Natural gas futures spread F1 – F12 as indicator of long term price trend formation and its forecast

Last update 06 May, 2020 This article is methodological background for Oilgasfund hedge fund at https://collective2.com/details/126786783 Summary Actual spread F1 – F12 is -27% vs -10% (its long term average). Based on its current level and historical observation Natural gas coming out from a bearish zone and going to move forward on a flat trajectory …

Natural gas negative rolling yield collection strategy based on inverse UNG trading

Strategy idea – maintaining of short position in UNG in the amount of equal to own funds available on the each testing (rebalancing) date – every first working date of each month. This model is a part of trading algorithm that used by OilGasFund as hedgefund at https://collective2.com/details/126786783 Source of trading model positive expectations – …