Recent Content by BorsBamse

  1. Ag trade ideas

    Added to my position at -51.25
    Post by: BorsBamse, Jun 5, 2019 in forum: Commodity Futures

  2. Ag trade ideas

    Back in at -45.25
    Post by: BorsBamse, Jun 4, 2019 in forum: Commodity Futures

  3. Ag trade ideas

    Liquidated half of position at 33.25 Been a tough one to hold. Better position sizing next time.
    Post by: BorsBamse, Jun 3, 2019 in forum: Commodity Futures

  4. Ag trade ideas

    Any thoughts on how far US corn prices can go relative to world prices? How important is the deterioration of wheat quality? (Ie. being used to...
    Post by: BorsBamse, Jun 3, 2019 in forum: Commodity Futures

  5. Ag trade ideas

    Thought this was interesting. Much higher spread action in HRW than SRW [ATTACH] [ATTACH]
    Post by: BorsBamse, Apr 26, 2019 in forum: Commodity Futures

  6. Ag trade ideas

    1. Picked the pair of expiries that looked most extreme on a historical basis, perhaps not worth the extra uncertainty 2. I find warehouse stocks...
    Post by: BorsBamse, Apr 26, 2019 in forum: Commodity Futures

  7. Ag trade ideas

    I'll barge in on your thread here with my first trade: Long KEN19-ZWU19 @ -37.75 - Seasonals - Stretched CoT positioning, slightly more so in...
    Post by: BorsBamse, Apr 25, 2019 in forum: Commodity Futures

  8. Ag trade ideas

    How do you typically size your positions?
    Post by: BorsBamse, Apr 22, 2019 in forum: Commodity Futures

  9. Spread Trading Strategies

    Do you have any views on Feeder Cattle calendar spreads at the moment? They seem to have blown out substantially (with April/May spread showing...
    Post by: BorsBamse, Mar 22, 2019 in forum: Technical Analysis

  10. Spread Trading Strategies

    Fair enough. I suppose I was more asking about best practices with regard to looking at historical spread prices, as opposed to 'back-testing'....
    Post by: BorsBamse, Feb 22, 2019 in forum: Technical Analysis

  11. Spread Trading Strategies

    Thank you Bone, lots to think about - certainly with regard to fading With regard to back-testing spreads, what is considered best practice? Is...
    Post by: BorsBamse, Feb 21, 2019 in forum: Technical Analysis

  12. Spread Trading Strategies

    Thank you for your lengthy reply, So either people have had a look-back period that's been too short (poor modelling) or spikes in spread...
    Post by: BorsBamse, Feb 9, 2019 in forum: Technical Analysis

  13. Spread Trading Strategies

    Bone, Previously you mentioned that mean-reverting futures spread strategies haven't worked well in the past years. Why is that?
    Post by: BorsBamse, Feb 7, 2019 in forum: Technical Analysis

  14. Eurekahedge Long Volatility Index performance - Why so bad?

    https://www.nytimes.com/2017/09/13/business/dealbook/market-volatility.html Also saw that Chris Cole's Artemis Capital Vega Fund is a constituent...
    Post by: BorsBamse, Apr 28, 2018 in forum: Options

  15. Eurekahedge Long Volatility Index performance - Why so bad?

    Any ideas as to why the Eurkehedge Long Vol index has been performing so poorly as of late? Despite vol being elevated this year....
    Post by: BorsBamse, Apr 27, 2018 in forum: Options