Contango/Backwardation Support for strategies module

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leks_af
 
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Joined: Fri Oct 09, 2015 11:22 am

Contango/Backwardation

by leks_af » Mon Nov 30, 2015 10:40 am

Hello,
Please advise how can I easily select spreads/outright futures with contango or backwardation?
Regards
Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Contango/Backwardation

by Roman » Tue Dec 01, 2015 10:25 am

Hi you can use Fwcurve column in Strategies=>Search to select strategies. Then you can open strategy in Builder and check Fwcurve section.
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