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All the data you need is for free here. Not sure exactly what kind of trades you're looking for but they have everything you could need. http://www.quandl.com/

Looks like a Backwardated curve. Not sure why you think -3 is out of line? If you want to watch the curve you need trading software the supports exchange supported calendar spreads. TOS doesn't have them.

Agree with the post above. If you really want to learn how to spread interest rates like a boss focus on TED spreads and Eurodollars or cash treasury basis (actually market vs futures market). When you hear swaps this is what people are talking about. A floating interest rate vs. fixed rate...

It was just an olive branch. Don't be so sensitive. I'm sure you're a great trader. I know some of your clients are very good traders, I started my career with one of them. We used to spread LME metals. You might know who I'm talking about now. I don't know what you mean by shorter...

Good questions! I take it you're new to trading and looking for some answers? Are you currently trading or do you want to be a curve trader?

If you have a track record I can get you a much better deal out here in Chicago. 50/50 to start with 5% increase for every $250k you do (max 70%), all business expenses top lined (TT, CQG, Bloomberg... whatever you need to make money) + free coffee in the office! After a getting to know...

Lots of ways to skin a cat... or should I say lots of cats to skin. ;) BTW thanks for sharing your knowledge on here. It keeps the forums educational and informative.

Couldn't agree more! Furthermore, if I'd been doing this for 20+ years and posted statements of me making $500k in just one account I don't think I would waste a year of my time teaching someone who paid me $7500 or posting an advertisement for my services under every post that I have here on...

cdcaveman is one of the few bloggers I respect on ET and he knows a lot more about the fundamental aspects of the energy curves then anyone I've come across on here. Spreads of spreads is the way to go. Don't get too caught up in the curve as a whole because that's not where the money is...

Yeah there is more slippage with the outrights but the BZ calendars are pretty much inline with ICE contract so don't worry too much about it if you're trading a single calendar. If you have any specific questions about a trade you can PM me.

If you're just trading pure Brent calendar spreads and have access to NYMEX I would trade BZ. There is a fee waiver until the end of the year for members and non-members so you can trade it commission free (not including what your broker charges).

I can't believe these guys ever got a job at a bank! I don't even understand why a bank would have exposure to ethanol that requires hedging??? Even if they did for some weird reason you would think someone who understood the market would be hedging it, not some punk kid who just got smoked...

The thread is about strategy design - Mean reverting vs Momentum. Lets please stay on topic.

I've never actually done the market impact analysis on either one of those contracts so I could make up a number but that would just be a lie. But I did just looked at the chart of CL from yesterdays day session and in three 30min bars it traded down around $1.25 and then retraced $1.10 of that...

For me if you are going to build a momentum strategy you want something moves and you want something that gathers a lot of short term momentum very quickly. ES for the most part chop around during the day and are run by big players who are market making with some edge that only a few firms have...

I think you're confusing pure Arb and MR. Unless you have access to speed and super low commissions don't waste your time with Arb strategies. Both momentum and MR can be great strategies if done correctly. As a trader not running large sums of money ($100 mil +) you probably want to focus on...

I wanted to answer the original question about edge in the markets. I realize "edge" means something different to every trader out there but IMHO until you have become the edge in a particular strategy you don't know what that means. This can be as a result of relationships, speed, custom...

I've been a spread trader for a few years now mostly spreading interest rates, equity futures, commodities. I'm very experienced in US and European products but recently I've been looking into trading on some Asian/Australian products. Does anyone have any advise for me as to where to start...