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- 2011-7-11
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- 2013-9-12
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Roll Yield is basically just an increase/decrease in price that occurs when a particular security is "rolled" into a new futures contract (instead of trading in the futures contract or letting it expire).
Contango = Negative roll yield (bad)
backwardation = Positive roll yield (good)
The aim is to achieve the highest roll yield possible. |
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发表于 2011-7-11 19:55
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