Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads

5 Pages Posted: 30 Mar 2017

See all articles by Hilary Till

Hilary Till

Global Commodities Applied Research Digest; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; EDHEC-Risk Institute

Joseph Eagleeye

Premia Research LLC

Date Written: January 17, 2017

Abstract

This brief article discusses the most common strategies employed by futures traders, namely: trend-following and calendar-spread trading.

Keywords: Commodity Futures, Trading Strategies, Trend-Following, Calendar Spreads, CTA

JEL Classification: G1, G11

Suggested Citation

Till, Hilary and Eagleeye, Joseph, Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads (January 17, 2017). Available at SSRN: https://ssrn.com/abstract=2942340 or http://dx.doi.org/10.2139/ssrn.2942340

Hilary Till (Contact Author)

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States
3125831137 (Phone)
3128733914 (Fax)

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

1475 Lawrence St.
Denver, CO 80202
United States
3125831137 (Phone)
3128733914 (Fax)

HOME PAGE: http://www.business.ucdenver.edu/commodities

EDHEC-Risk Institute ( email )

Nice
France
3125831137 (Phone)
3128733914 (Fax)

HOME PAGE: http://risk.edhec.edu/

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