Home > Articles > Volume 5 (1987) > Chapter 9 (October 1987) > V.5:9 (297-300): Spread Investing Tools of the trade part 2 by Frank Taucher

V.5:9 (297-300): Spread Investing Tools of the trade part 2 by Frank Taucher

V.5:9 (297-300): Spread Investing Tools of the trade part 2 by Frank Taucher
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Spread Investing Tools of the trade part 2 by Frank Taucher

In part one, I discussed some of the pitfalls of traditional studies on the seasonality of spreading and how I attempted to correct them in my spread trading. The objective of the program is to develop a diversified portfolio of many spreads that can be used throughout the year for investment purposes. I concluded by reviewing the details of a long CBT wheat/short soybeans spread trade.




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