Quick coffee trade idea

Pavel Hála | Trading ideas | 12. 2. 2013

One quick trade in NYBOT Coffee (KC). Look at spread KCK13-KCH13: Shorting the spread (i.e. long KCH13, short KCK13) would be a good idea right now. Why? Look at seasonality analysis of this spread: It never get much over 3.0 in last ten years so there is probably an arbitrage barrier. And it tends to…

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