Home > Articles > Volume 42 (2024) > Chapter 3 (March 2024) > Stocks & Commodities V. 42:03 (18–22): The Delta-Delta Crude Strategy by Perry J. Kaufman

Stocks & Commodities V. 42:03 (18–22): The Delta-Delta Crude Strategy by Perry J. Kaufman

Stocks & Commodities V. 42:03 (18–22): The Delta-Delta Crude Strategy by Perry J. Kaufman
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The Delta-Delta Crude Strategy by Perry J. Kaufman

Here is an interesting trading strategy you can consider for crude oil that is based on term structure patterns.

Oil companies are professional traders. I worked with them for more than 20 years developing strategies. One strategy that is conceptually interesting and offers diversification from trend following is what we called ...




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