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In a message dated 97-06-13 07:21:05 EDT, you write:
<<
What if I want to make a composite of futures and use "subtract." Some of
the data is negative. Any suggestions on how to convert the composite in
order to run tests?
Thanks
Dave
>>
Always put the "Premium" side First! Example:
Aug - Dec Hogs = Aug\Dec HOGS Prem. Aug.
But Note: It is possible for this Spread to go into negative territory
if it is at say +2 and then goes down to -2. You may then look to put
on a Bull Spread. If you think it may go down even further, a Bear Spread.
I don't know of any circumstance where you would use any operative
other than "subtract" in Futures!
Hope this helps!
Best Regards
SRR/arr
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