Oil trading using Rollover of futures and its history database

Alongside with Natural gas contango monetization Oilgasfund also monetize contango in Oil. This monetization process more complex and it combined with gathering of futures premiums in two directions of trade either long or short (Natural gas trading only sell side or out of positions due to huge skew in negative rolling yield that makes any …

Momentum trading – guidance for practical implementation. Strategy backtest and trading metrics.

Last update February 26, 2020 Trading idea – every month on the last trading date, the close price for each tradable instrument is under testing observation to define the % of deviation from the price at the start of Timing period (3 months for given trading strategy). The instrument that was able to demonstrate the …

Collective2 trading systems update

Why it make a sence to read Dear friends here is information for my subscribers at trade.collective2.com . But also, it might be useful for the broad trading community from other copy trade platforms such as Etoro or Darwinex. Not so often can be seen real trading of the hedge fund manager with trading ideas …

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 – …

Macroeconomic forecast. Measuring of contraction risk in US economy.

Last posting 09/08/2019 In prior observation, I have pointed out worsening conditions that increased risk of recession such as Delinquency rate +2 points, Corporate profit +1 and Loan provision rate +1 point. The total score was 22 points and it corresponding to recession risk equal to 30%. Only one metric was marked as positive – …

Natural Gas price forecast and futures rollover history data base

Database link (last update 29/07/2019 ) https://docs.google.com/spreadsheets/d/1JKwSLDe1DiYrlpPes0Nt7t_UUD_3JuD7oWKxm2hBjnY/edit?usp=sharing Major events and forecasts on 29/07/2019 Contango finally appeared and started to erode UNG price that will push it to 15 USD at the end of the year. Bearish cycle on its initial phase, and will be more clearly observed as soon as current inventories vs 5 years …

Gap trading strategy: Backtest and key factors for successful implementation

Calculation link … https://drive.google.com/file/d/18ABFxd7zqzdyeoY1qHpr2xQPFU1bPSYQ/view?usp=sharing In this post, I will describe the main idea of quantitative trading and will demonstrate how it works using GAP trading model and appropriate timing tools. The modern trading algorithm based on a robust and sophisticated set of orders that reflect different execution styles and described in the post. In addition, …

Value investing in Oil and Gas pipeline industry. Traditional equities investments backed by infrastructure vs IT sector.

Dear followers and subscribers starting of the year Oil@Gas pipeline value based portfolio delivered positive result +21.51%. To get calculation details please refer to following link: https://docs.google.com/spreadsheets/d/16OmTMNW-21n2HEhoj_RpFvvWNO1YDpPYn6OX5qrd-Eg/edit?usp=sharing Trading strategy idea, backtest and comparison. From entire of investments alternatives most of all I prefer midstream Oil and Gas infrastructure because it will never lose its meaning …

GAP strategy using NASDAQ ETF QQQ: trading results and reasons of sustainable positive outcomes

In the prior post about the GAP strategies implementation as quantitative investments, we explored earlier SPY ETF (SPX500) as main instrument for GAP trading. Prior post caused high interest to this topic and I decided to extend this research and explain this phenomenon. From mathematical point of view, we can detect that Sum of GAPs …