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No specific reason per se.
July is equally good.
I suppose it's just because November is very liquid as well, and I like the
deferred contracts when they have liquidity.
Take care, and good trading,
Warren Goldstein
Informational Commodity Trading Advisor
Email: wsg@xxxxxxxxxxxxxxxxxx
Website: www.wsginvestments.com
-----Original Message-----
From: listmanager@xxxxxxxxxxxxxxx [mailto:listmanager@xxxxxxxxxxxxxxx]On
Behalf Of Gram
Sent: Tuesday, May 09, 2000 1:37 PM
To: realtraders@xxxxxxxxxxxxxxx
Subject: [RT] R: FUT - Current positions
Is there any reason why you are trading Nov S rather than July?
Regards,
Gram.
-----Messaggio originale-----
Da: Warren Goldstein <warren53@xxxxxxxxx>
A: realtraders@xxxxxxxxxxxxxxx <realtraders@xxxxxxxxxxxxxxx>
Data: 09/05/2000 19:09
Oggetto: [RT] FUT - Current positions
>Hi all,
>
>As some of you know, my trading strategy is based on a combination of
>Newton's Laws of Motion and my own derivation of Wilder's Delta phenomenon.
>
>I currently hold the following positions:
>June Natural Gas - short @ 3.124 and 3.201, target 2.84, stop 3.241.
>Nov. Soybeans - long @ 570.75 and 567, target 600.5, stop 546.25.
>Dec. Corn - long @ 261 and 256, target 280, stop 249.25.
>July Cotton - long @ 57.21, target 61.76, stop 55.19.
>Aug. Feeder Cattle - short @ 85.42, target 83.30, stop 86.52.
>
>Comments welcome.
>
>Take care, and good trading,
>
>Warren Goldstein
>Informational Commodity Trading Advisor
>Email: wsg@xxxxxxxxxxxxxxxxxx
>Website: www.wsginvestments.com
>
>
>
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