• Amit replied to the topic General Questions in the forum Main Forum 5 years, 4 months ago

    Hello, in one of your earlier posts, you mentioned:

    whenever you need to look at a trade, just create a custom definition in Bloomberg or whatever you use for data analytics. Use generic contracts instead of actual contracts (i.e. “ED9″ instead of “EDZ6″). They may or may not roll the contracts properly. Even if they roll the contracts properl…[Read more]

  • Amit started the topic Positive Roll in the forum Main Forum 5 years, 4 months ago

    In your report, you mention the effect of rolls on certain structures on a frequent basis. I was wondering if you could discuss rolls in detail in the forum. Also, how can a trader use it effectively. It is one thing to know that certain fly has positive roll but fundamentals too play a role in deciding if a certain position can be taken. Not sure…[Read more]