Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads
5 Pages Posted: 30 Mar 2017
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: 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
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