Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads

5 Pages Posted: 30 Mar 2017

See all articles by Hilary Till

Hilary Till

Premia Research LLC; Commodity Insights Digest (a publication of Bayes Business School)

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)

Premia Research LLC ( email )

Chicago, IL
United States
312-583-1137 (Phone)
312-873-3914 (Fax)

HOME PAGE: http://www.spglobal.com/spdji/en/custom-index-calculations/premia/all/

Commodity Insights Digest (a publication of Bayes Business School) ( email )

London
United Kingdom

HOME PAGE: http://www.bayes-cid.com

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