Went long on this one too a few days ago but in the red so far...
Out @ 0.07.
Indeed, still working on my system as it is still experimental at the moment. I'll get there :-).
Out @ -5.8 (might re-enter again lower if it drops).
I did some quick analysis on this and this is not really profitable anymore so I dropped it.
There are plenty of papers out there on this subject.
Depending on the holding period of the fund if it is short term they trade spot and do tom-next swaps every day if long term then they trade spot...
Thanks. Do you know what's VSR and DVE by any chance?
Out of curiosity, what do you look at (if you can say)?
Something like that I guess.
I've noticed that, statistically, after a sharp move, prices will revert after the peak volume. This applies mainly to LH.
It's based on my main indicator for the trade direction and a volume forecast which shows that we should have hit the peak volume for this...
Went long Lean Hogs Z7-G8. Short pressure is finished and we are on a low, the spread should recover before expiration:
My timing on LH was really off...
Went long SBH8-K8 this morning at -0.11:
What about Quantopian? You can't download data but at least you can test ideas in Python.
Separate names with a comma.