The ACD Method

Mav,
I would like to see the convexity curve. Thank you.

 

Count me in!

 

So is this convexity a fancy way of saying asymmetrical returns?

 

Asymmetrical returns is a "property" of convexity. Convexity is "slightly" more complicated then just saying asymmetric returns.

 

Mav, this futures term structure you are referring to?

 

No. Term structure itself is rather binary.

 

I would also like to see it.

 

Dammit! There goes my football viewing schedule.

 

I have been reading and taking notes on the posts in this thread, only a quarter of the way through. Thanks for the info, no other forum is covering this subject like this one.

Convexity curve count me in.

 

I'll pile on...would like to see the convexity curve. Are we now looking at a range of .26 to .30 as the flat price works higher? Anyone have a historical perspective on how wide the spread has gotten at extremes?