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That's a good point for flat price. Profitable energy spread trading requires volatility to get price dislocations. Any thoughts on the outlook for volatility in energies?

You can safely say that the wings of the spread (leg1 vs leg3) are in contango or backwardation, although it's not commonly defined that way. The body (2 x leg2) is traded for reversion towards the wings, so I would ignore the body for this narrow purpose. Which prompts the question, what is...

Just for my understanding, when using Office365 does your PC simply download the executables from the Office365 server and then all execution processing occurs on your local PC? That would explain a slightly slower startup time, and then everything should run just as fast once the Office365...

Is there a search feature available for my private threads?

Thanks for posting the link to this article. Since the Pi was invented in the UK, not surprising it is so popular there and receiving awards. It's probably a point of national pride within their computer & scientific community. I'll bet there are more Arduino's sold than Pi's, but I believe...

Any suggestions for intermarket spreads with Bunds?

bone, does your crew trade the European energy spreads on ICE? If yes, any interesting points to share, or is it largely correlated with the US energy futures? Thanks in advance!

Keep in mind that a consolidation (tightening/narrowing range) often precedes a breakout. So an ATR calculated over a short time interval will reflect a smaller range than typically occurs over a longer lookback period. In this case, an ATR calculated over a longer time interval might be a...

As a spread trader, would you share your thoughts on modeling the spread itself versus modeling the individual legs of the spread separately?

Let's suppose you could use the fundamental inputs to develop a price model for NG. Your model is developed over historical data, where all the fundamental values are know. Sounds like something that can be done with sufficient data and good regression package or programming skills. You would...

That's a very good question, especially since some charting software will not support indicators based on different time frames on a single chart. Generally, you can use a longer MA and you will get the same up/down slope that you would see on an MA on a higher timeframe if the prices series...

Let me try to guess which one exhibits seasonality ... thinking ...

I'm not sure if I agree with this article. They make it sound like, until recently, that profitable trading has been a layup for commodity operators who deal in physicals. I doubt it, except for some of the less liquid markets (ags, softs) where low volumes can move price. I also disagree...

What's the difference?

I thought you might suggest something more novel. Anyway, here's an article you might like: http://www.futuresmag.com/2017/01/28/commodity-currency-correlation-myth

Can you provide an example of this spread vs externality? The first thing that came to my mind when I read this was some variation of interest rate spreads, but you might be thinking of something totally different.

If the mean is not stationary, it's not really a mean. The moving average is not stationary, it's a "moving mean". So if you want to refer to it as "moving mean reversion", then I'm with you :)

There are a handful of traders I have personally spoken to who have extensive industry experience and exposure to a larger group of traders, including visibility into their trading P&L statements. I always ask them the same question ... "How many day traders are consistently profitable?" The...

I hate laterals! It's hard to know if you're really working your muscles or just straining your tendons. And because it's hard to isolate the shoulder muscles with laterals (at least it feels that way to me), you end up doing quick jerk motions to raise heavier weight. I've often wondered if...

There are some very good and inexpensive GoPro clones (e.g., Yi) that are doing well in the action camera market.