Interest rate futures/Stock Mkt Spread

Discussion in 'Index Futures' started by links, Jan 29, 2003.

  1. links

    links Guest

    It seems very often Interest Rate Futures and the Stock mkt go in opposite directions. Slow economy good for Bonds but not for the stock mkt. War news, flight to quality, Bonds rally while emini futures sell off...

    If you look at the ES chart, they made a high between 1/13 - 1/15 of this month. This corresponds with a bottom in the 10 yr T-Note futures. There a many similar instances if you compare the two charts. Just look at todays mkt action, stock rallied and T-Notes sold off.

    I believe there maybe some merit in trading the spread based on 15 min or 60 min chart. I have been playing around with different ideas about how to capitalize on this, but haven't found a good way to trade the spread.

    Just wondering if others have any thoughts.