SeasonAlgo Forum

Hello! Can you explain me how you calculate Deseasonalized forward curve? As I understood you compare current price of forward curve and seasonal price (for 5/10/15/20 etc.).
DFC = FC +(season price - current price of first month (second etc.))
If I misunderstood please correct me!

Hi, DFC calculation is described in this document:

http://www.kcl.ac.uk/nms/depts/mathemat ... an2008.pdf

SA Team,

I just wanted to thank you folk for including the de-seasonal curve! It's very powerful and a great indicator to how the curve is really behaving.

Good work!

N

Thanks Nick, good to hear that you use it and find it useful!