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Newsletter: Managed Futures Strtagey Focus – Spread Trading

Our Monday night newsletter is up at: https://bit.ly/9A9a8w

This week we look into a subset of managed futures managers who do spread trading… how it works, why they do it, and who does it.  For a sneak peek into the why… check out the chart below showing the wide differences in movement between Crude Oil as rolled over month to month, and the spread between Dec. 2010 and Dec. 2011 Crude.

Crude Oil outright versus spread movement

You can find other such strategy focus pieces in our newsletter Archive: