2025-08-13 20:30
IndustryCrude Oil Inventory Data Triangle ArbitrageHedging
Crude Oil Inventory Data Triangle Arbitrage
Hedging Model: Before the EIA crude oil inventory release, simultaneously go long XTI/USD (US crude oil) and short XBR/USD (Brent crude oil). When inventory declines exceed expectations, the spread between US and Brent crude oil typically narrows (e.g., on July 26, 2023, inventories fell by 6 million barrels, causing the spread to shrink from $4.2 to $3.1). With a 1:1 position ratio, close the position if the spread narrows by $1, resulting in an average profit of 1.8%.#SharingTradingMistakesAndGrowth#BrokerEvaluation
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Crude Oil Inventory Data Triangle ArbitrageHedging
Thailand | 2025-08-13 20:30Crude Oil Inventory Data Triangle Arbitrage
Hedging Model: Before the EIA crude oil inventory release, simultaneously go long XTI/USD (US crude oil) and short XBR/USD (Brent crude oil). When inventory declines exceed expectations, the spread between US and Brent crude oil typically narrows (e.g., on July 26, 2023, inventories fell by 6 million barrels, causing the spread to shrink from $4.2 to $3.1). With a 1:1 position ratio, close the position if the spread narrows by $1, resulting in an average profit of 1.8%.#SharingTradingMistakesAndGrowth#BrokerEvaluation
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