Recommendations for Spread/Seasonal Futures Trading Books

[jjapp]

What are some of the best books out there for futures calendar spreads and seasonal trades?

Thanks,
J

 

[Maverick74]

What are some of the best books out there for futures calendar spreads and seasonal trades?

Thanks,
J

Not a lot of good books. Very elementary. But there are some great academic papers if you are a little mathematically inclined that provide a very thorough background. And best yet, they are free, just use google.

 

[jjapp]

Thanks. Most of the books on Amazon didn't look great. I have a math background (hard science) so I'll take your recommendation.

 

[johnnyrock]

http://www.mrci.com/client/spmarket/

Historical charts for 15 and 40 years delineating both seasonality and rollovers.

 

[motif]

What are some of the best books out there for futures calendar spreads and seasonal trades?

Thanks,
J

Moore Research...everything there.

 

[drm7]

Seasonalgo is a great site as well. Very powerful seasonal charting and data. You can also papertrade with it.

 

[Handle123]

What are some of the best books out there for futures calendar spreads and seasonal trades?

Thanks,
J

None

http://www.mrci.com/client/spmarket/

Historical charts for 15 and 40 years delineating both seasonality and rollovers.

They ever have a profitable year in last couple decades? They generate mass data of what has happened so many times out of ten.

Bone is very knowledgeable trader. http://www.spreadprofessor.wildapricot.org/

 

[H2O]

Courtney Smith - futures spread trading
Moore / Toepke (mrci.com) - Encyclopedia of commodity and financial spreads
Joe Ross - spreads and seasonals

 

[TraDaToR]

I would add Heliette Geman " Commodity and commodity derivatives ".

And it would be a good idea to know why certain markets have seasonal patterns. So for ag products "Mastering the grain markets" by Elaine Kub was pretty good.