Excellent point, there are indeed 3 components. My rationale was we have had recently run in usd and zb, jpy was dumped - so why not bet they will...
I knew you'll like it :)
ZB caught down to JPY somewhat in Friday's session. Unfortunately I traded them separately, not how I planned in the beginning. Good new - I've...
Update - so far parts are moving in right direction. Although I'm just lucky in this case, didn't short ZB since was too busy with shorting...
I'm short index futures, yen and some other futures. Going to short 30y bond, and idea behind that is the divergence between JPY and ZB (ZB is...
1245, thanks for the information. I probably just need to talk to IB and get all the details.
Why, isn't futures just another type of security? They said we don't offer PM accounts in Canada, only standard reg-T. Opening corporation in...
Hi trading gurus, I'm using IB, pricing is probably the lowest in Canada, but recently I learned they don't offer portfolio margin. Questions:...
bone, thanks I'm using iqfeed data (the chart was from TOS). Just tested quickly in Excel: from Jan 2012 TNX and /CL have correlation 0.72 (I...
That's correct, there are different pairs well correlated with rates (or fx futures with the equity indexes) or what not. I don't think it...
At some point regime will change, no doubt. Btw, on intraday basis (5-8 days intervals) its better correlated (the spread is 2-5$).
That's funny
Hi, I'm looking to do some arb on Crude with 10Y Note futures. They have been moving in a lockstep from the beginning of 2012. Regime has been...
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