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.