Prepared for John P. & Kaitlyn I.
Crude Oil CLH7
Daily
Here's a fun example of a hypothetical trading desk. Let's assume "Spread 'Em Capital" generates a large portion of its PnL from high-win-rate arbitrage and fundamental positioning, which tends to produce relatively stable return streams. Let's help a trader named Gordan design a trading framework to complement this approach by improving participation in rare macro-driven tail events and give them some positive skew.
Slide 1 of 7