Good luck! I'll be following your progress. I also agree w/y on the FF rates. When did you enter that trade?
Actually, per the tutorial I posted above, you don't erode "all" of your interest earned, just the "long term" portion. Here's what the tutorial...
This cme tutorial explains it pretty well: http://www.cmegroup.com/trading/interest-rates/files/Understanding_US_Treasury_Futures.pdf...
what does that mean? I know duration, but convergence on duration.....??
Atticus, yes indeed price of bonds and interest rates share an inverse relationship, and the data that I'm looking at show that clearly. But...
There's an ETF for that.. Well, ETN's actually - though they allow you to trade the direction of the change in the yield curve and do not offer...
Just found this website/source of data...all free! http://wikiposit.org
I've noticed that when the yield curve is inverted, that the t-bill futures chain also inverts (goes into contango). Why is this?
Thanks Ficktrader, Indeed, notwithstanding the credit risk of the government, my question to the forum is about the mechanics of rolling...
I've been looking at treasury note futures as an additional asset class. The attached chart shows the 10 Year U.S. Treasury Notes Continuous...
Anyone know why there is so much volume on the vix options? Who uses it and why?
On the topic of backwardization, it seems that equity indices and their futures contracts are in backwardization. I've not been able to find any...
I rolled a few 401(k)'s and my Roth IRA all into one account at TDAmeritrade and then transfered to IB in a margin account. That's the...
That's where I'm leaning too. The strategies outlined in his research are interesting and should I use them, I want to make sure I'm doing it right.
How about this method? : Use a very simply trend following system and observe the equity curve it produces. When it is moving up, you are in...
In his book, "What Works on Wall Street", O'Shaughnessy mentions small cap stocks and offers strategies to use that out performs the markets....
I think the idea (fear) here is that banks aren't 'banking' anymore. They are just sitting on thier money. No credit = no business. That being...
Not too many more days and the Dow will be at zero. This can't last too much longer (downward trend) before we hit bottom. Not to imply that we...
Anybody make any progress with this concept? (Monty Hall problem applied to trading). I'm really doubting that there is any applicability but I'm...
How about The Pump Station in Albany? Great micro brew and burgers. Easy to get to from highway.
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