Forum: Commodities
November 28th, 2016, 09:27 PM
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Replies: 5
Views: 2,918
Month 2:Month 13 spread vs Month 2
Thank you for the suggestion. I re-ran using mth2 vs mth13 compared against changes in mth2.
https://nexusfi.com/attachment.php?attachmentid=222242
I didn't graph this one yet; I have not...
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Forum: Commodities
November 27th, 2016, 08:04 PM
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Replies: 5
Views: 2,918
Tools Used
Just as an FYI, here's what I used:
Public Data Source: Quandl (free resources)
My Database: MS Azure (SQL)
Script to load data from Quandl to my database: custom C# script
Graphing: R
I...
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Forum: Commodities
November 27th, 2016, 07:55 PM
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Replies: 5
Views: 2,918
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Forum: Commodities
November 26th, 2016, 04:53 PM
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Replies: 5
Views: 2,918
CL - Crude Calendar Spreads - Strategy Analysis
WTI/CL - Crude Calendar Spreads - Strategy Analysis
I've been interested in finding longer-term and lower-risk ways to trade CL besides doing singles outright. So, I've been testing bull/bear...
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