Took more on Short of Live Cattle, but Feeders just won't go high enough like Live Cattle to put on the spreads I like to, waiting for Feeders to drop just little more to short more on momentum. I will average down on options so long as I see divergences in volume. I added long to Live Hogs on that dip.
Ag trade ideas
- Thread starter TraDaToR
- Start date
Took more on Short of Live Cattle, but Feeders just won't go high enough like Live Cattle to put on the spreads I like to, waiting for Feeders to drop just little more to short more on momentum. I will average down on options so long as I see divergences in volume. I added long to Live Hogs on that dip.
death wish selling FH has zero to do with seasonal F is the cheapest Feeder contract in the curve you are better off selling H buying J
Why are you in this one ?
=> I wait for a better price to enter in this one : Long ZS Mar/May @ -5.25.
=> I also took some LC spread, first time I see a market in strong contango on nearby months and steep backwardation after ! Anyone has an explanation ?
On Euronext corn, I got burn on this one ! I dont undersand why january is so low. Who is selling at 145 €/t when MAR16 price is around 163 €/t !?! Cash players report no demand and storage on delivery points are likely to be full...
- Sugar Mar/May : - Small seasonal window early january
- Toppish technical pattern ( Some people call it diamond I think )
- Low energy price > Brasil produces more sugar than ethanol > first deficit in 6 years smaller than expected.
- A feeling that this sugar bull market was overplayed
- ZS Mar/May: I know I am always too early.
- LE : Apr the most expensive and Aug the cheapest is kind of a typical cattle curve...
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What do you think of that LEJ - M spread right now at $10.3? Understanding that April is generally the most expensive, that chart looks to me it wants to retrace back down to around $8.
Good trade vs close above 11
For what it's worth, did some analysis of the LEJ:M spread in R, appears to be mathematically mean reverting.
could u show it? Or at least some part?
If someone trade or traded through Gain Capital, could you tell me plz what description in daily statement is for deposit and cashout? For example i transfered from another broker and got in statement 'Transfer from holding account'
So i need a description for deposit to acc and for withdrawal from it.
Happy new year and best 2016 wishes for everybody on this thread. Lots of good trade ideas where shared here in 2015 and I hope it will continue in 2016.
With these short and long term seasonal/Findamental/Curve spreads we are working on, it is the first time I feel I have an "edge" on something other than scalping/microstructure/Stat arb. In fact, I would have thought returns wouldn't be that stable. 2015 was the first time I decided to put meaningful size on those and it ended up generating 19.5% of my yearly income. March was the only down month for this "strategy". There is some scalability available on part of those spreads so I guess it is a good niche to focus on.
Here is my 2015 equity curve generated by Seasonalgo. It pretty much tracks the calls I did on this thread (Almost... Some weren't liquid so I didn't post and some symbols aren't available on SeasonAlgo so they aren't accounted for...). Commissions aren't priced in too. Fall was a good period but I am sitting on an unprofitable book here for the new year.
With these short and long term seasonal/Findamental/Curve spreads we are working on, it is the first time I feel I have an "edge" on something other than scalping/microstructure/Stat arb. In fact, I would have thought returns wouldn't be that stable. 2015 was the first time I decided to put meaningful size on those and it ended up generating 19.5% of my yearly income. March was the only down month for this "strategy". There is some scalability available on part of those spreads so I guess it is a good niche to focus on.
Here is my 2015 equity curve generated by Seasonalgo. It pretty much tracks the calls I did on this thread (Almost... Some weren't liquid so I didn't post and some symbols aren't available on SeasonAlgo so they aren't accounted for...). Commissions aren't priced in too. Fall was a good period but I am sitting on an unprofitable book here for the new year.
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