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  1. why does a 12m eurodollar fly move with teh swap spread

    assuming no moves in credit, have a look at: -(ED?1 - 2* ED?5 + ED?9) to 2*ED?5-TUA just trying to get my head around this, latter part is the...
    Thread by: Jonathan Weissberg, Sep 17, 2019, 5 replies, in forum: Financial Futures

  2. relative value & spreads vs. auction theory, market profile and all that

    Hello Kind Sirs! How do all these concepts account for products that are heavily spread? Let me explain: I've been reading about 'auction...
    Thread by: Jonathan Weissberg, Sep 17, 2019, 17 replies, in forum: Trading

  3. Currency Index Calculation / Relative Value

    Anyone know why currency indices are calculated with exponentials and multiplication? E.g. USDX = 50.14348112 × EURUSD^ -0.576 × USDJPY^0.136 ×...
    Thread by: Jonathan Weissberg, Dec 12, 2018, 4 replies, in forum: Forex

  4. My energy trades

    try CLES1?1-CLES1?13 and set to continuous & spreadbar. Not sure what your data limitations are, but if this doesn't work just PM or email their...
    Post by: Jonathan Weissberg, Nov 13, 2018 in forum: Commodity Futures

  5. My energy trades

    Hello sir! If you're serious about spreading the unfortunately CQG is the only way to go (I say unfortunately because of cost). I can see you're...
    Post by: Jonathan Weissberg, Nov 13, 2018 in forum: Commodity Futures
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