1000001418672019-12-25 21:01:31
100000141867video told when the market is in backwardation，roll return will be positive，but is that also the case for investors with short position?
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Johnny2019-12-25 23:16:53
JohnnyHello.
The reverse holds true for a short position in futures,so the effect of the roll yield would be positive in contango and negative in backwardation.
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