Comment on Calendar Spreads

Abhilash commented on 22 Jan 2019, 12:33 PM

For Crudeoil Contracts-
Should i use continuous chart or normal chart to download excel sheet from PI?
i have downloaded both (Continuous and normal) showing different mean and variance. Dont know which data to use.
Should i use 200 days data or something different days to calculate mean and std deviation.
Any Book for Calender Spreads as reference?
Thank you for your valuable time and your content is superb.

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