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Description -
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Enter the spread, the open date and close date, and the number of past years to include. Out pops a table with the results.
Instructions -
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Pick the commodities and the months. The contracts are aligned so that Commodity 1 expires before Commodity 2. For example, if Dec corn versus Mar corn are selected, the following alignment results:
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Dec Corn_1994 / Mar Corn_1995
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Dec Corn_1995 / Mar Corn_1996
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Dec Corn_2003 / Mar Corn_2004
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If the months are switched, a different alignment results:
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Mar Corn_1995 / Dec Corn_1995
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Mar Corn_1996 / Dec Corn_1996
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Mar Corn_2003 / Dec Corn_2003
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Select the position. If Commodity 1 is long, then Commodity 2 is short, and vice-versa.
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Select the numbers of contracts.
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Enter the unit moves if these are different than the contracts you are trading.
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Select the numbers of years.
- Pick the open and the close. The program searches for the chosen interval starting at the contract expiration moving backwards in time. In any given year, if the open date is not traded the program moves forward in time up to four days looking for a trade. If the close date is not traded, the program moves backward in time up to four days looking for a trade.
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Press "Get Table". There's a lot of data to download, so be patient.
This is a limited set of commodities available to nonsubscribers. Subscribers can access data for over 40 commodities.
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