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)?
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)?
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)?