SeasonAlgo Forum

Hi,

I use the Combinations feature every so often.

Would it please be possible for the application to stop displaying spreads where one (or both) leg has expired? This will enable you to perhaps show more spreads in the space that are still relevant/trading.

Thanks,

Nick

Hi Nick, I think we are not showing expired spreads in combinations (except spread from builder). Can you give me example spread to replicate it? Thanks

Sure Roman -

Put RBJ15-RBK15 in the analyser/builder, then look at it in Combinations.

The first 3 spreads shown are RBG15-RBQ15, RBG15-RBV15, then RBG15-RBG16. Today is 8-2-15, RBG15 had a LTD on 30-1-15. Therefore, the first leg of these 3 spreads has expired. Agreed?

I get a similar output for every commodity - some spreads where the nearby contract is no longer traded.

I think the combinations is a good application, and would be even more useful if it displayed more spreads that are tradable.

Nick

You are right, I will change it in new version release.

Thanks