Quant Weekly Recap 6/20/2016

Natural Gas July cycle.  We were forced to roll the 2600 call with the 2800 call. The cost of the roll created a loss of $950 that was in part compensated by the long futures ($100). The 2800 call was sold for $270. The 2600 call was sold for $200 and the 1900 put for …

Quant Weekly Recap 6/20/2016 Read More »