Portara - Where is the best place to Roll A Futures Contract
I am often asked where the best place is to roll a futures contract even from seasoned traders. There are many variants but in the end it boils down to a date and an underlying reason why. If you don't know the nuances of the various sectors and markets that have developed over the years and why for instance you need to choose long periods in the metals before expiry date compared to only a day or so in the indexes then you face problems. This presentation demonstrates a few very simple methods of how to determine an optimal place; a sweet-spot to work with. I discuss a method to find best roll position for TYAA (Financials) Metals and Dax. You can apply the same reasoning and logic to any globally traded future by simply observing behaviour..
Video can be viewed here: