Hey all, Are there any traders out there that trade around the 'Goldman roll? Im doing some research on it and would like to chat. https://en.wikipedia.org/wiki/Goldman_roll
I did some quick analysis on this and this is not really profitable anymore so I dropped it. There are plenty of papers out there on this subject.
It is interesting though when trading these commodities to be aware that there are portfolio rolls happening between day 5 and 9 of the contract expiring the following month. Am going to do some more research led by volume fluctuations in these days. My question to all here and to myself really - what is the trade.