Any good research on seasonality of volatility of soybean futures ?

Discussion in 'Options' started by lx008, May 22, 2017.

  1. lx008

    lx008

    Are there any good research on seasonality of volatility of soybean futures ?
     
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  2. Quiet1

    Quiet1

    It's possible to be led astray by data here I think. I'd say just consider this little table and when might your investment/payoff be most uncertain if you were involved in the business.

    from https://www.thebalance.com/soybean-planting-and-harvest-seasons-809258

    United States (38 percent of world production)
    Planting: Planting of soybean crops begins in late April and lasts through June.
    Harvest: The harvest season begins in late September and finishes by the end of November.

    Brazil (25 percent of world production)
    Planting: Mid-August through mid-December.
    Harvest: February through May.

    Argentina (19 percent of world production)
    Planting: October through December.
    Harvest: April through early June.

    China (7 percent of world production)
    Planting: Late April through mid-June.
    Harvest: September through early October.
     
  3. comagnum

    comagnum

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  4. vanv0029

    vanv0029

    The best study is still Ralph Ainsworth's 1933 "Profitable Grain Trading".
    You need to adjust some for South America production but world wide wheat production is not so far from his era when both summer and winter wheat
    were grown. Main difference now is most grain trading is paper grain. I try
    seeing if his systems would have worked before entering a grain trade
    and it has prevented me from making mistakes.
     
  5. NOT a prediction; but that chart looks a little like like a soybean chart i saw in Successful Farming mag.
    Summer Soybean Pattern.............................................................................
     
  6. no idea. but have read the latest news, a couple of days ago, soybean futures went up as rain in the Midwest and across the region release worries about the upcoming problem to crops in the US.
    (see http://www.funds-money.com/corn-and-soybean-futures/)

    soybeans went up 0.4 percent to $9.56 a bushel
     
  7. PTMC

    PTMC

    On the Internet, there are a lot of research about the impact of various factors on the price of soybeans.
    For example, the impact of temperature and humidity on yields. If you want, I can give several studies about it.
     
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