Ok - so when contracts rollover, there are higher time frame players who will need to roll their contracts (selling the front month, buying the back month).
I've heard some strategies around this (essentially being a liquidity provider) during this roll period, but have yet to nail down exactly how to do this.
This conversation sort of goes into it (it's talking about aussie bond future rolls, but I don't see why it wouldn't apply to any contract that needs to be rolled).
Wondering if anyone trades like this (if so, how?) and if an autospreader (like TT) is required (or if you could reasonably use a tool like Jigsaw to leg into the contracts).