Crack Spread close to its extreme

2018년 10월 2일

We think it is worth to have an eye on this crack spread between gasoline and heating oil. The reason is simple: this spread is close to its lower end of the range and therefore close to its extreme. We will buy this spread when the spread reached -0.40. In this case, we buy RB and sell HO.

2018년 11월 8일

노트

The extreme has become more and more extreme and everybody should pay attention to this very cool trading spot!