Futures Curve / spread trading books?

Papa Lazarou

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Hi all,

Can anyone recommend any recent books providing advice on how to better understand the futures curve? How to tell if spreads cheap vs expensive? How to enter / exit spreads? Rolling futures contracts using spreads etc etc. The books I have researched so far seem to talk about looking at spreads based on end of day leg prices. But in today's markets spreads can be traded as individual instruments (without needing to leg in and out) and live spread prices are provided. So these books seem a little out of date?

My industry is oil futures, so commodity based books would be better.

Any advice or recommendations appreciated.


Thanks
Dave
 
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