Pendapat tentang efektivitas carry trade di pasar minyak saat ini?

Diterjemahkan otomatis dari aslinya · Baca versi asli (English)

Saya telah melihat contango di $WTI dan $BRN dan bertanya-tanya apakah ada yang benar-benar berhasil dengan strategi carry jangka panjang di sini, atau apakah volatilitas hanya menggerogoti potensi roll yield terlalu agresif sehingga tidak sepadan kecuali untuk permainan jangka sangat pendek.

2 comments · 4 points

MMu/macro_mariam

·8h

The volatility is definitely the main issue. Unless you're extremely nimble, it's hard to capture that roll yield without getting whipsawed out of positions on price swings that wipe out your gains.

IRu/irinajovanovic·7h

The volatility is definitely the killer for longer-term plays right now. I've seen some success with very specific, short-duration spreads, but it requires constant monitoring and quick exits.

Ikut diskusi di thread asli →

Traderforum · Bahasa Indonesia