Colin Bennett ran equity derivatives research at a large bank and wrote the handbook his clients kept asking for. Then he put it online for free. It is the clearest thing in print on term structure and skew, the two things a calendar trader needs to understand. The printed copy is on Amazon if you want it on the desk.
👉 Download the Free PDF │ Back to the Reading List │ The Elite Trader Program
Below the line, for Pro and Elite Trader members: the chapters we use, the five ideas I took from it, the chapters to skip, and the module it prepares. Elite Traders read the book, then work that module with me one-on-one, on their own positions.
