Crack Spreads

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Bollinger
Senior Member
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Posts: 40
Joined: Wed Apr 16, 2003 2:42 pm
Location: New York City

Crack Spreads

Post by Bollinger » Sun Jul 11, 2004 6:07 pm

Does anyone have experience with systems to trade crack or crush spreads? Intuitively I would assume these to be mean reverting markets and my research has backed this notion up, at least in the crack spread context. I'm interested in hearing of others' experiences.

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