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By Paul D. Cretien |
April 24, 2013
Book review of "Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management" by Larry Shover.
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By Paul D. Cretien |
March 26, 2013
How to capitalize on current relationships between key currencies and interest rates using option calendar spreads.
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By Paul D. Cretien |
February 25, 2013
Here’s how to use the Log Log Parabola options-pricing model to improve on already positive results.
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By Paul D. Cretien |
January 24, 2013
With the Federal Reserve shifting its investments into longer-term securities, opportunities may lie in rate spreads between Eurodollars and Treasuries.
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By Paul D. Cretien |
December 1, 2012
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By Paul D. Cretien |
November 27, 2012
Exchange-traded notes are a good product to use to execute commodity spreads that eliminate most of futures-based spreads’ price discrepancies. Here, we explore this concept.
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By Paul D. Cretien |
October 24, 2012
Exchange-traded notes offer a unique way to exploit cattle and hog fundamentals.
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By Paul D. Cretien |
October 1, 2012
Because energy companies are subject to the crack spread, we explore whether the price of one refined product can be used to forecast the other.
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By Paul D. Cretien |
October 1, 2012
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By Paul D. Cretien |
August 1, 2012
Based on the same underlying indexes as larger contracts, traders can use E-minis to analyze opportunities in counterpart contracts with reduced risk.
