Anyone trades spreads??

Discussion in 'Financial Futures' started by roscko, Jan 10, 2006.

  1. roscko

    roscko

    All Spread Traders, Im new in spread trading mostly intraday and swing.. I started on Interest products and want to move to Bonds, does anyone know how to price the spread between a 5yr-10yr or 2yr-5yr and so on.. any help would be appreciated
     
  2. I'm looking to get into spreads myself. I did one or two of those before and made some money, nothing special mind you, but it was nice to have made it. Been reading that Keith Shapp book.
     
  3. HO/HU and Crack Spreads work well. As do seasonal Bean/Corn and Crush Spreads. Grain Spreads work over time. The Meats v. each other are a bit less reliable...but still work when the value is right.

    It's all about relative value.

    Ah....but you won’t find these spreads pitched to you while renting a seat and a screen somewhere. That's a fatal flaw with most upstairs shops who depend on volume and not P/L
     
  4. Spreads
    Traderjb> I'm looking to get into spreads myself. I did one or two of those before and made some money, nothing special mind you, but it was nice to have made it. Been reading that Keith Shapp book.

    I feel sorry for you. SchapÕs book has no place for beginners (see review). You are better off with Ross. He can lead you to your next successful trade.

    Dr. Zhivodka> The Meats v. each other are a bit less reliable

    The most money in Seasonals comes from Hogs. The easiest from Euro$.

    Roscko> does anyone know how to price the spread between a 5yr-10yr or 2yr-5yr and so on

    I am not sure what you are asking. A look at closing prices will show you the spreads. Any spread chart will show you the trend. Trade the trend. The price of the spread is relative.
     
  5. I've just put in a couple of intense afternoons researching a TUT spread play (2yr-10yr) in anticipation for when the spread begins to widen again.

    I would be interested in networking with anyone also preparing to work the trade once it materializes.

    Might be worth a dedicated thread if I can find the time ...
     
  6. oOO, I saw your reviews on Amazon. I'm still a newbie on all this spread stuff, so I'm going to get all the info I can on this. I will look into this Ross book. I came across a book Advanced Commodity Spread Trading by Harold Goldberg , what do you think of that book as well? Also, do seasonals really work? A friend of mine gave me a book that used to be owned by his late wife, it was called the Seasonal Traders Bible Second Edition by Jake Bernstein . Haven't read it yet, just wondered what you thought on it.
     
  7. J-Law

    J-Law

    Futures Spread Trading: The Complete Guide (Hardcover)
    by Courtney D. Smith

    Spread Trading: Low Risk Strategies for Profiting from Market Relationships (Paperback)
    by Howard Abell

    Work from the basics then move forward.

    Once you get in the "differential" frame of mind, you'll even start to notice the spread between reg unleaded and super when u r sitting at the pump !!!

    LOL
     
  8. J-Law

    J-Law

    BTW.............Just my 2 cents.
     
  9. J-Law

    J-Law

    BTW.............Just my 2 cents.