Comment on Calendar Spreads

Debasis Mukherjee commented on 21 Feb 2019, 04:26 PM

Dear Pratik,

“As other users, I have also implemented the system in excel. In fact, I have also managed to get live data every 15 min by scrapping from NSE for all symbols for which FUT contracts are available. I see that there are various calls generated throughout the day as well with good returns and they close on the same day.”

Can you please help by sharing the excel with code?

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