StockFetcher Forums · Filter Exchange · Crack Spread<< >>Post Follow-up
stockfetcher1109
28 posts
msg #104289
Ignore stockfetcher1109
1/8/2012 11:20:26 PM

Has anyone worked on a crack spread filter to short refinery stocks? Didnt see any anything in the forum, but seems like a good application for stockfetcher.
SF1109

stockfetcher1109
28 posts
msg #104331
Ignore stockfetcher1109
1/10/2012 1:46:27 PM

Since no responses here regarding a filter for the crack spread , here is a follow up:

Has any one had any experience trading based on the crack spread?

Since no filter info, I will move to general discussion.

sf1109

BarTune1
403 posts
msg #104347
Ignore BarTune1
1/11/2012 1:07:43 AM

There is a seeking alpha article titled "Tracking Crack Spreads" which suggests some plays using the etfs USO, UGA and UHN as proxies. Depending on the degrees of correlation, cointegration and divergence you might be able to develop a pair trading strategy.

stockfetcher1109
28 posts
msg #104352
Ignore stockfetcher1109
1/11/2012 8:41:30 PM

Thanks Bar- Ill check it out too, found a calculator and some otheer info. If you want the calculator let me know.
I am suprised there is not more interest in the crack spread here. Seems like a natural for a filter if I have ever seen one. I am a newb trader, Is the crack spread that obscure or is it meaningless? It seems the perfect thing to build a filter around. I have tried, I am just not able to do it. Tro, chet, georgia kev, no opinon on the crack spread? SF1109

StockFetcher Forums · Filter Exchange · Crack Spread<< >>Post Follow-up

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