Top-Ten-Sprea.../R352GGSHLV0RX1
There are books on getting in on one date and out on another, but I lack believe this has ever actually worked well over the long term.
Hard work, lots of backtesting is required in anything dealing with money.
|
| |
|
Edit/Delete • Quote • Complain |
| Receive
an email whenever a new post is added to this thread by subscribing
to it. |
|
|
|
|
