Saliba does a pretty decent job on “short” or reverse calendars in here - 'Option Spread Strategies: Trading Up, Down, and Sideways Markets' by Anthony J Saliba… http://bit.ly/
Hope this helps
Ken
From: OptionClub@yahoogro
Sent: Sunday, December 20, 2009 7:15 PM
To: OptionClub@yahoogro
Subject: [TheOptionClub.
I was going to ask if anyone knew the authority on reverse
calendar spreads. Now that I've researched it, I'm lucky if someone here knows a trading book with even 'ONE' chapter devoted to this spread and it's adjustments. Not one trading book on amazon has a book with a chapter on this spread strategy. I sincerely appreciate any warning concerning this very unfavorable style of trading. I believe 99% of those comments are coming from a good place. Regardless of this fact, I would still like to study this strategy in more depth. If anyone can answer this, I'd be very grateful.
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