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Posts by "thibaut"

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Thibaut
(Lausanne, Switzerland)
   
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Thibaut
Lausanne, Switzerland
Posts: 2
14 years ago
Jul 15, 2010 12:42
In Thread: Gold, Oil & Indices (Equity & Bond Indices)
@ Catnip

do you know the reason(s) why there is a decorrelation between two Futures (same unedrlying) with different terms (July and September for example) ?
When I say decorrelation, i mean when one goes up, the other goes downwards.
Thibaut
Lausanne, Switzerland
Posts: 2
14 years ago
Jul 14, 2010 13:14
In Thread: Gold, Oil & Indices (Equity & Bond Indices)
Hi everyone,

do you know the reason(s) why there is a decorrelation between two Futures (same unedrlying) with different terms (July and September for example). When I say decorrelation, it means that when one goes up, the other goes downwards.

Thx
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