Forum: Commodities
February 26th, 2018, 06:49 PM
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Replies: 13
Views: 4,523
The only exchange listed 12 month flies are...
The only exchange listed 12 month flies are m8m9m0 and z8z9z0. These are normally 2-3 ticks wide. If you want to trade any of the other 12 month flies you will have to spread the calendars. z9z0z1...
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Forum: Commodities
February 26th, 2018, 06:44 PM
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Replies: 13
Views: 4,523
If your using daily bars, then the 3 charts...
If your using daily bars, then the 3 charts should be the same, as the settlement price's should be the same (unless it's using last price). The right chart with outrights a) looks too volatile and...
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Forum: Commodities
February 24th, 2018, 10:07 AM
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Replies: 13
Views: 4,523
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Forum: Commodities
February 23rd, 2018, 06:07 PM
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Replies: 13
Views: 4,523
I'm not sure I understand the question. I know...
I'm not sure I understand the question. I know people think of outright contracts and backward roll adjust them - which while making sense for automated trading, in reality human traders look at...
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Forum: Commodities
February 23rd, 2018, 09:12 AM
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Replies: 13
Views: 4,523
I'd agree with all of kevinkdog's points.
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I'd agree with all of kevinkdog's points.
With regards to chart #1 are you sure you have the same instrument? In chart #2 you have Sep-Oct and Oct-Nov so a Sep-Oct-Nov fly. In Chart #3 you have...
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