The ACD Method

Maverick74 said:
The curves across the entire energy complex are getting steep again which is bearish for flat price. The tell was in the Brent curve that got destroyed while WTI was near $50. Something had to give and that something was the front end of the WTI curve.
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Thanks. I was confused why Brent was the only product on my watchlist to get and stay below my QADn.
 
Hi Anyone here interested in collaborating to script the NL's, cant imagine calculating daily weekly and monthly's ? Plus a lot of other work and questions surrounding the ACD foundation to do...

Is there a spreadsheet already created to mark ACD for a few or dozen symbols ?
 
ETFoption said:
Hi Anyone here interested in collaborating to script the NL's, cant imagine calculating daily weekly and monthly's ? Plus a lot of other work and questions surrounding the ACD foundation to do...

Is there a spreadsheet already created to mark ACD for a few or dozen symbols ?
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I'm slowly building one in Python, don't expect people to give away their work though.
 
ok, why Python ? I have a person that builds scripts very readily in Israel, I would not expect you or anyone to give away anything, you sound "protective" why?
 
ETFoption said:
ok, why Python ? I have a person that builds scripts very readily in Israel, I would not expect you or anyone to give away anything, you sound "protective" why?
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Python is a high level language and it's pretty easy to pick up, it also has a lot of great libraries for data analysis and trading. Protective, well, that's the business.
 
Hi think because its mostly OTC market, longer term in nature as well. They trade calendars and long dated contracts, not a lot of participants on spec side
 
If you think of coal as being in the Metals/Mining category along with copper, silver, etc. instead of the Energy category, those other mining products don't have long dated forward curves either.
 
Trader13 said:
Any thoughts about why we don't have a forward curve for coal futures with similar liquidity as NG and CL?
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Coal is a very regional market and controlled by just a few players. Also most of the coal that is traded is longer term contracts. It's a lot like LNG in a way although LNG is becoming more short term oriented and contracts are becoming more shorter in duration.
 
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