Munich, Germany
Experience: Advanced
Platform: Sierra Chart
Broker: Interactive Brokers
Trading: liquid products
Posts: 570 since Jul 2016
Thanks Given: 1,166
Thanks Received: 1,917
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Hey Woody
What you're talking about is called calendar spread trading. There are actually many traders who focus exclusively on spreading. In the physical commodity markets things like storage costs and seasonality play a big role in determining spread valuations, whereas in financial futures, espcially rates products, considerations such as carry, financing costs, and the expected path of short-term interbank lending rates comes into play.
In terms of sheer volumes, the eurodollar futures market trades more spreads than any other market. If you really want to dive deep on the subject, start there.
For some introductory literature, the CME webpage is actually not a bad place to start. See here --> https://www.cmegroup.com/education/courses/understanding-futures-spreads/futures-spread-overview.html
For threads here, just search "calendar spreads" and you'll find plenty of results.
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