Any using Treasury OTR Yields to trade equities ?

Discussion in 'Strategy Development' started by ctarmor-et, May 7, 2008.

  1. I am trying to come up with a day trading strategy that looks at on-the-run tsy yields as part of my algorithm.

    Does anyone uses them as inidcators to trade equities ? Whether index or single stock ...
  2. No. Equities and treasuries don't consistently correlate closely enough. You may be better off comparing treasuries to other treasuries instead.