Comment on Calendar Spreads

Priya commented on 09 Aug 2018, 10:29 PM

Hi Karthik, Backtested the data for a few sets with interesting results. Some of them seem to have a SD much higher than Mean. Does that make it risky or throw more opportunities. Also in the near month, the bid ask spread seems to be on the higher side, which means there are no guarantees that our trade will get executed at LTP. so how exactly do we execute the trade, at limit or Mkt price ? First Near month that has less volume and then current month ? How has your exp with Calender spread been. Please enlighten us 🙂

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