UK vs US 5y5y with futures

Discussion in 'Financial Futures' started by Eurokopek, May 23, 2015.

  1. i960

    i960

    Can personally attest to luckily avoiding being crushed by WTI/Brent mean-reversion spread trading. I had a 4 lot position that I halved which then eventually made my losses back and about 200 (aggregate) ticks profit. Even though I made money I probably shouldn't have gotten in the trade.
     
    #11     Jun 2, 2015
  2. Europek..

    there is a medium term gilt future you can use which is roughly 5y duration. very illiquid, but the option is there for you since you are in a long-term macro set up.. there is also a short term duration gilt future as well. i use both all the time for long term strategies.

    .. bid ask spreads "rarely" touch so.. just use a program to execute automatically when b/a spread narrows to a "somewhat" favorably slippage level.

    if you want to be active.. forget about it.. daily-plus time frames only do to lack of current participants.

    & just one quick thought although you already know this.. uk shorter term durations can really move too!

    good hunting
     
    #12     Jun 9, 2015