What are some of the best books out there for futures calendar spreads and seasonal trades? Thanks, J
Not a lot of good books. Very elementary. But there are some great academic papers if you are a little mathematically inclined that provide a very thorough background. And best yet, they are free, just use google.
Thanks. Most of the books on Amazon didn't look great. I have a math background (hard science) so I'll take your recommendation.
http://www.mrci.com/client/spmarket/ Historical charts for 15 and 40 years delineating both seasonality and rollovers.
Seasonalgo is a great site as well. Very powerful seasonal charting and data. You can also papertrade with it.
None They ever have a profitable year in last couple decades? They generate mass data of what has happened so many times out of ten. Bone is very knowledgeable trader. http://www.spreadprofessor.wildapricot.org/
Courtney Smith - futures spread trading Moore / Toepke (mrci.com) - Encyclopedia of commodity and financial spreads Joe Ross - spreads and seasonals
I would add Heliette Geman " Commodity and commodity derivatives ". And it would be a good idea to know why certain markets have seasonal patterns. So for ag products "Mastering the grain markets" by Elaine Kub was pretty good.