Registered: Jan 2008
Posts: 741

Does anyone regularly practice the capture of roll yield on futures/commodities? Perhaps this thread can be used to "brain storm" and expand upon strategies that effiectively capture roll yield with minimum risk to an adverse price movement.

Any thoughts or ideas on capturing roll yield with minimum/small relative risk to the potential reward of the roll yield?

thanks,

Walt

Registered: Feb 2012
Posts: 129

Yea. I try it w fix futures, but there is massive danger if ANYthing happens while you are hoping for it to roll down.

Registered: Jan 2008
Posts: 741

Only if there was a legitimate way to hedge without losing the benefit of the roll yied

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Quote from pistolpt:

Yea. I try it w fix futures, but there is massive danger if ANYthing happens while you are hoping for it to roll down.

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