Andy's Spread Trading Journal

Hi Andy,

Is possible to take the "KW - W" spread in electronic markets? If yes, what's the name of this market?

How can I know which about your spreads are in electronic markets or not (RAN order?)?

Best Regards,

Italo.
 
Hi Italo,

because of the volume I would not take any wheat spread in the elec. markets.

The volume is ok in the elec. markets for the interest rates and the currencies spreads. Unfortunately that's it for the moment. All otheres do not have volume.

Regards,

Andy
 
Quote from Jordan_Andy:

Hi Italo,

because of the volume I would not take any wheat spread in the elec. markets.

The volume is ok in the elec. markets for the interest rates and the currencies spreads. Unfortunately that's it for the moment. All otheres do not have volume.

Regards,

Andy
More...

Andy,

what is your criteria for acceptable volume in order to do trading in the electronic markets?

-Neo
 
Depend on the market.

In Grains, Soys, Meats 500 are enough, sometimes even 200 or 300 (just check the 1 or 5 min chart to see the trading).

In the energies you need normaly over 1000.

regards,

Andy
 
Trades

I did enter two new trades:

10 x EDM5 - EDZ5 on 04/25 at 0.55, risk is $250 and basis is seasonal.

Spread is not going my way at the moment.

6 x FCK5 - FCQ5 on 04/25 at -0.55, risk is $400 and basis is seasonal.
 
Andy

What seasonal factors do you use for your ED trades?

I am currently in a GEU5 - GEU6 trade which has been moving sideways to slightly down lately. I think my timeframe to was to big. Based the traded on technicals and some fundamental. Didn't think the current "soft patch" in the economy would be so bad.
 
Hi Brad,

all I can see at the moment is, that the seasonality should change on the EDU5-EDU6 spread. Anyway, the spread is not trade close to it's seasonality at the moment.

Happy trading,

Andy
 
Andy:

Where would I be able to get historical data on the U contracts to determine where the U - U+1 spread has traded in the past.
 
Trading

I did get out of my ED - ED spread already at 0.46.

Hyp. loss is -$2,250 - commission = -$2,750.

Hyp. account is now at $35,339.

My FC - FC spread looks good. I just let it run.

Happy trading,

Andy
 
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