Hello. Great thread. Can any of you point me toward resources to learn more about calendar spread trading? Any favorite books or websites?
Thanks.
) . Just search everywhere.have you considered BF LEV15-2*LEZ15+LEG16?Sold LC DEC15 - bought LC OCT15 around 2.3
Seasonality is good, level is quite high
Short Jan/ Long Mar Beans @ 0.75.
I am pissed that my target of -3 was touched on WASDE without getting filled. I lost half my profits...However , Bullish WASDE for grains in general + crop deteriorating + evidence of chinese demand still present + disappearance of the curve anomaly which put me in the trade = out.