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Old 07-09-2007, 11:07 PM
quant_trader quant_trader is offline
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Join Date: Jul 2007
Posts: 31
Default Re: Trade ideas...lets see what we can come up with

Sorry didn't read all your reasoning for gold/silver spread, but isn't a crack spread a better arbitrage strategy. (assuming if the spread still exist) Personally, if I am taking risk premium returns, I would look into premiums provided by futures backwardations. Also, don't forget that yield curve is inverted between 6mo and 2 yr.
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