For commodity futures contracts settled by physical delivery, the answer is yes, a participant can stand for delivery. The threat of making or...
The approach I have described above was developed during the 20 years I worked on a trading floor as a local. All commodity futures contracts...
In the first quarter of 2022 Cenovus, a Canadian oil company, lost 970 million that it attributed to hedging activities. Furthermore, it stated...
Further to the old crop/new crop corn spread, the USDA reduced carryout to 1.738 b bus, a decrease to 200 m bus. The market responded by the...
A current example of carryout influencing spreads is being played out in the corn market. Whereas several months ago the market was perceived as...
Calendar spreads are sensitive to those fundamentals that affect the delivery process. I have used this approach to establish positions that have...
As for the need for an algo to trade spreads, spreads are traded for the same reason today that they were 40 years ago. Only a very small...
Before leaving the May (K) 2020 WTI, it is interesting to compare how different trading strategies approached the crude oil market leading up to...
The breach of carrying charges in April 2020 was preceded by breaches in 2009 and 2016 WTI, albeit to a lesser extent. In each case, a butterfly...
The need for an automated strategy to trade commodity spreads is supported by the events surrounding WTI during April of 2020. The May futures...
Let's see if we can move this forward, I am willing to share my experiences with regards to spreads to see if an alog is possible. The most...
I have traded spreads for most of the last 40 years. I am interested in creating an algorithm based on the criteria I have used. It would be...
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