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wantonwallet
30 אוק׳ 2023 19:47
Long Lean Hogs, Short Feeder Cattle, seasonal shift
לונג
1000*(CME:HE2!+CME:HE1!)/(CME:GF1!+CME:GF2!)
1W
1000*(HE2!+HE1!)/(GF1!+GF2!)
CME GLOBEX
תיאור
⋅
30 אוק׳ 2023 19:47
Can be done on CME, the ratio is 4.15 Contracts of Lean Hogs per 1 contract short GF Feeder cattle.
This should mean revert.
Trend Analysis
עוד