Spread Trading Books

[shane7mcdonald]

Hello out there. I would like to know a book about spread trading. Not so much about trading techniques, but the ins and out and mechanics of spread trading. Definitions of terms, trading lingo etc.

Cheers

 

[DashRiprock]

that aiken one gets mentioned alot

 

[shane7mcdonald]

Thanks for the reply. I should have been more specific. I was referring to commodities eg, soy, wheat. Most books seem to give dates and times of seasonal trades. I get this info from Moore anyway so it's wasted knowledge. I just want some good resource knowledge on the mechanics of spread trading in general. Aiken seems to more concerned with STIR.

 

[etem_tezcan]

futures spread trading by courtney smith is a good book.

 

[inktomii]

There are also many good free studies on pairs trading that are also helpful on Google.