Andy's Spread Trading Journal

Discussion in 'Journals' started by Jordan_Andy, Nov 19, 2004.

  1. Hi Andy, The last 2 months have been very tough for my spread trading. Is there any time of the year when you think it is better not to trade spreads?

    Unfortunately, spread trading (like any other way of trading) gets flat or difficult from time to time, and there is not much you can do about it. I have not seen any “seasonality” in my spread trading so far, but there are times when spread trading becomes very tough for me. But good money management helps me to get thru the difficult times. What can you do when times are getting tough? Well, you can reduce your risk. Slow down your trading till it gets better again. Do the opposite when your trading is successful. It’s like driving a car. You cannot get from one location to another by driving with a constant velocity. You have to slow down when you have a lot of traffic, and you can go faster when traffic lightens up. Try to do the same in your trading.
     
    #321     May 25, 2007
  2. #322     May 29, 2007
  3. yeah a spam ad for an ebay action is really relevant to the thread bast...
     
    #323     May 29, 2007
  4. #324     May 29, 2007
  5. Hi Andy, by legging into a Minneapolis Wheat spread I got a really bad fill. Would I have done better by using a spread market order?

    There is normally not much of a difference between using two outright futures market orders versus a market spread order. The outright futures pit and the spread pit are connected to each other in the sense that they look at each other to see what is going on. You should end up with almost the same result. Very often the spread pit is “integrated” into the outright futures pit, with both orders being filled by the same person. Markets like Minneapolis or Kansas Wheat are always a bit tricky. Maybe you want to try a spread limit order next time for your entry and exit. When trading a market for the first time, I always recommend trying it first with only a few contracts to see the “character” of the market. You can also talk to your broker. He should know what kind of fills you can expect from the market you want to trade.
     
    #325     Jun 12, 2007
  6. #326     Jun 23, 2007
  7. I am very sorry, but I just don't find the time to post any new trades at the moment.

    I hope this will change soon.

    Happy trading to all of you,
    Andy
     
    #327     Jul 17, 2007
  8. Hi Andy, I know how to calculate and how to chart an equity spread like long Soybeans and short Soybean Oil. I just multiply each side with its unit value in US$ (50*S – 600*BO) and I get an equity chart. But is it possible to give a limit order for equity spreads?

    Normally you cannot give a limit order for an equity spread. I say “normally” because it depends, of course, on your broker. Perhaps he would be willing to use an alert to simulate your limit order, but the pits no longer support limit orders for equity charts. You have to talk to your broker about it. You can use a simple spread limit order for the FC-LC spread. Feeder Cattle (FC) has an unit value of $500 and Live Cattle (LC) of $400. The difference between the two contracts isn’t much and therefore you get almost the same result using a limit order for 500*FC – 400*LC or FC – LC.
     
    #328     Aug 11, 2007
  9. Hi Andy! After giving some spread seminars together with Joe, what do you think is the most difficult part for your seminar attendees to understand?

    Spread trading is a bit different from straight futures trading in many points. It is a more “pure” form of trading. But the most difficult part to understand at the seminars is when we talk about “how to enter and exit a spread trade.” It is difficult for most new spread traders to understand that it doesn’t matter if you enter or exit Market On Close (MOC) today or tomorrow. Of course you will have a different result for each trade, but in the long run it will even out. It is the general idea that counts in spread trading, and the ability to follow your trading plan consistently.
     
    #329     Sep 10, 2007
  10. Hi Andy, is it dangerous to take trades in related markets at the same time?

    Andy: Yes and no! As long as you know the markets are related, and you know what can happen if something goes wrong, everything is fine. The problem comes if you don’t know about the relationship of your spreads. Very often the relationship is easy to see. For example, you are in FC-LC and now you see a new trading opportunity in FC-FC. It is obvious the spreads are related to each other. But what about W-W and C-C? Or even more difficult to see, the relationship between Feeder Cattle and Corn. Unfortunately, I am not able to give you a general answer. All you can do is to look at the charts. Find out how strongly they are related, and try to imagine what happens if one of the markets goes crazy. Example: Imagine you are in the spread A – B and you are thinking about entering X – Y. Now, all you have to do is to think about what will happen to X – Y if A falls like a rock. Or what will happen if B rises to the Moon. Do it for each contract of all of your spreads, and try to find out how it will affect all your open positions as well as the ones you would like to enter.
     
    #330     Oct 15, 2007