Thanks, very educated. 我在investing 上看到一个trader做的也是异曲同工的事情 It is nice to see those posting talking about spreads between the current and future months. When there is a divergence in seasonality comparative months this, as noted by some, is a regularly occurring event. The question that arises is what to do with it. Same as any other situation, when the spread expands to larger than normal levels it usually corrects. With that in mind, and there is some risk given the weather, buy November and sell January. We've been doing this all day and currently the trade is negative by one (1) cent, good to be human. I would expect that to change. The real trade will be when we lift the short side (sooner than not) and let the long November run. So in essence we protected against today's downside, expect to cover the short profitably then hopefully the long runs higher. It has been a busy day but expected. (谈股论金)  554次阅读

作者: Malearning , 发表于: 2017-10-18 (2401天前) @ Maple

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