|
PureBytes Links
Trading Reference Links
|
Dimitris,
speaking only for grains because they are what i am familiar with i
would say yes this observation is systematic for a long time
and in all time frames.
soybeans as an extreme example, bull market years
1973, july beans high was close to $13.00 while SN/SX high was july
$5.33 over nov.
1977, SN high over $10.50, SN/SX went to $3.00 over
i remember your original wheat comment and i believe may wheat was
trading at a premium to july at that time (backwardation)
since then wheat has broke lower and so has the spread.
http://www.mrci.com/ has some spread related info. my "traders desk
reference" published by Moore Research Center Inc. is a 1992 model.
it too have not created a an amibroker database, where would one
look for historical eod data for grains that can be imported into AB ?
Don
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Don,
> thank you for the interesting point of view.
> Since I am relatively new in the futures trading, is this
observation
> systematic for a long time ? Any experience would be much
appreciated.
> Is there any specific relation to code it in AFL and check ?
> Until now I use ready charts, I have not created an amibroker
> database.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, Don <ddsmcl@xxxx> wrote:
> >
> > Dimitris,
> >
> > i believe the spreads lead,
> >
> > your wheat may be making the turn higher, if the fronts continue
to
> gain on the backs, in the grains when the front gains on the backs
it
> is considered friendly.
> >
> >
> >
> > whereas in crude oil the friendly consideration is when the backs
> gain on the front month.
> >
> >
> >
> > Don
> >
> >
> >
> >
> >
> > ---------------------------------
> > Post your free ad now! Yahoo! Canada Personals
------------------------ Yahoo! Groups Sponsor ---------------------~-->
FREE Cell Phones with up to $400 Cash Back!
http://us.click.yahoo.com/_bBUKB/vYxFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|