have a question for calandar Spreader traders.

Discussion in 'Trading' started by trader221, Jul 3, 2020.

  1. My question is which contract to buy and which contract to sell?
    For example for a Dax calandar spread Future should I buy the September contract and sell the December contract or do the opposite?

    Is my logic correct? :
    "if we start from the principle that the Future contract converges over time to its underlying (index dax For example). So if the September contract is superior to the December contract I must buy the December contract and sell the September contract. If the September contract is lower than the December contract then I will buy the September contract and sell the December contract. "

    Thank you for your reply .
     
  2. Dec Lives matter!
     
    Last edited: Jul 3, 2020
  3. Start again @trader221

    what are you trying to achieve?
     
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  4. I'm working on a semi HFT algorithm spreader. and I need to know the most effective type of combination possible.
     
  5. heispark

    heispark

     
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  6. heispark

    heispark

     
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  7. heispark

    heispark

     
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  8. Thank you very much
     
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