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The soybean crush spread : empirical evidence and trading strategies

Simon, David P. - In: The journal of futures markets 19 (1999) 3, pp. 271-289

Persistent link: https://www.econbiz.de/10001377831

Option-based evidence of the nonstationarity of expected S&P 500 futures price distributions

Sherrick, Bruce J. - In: The journal of futures markets 12 (1992) 3, pp. 275-290

Persistent link: https://www.econbiz.de/10001125676

Investment performance of public commodity pools : 1979 - 1990

Irwin, Scott H. - In: The journal of futures markets 13 (1993) 7, pp. 799-820

Persistent link: https://www.econbiz.de/10001152215

Implied volatility asymmetries in treasury bond futures options

Simon, David P. - In: The journal of futures markets 17 (1997) 8, pp. 873-885

Persistent link: https://www.econbiz.de/10001232840

The forecasting performance of livestock futures prices : a comparison to USDA expert predictions

Irwin, Scott H. - In: The journal of futures markets 14 (1994) 7, pp. 861-875

Persistent link: https://www.econbiz.de/10001171170

Public futures funds

Irwin, Scott H. - In: The journal of futures markets 5 (1985) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10001128569

S&P futures returns and contrary sentiment indicators

Simon, David P.; Wiggins, Roy A. - In: The journal of futures markets 21 (2001) 5, pp. 447-462

Persistent link: https://www.econbiz.de/10001603195

Implied volatility forecasts in the grains complex

Simon, David P. - In: The journal of futures markets 22 (2002) 10, pp. 959-981

Persistent link: https://www.econbiz.de/10001696759

A reality check on technical trading rule profits in the US futures markets

Park, Cheol-ho; Irwin, Scott H. - In: The journal of futures markets 30 (2010) 7, pp. 633-659

Persistent link: https://www.econbiz.de/10003985040

Examination of long-term Bond iShare option selling strategies

Simon, David P. - In: The journal of futures markets 30 (2010) 5, pp. 465-489

This article examines volatility trades in Lehman Brothers 20 Year US Treasury Index iShare (TLT) options from July 2003 through May 2007. Unconditionally selling front contract strangles and straddles and holding for one month is highly profitable after transactions costs.

Persistent link: https://www.econbiz.de/10003962639