@ Rachmaninov As a very beginner. I'm coming from the option side, running a book with partners on financial futures.
Hello Again. I want to say that I have a little madness to the Agricultural Spreads, especially in all the Wheats ( CBOT, KCBT, MGEX ) and to the Ratio Soybeans/Corn. Someone can get free data from here: http://www.mgex.com/charts.html?page=mspreads , Can pay an amount for to receive seasonal trades from the Moore Research Center: https://www.mrci.com/web/index.php . Also, can pay additional money for to have in the: https://www.tickdata.com/historical-market-data-products/futures-data/available-futures-data/ CBOT Wheat, KCBT Wheat, Soybeans, Corn. Right now, I have a subscription to the Tick Data in the Wheats and Soybeans and Corn, and try to analyze charts. My best indicator to these charts are the moving averages. Right now, I do not trade them. Only watch them. Exist and the CQG Spreader but cost a lot of money in monthly basis. Someone must make a huge number of spreads in Futures Contracts for to worth to have the CQG Spreader. Kind Regards, George.
Does someone know why there is such a gap between ZW May19 and ZW July19 ? Is there a way to put a trade on it ?
I don't know the reason. You can trade kinks in the curve via a butterfly, where you would do: -- 1 * H9 - 2* K9 + 1 *N9 Not sure if this is the best idea in this case though.
i have a fully automated spread trading system that i developed from a floor broker who had a extensive track record. he passed away and i would up with his materials and set out to program it into a mechanical model. it performs exactly as his work was performed by paper and pencil on graph paper. below is a chart of corn and oats spread you can see the trends it gets into are pretty good. i have everything printing out just as his manual figuring displayed. i have never done anything with it but it is one of my prize possessions. m