Real-World & Alternative DataExtended setwaiting_dataNew
Ag Basis Signal
Updated weeklyData needs: mediumlong onlyshort onlylong short
paper
2017
Source
Adjemian, M.K., Bruno, V.G. (2017). "Basis Volatility and Spatial Equilibrium." Agribusiness, 33(3), 379-396.
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In plain terms
Farmers selling grain at a premium over futures → tractor/seed names rally; food processors get squeezed.
How it works
Cash-minus-futures basis spike → physical scarcity; long farm-input/equipment, short crush processors.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- USDA grain basis
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 50-150 bps
- Tested over
- T+0 to T+45d
50-150 bps over 30-45d.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
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