Algorithm on Spreads

Another way to harness the power of computing. For those who do not like the volatility of an outright position, you can trade the differential between 2 or more contracts. How do you know if there is an edge and whether to go long or sell short the spread? This website provides all the research and backtest for you. Really saves you all the time to do the data mining and computing. Here's their free giveaway strategy for September month, go long on CBOT SoyMeal Dec16 short Mar17 spread, exit by end of October.