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Inter-commodity Spread (Dec20 +RB -CL)
做空
RBZ2020*42-CLZ2020
Zoen_Trieste
Premium
已更新
RBZ2020*42-CLZ2020
Supply and Demand
Oscillators
Moving Averages
intercommodity
spreadtrading
Oil
rbob
oiltrading
oilforecast
oilprice
oilfutures
10
1
supplyanddemand
oscillator
movingaverage
intercommodity
spreadtrading
oil
rbob
oiltrading
oilforecast
oilprice
oilfutures
Looks like a good opportunity is coming up on this one. Fading the Dec20 RB(buy) CL(sell) Combo IC spread by selling into strength seems reasonable.
评论:
Selling into strengths has been working. Potentially due to refineries hedging margins.
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