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wantonwallet
Oct 30, 2023 7:47 PM
Long Lean Hogs, Short Feeder Cattle, seasonal shift
Long
1000*(CME:HE2!+CME:HE1!)/(CME:GF1!+CME:GF2!)
1W
1000*(HE2!+HE1!)/(GF1!+GF2!)
CME GLOBEX
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Oct 30, 2023 7:47 PM
Can be done on CME, the ratio is 4.15 Contracts of Lean Hogs per 1 contract short GF Feeder cattle.
This should mean revert.
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