Fwcurves Support for analyze module

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Jarek Dudek
 
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Joined: Thu Jan 29, 2015 5:37 pm

Fwcurves

by Jarek Dudek » Fri Jan 30, 2015 5:32 pm

Hello! Can you explain me how you calculate Deseasonalized forward curve? As I understood you compare current price of forward curve and seasonal price (for 5/10/15/20 etc.).
DFC = FC +(season price - current price of first month (second etc.))
If I misunderstood please correct me!

Roman
 
Posts: 124
Joined: Tue May 14, 2013 12:59 pm

Re: Fwcurves

by Roman » Fri Jan 30, 2015 6:30 pm

Hi, DFC calculation is described in this document:

http://www.kcl.ac.uk/nms/depts/mathemat ... an2008.pdf

Nick
 
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Joined: Fri Oct 25, 2013 1:13 pm

Re: Fwcurves

by Nick » Sat Aug 15, 2015 12:48 pm

SA Team,

I just wanted to thank you folk for including the de-seasonal curve! It's very powerful and a great indicator to how the curve is really behaving.

Good work!

N

Roman
 
Posts: 124
Joined: Tue May 14, 2013 12:59 pm

Re: Fwcurves

by Roman » Sun Aug 16, 2015 6:54 pm

Thanks Nick, good to hear that you use it and find it useful!

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