Recent content by bluejean

If you look at the future curve, you'll notice, the further the maturity, the higher the price of the future, so it does not matter a lot if you roll every month or every 2 month or every quarter, you will end up with more or less the same P&L. By rolling quaterly, you will pay less in execution...

Hi, I am a long term investor holding long positions for months to years. In February 2009, I bought a future CME MINY Crude Oil at around USD 45.5. Since February 2009, I rolled my future position several times (selling back the maturing contract and buying the next monthly / quarterly...