Algorithmic Futures (@algorithmicfutures): "Curve carry looks like the most attractive sub-strategy. Do you measure the contango/backwardation relative to spot? How do you construct the calendar spreads (which months)?"

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Curve carry looks like the most attractive sub-strategy. Do you measure the contango/backwardation relative to spot? How do you construct the calendar spreads (which months)?

Feb 9

at

3:53 PM

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The app for independent voices

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