Analysis of the Wheat Futures Spread Trading

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F15%3A68609" target="_blank" >RIV/60460709:41110/15:68609 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Analysis of the Wheat Futures Spread Trading
Original language description
The future trading represents interesting possibility how to trade commodities. Each commodity and related futures contract has its own characters which can be advantages or disadvantages for successful trading. The spread trading can be used as appropriate tool for traders with budget constraint how to avoid the volatility. The study is focused on spread trading which are compound from two consecutive contract months of futures for wheat. The aim of this study is to analyze the spread consisting of Mayand March contract and suggest a strategy focused on small conservative trader and also offer some insight to spread trading and introduce it as the way of trading which can be useful for smaller traders with low budgets. For this purpose, there were analyzed all possible spreads for the stated commodity traded at Chicago Board of Trade (CBOT). The developed strategy is based on the contango phenomenon and uses tools of technical analysis moving averages to determine when to open the po
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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