Junior Trader

Discussion in 'Professional Trading' started by Bazman, Mar 9, 2008.

  1. Bazman


    There are loads of "quant" type books that take you through the mechanics of fixed income pricing, thery are great, but I am really looking for recommendations on books that focus specifically on fixed income trading. There doesn't really seem to be anything out there?

    In particular I am interested in the various spreads you can trade like Euro 10-30 box vs OAT or bund. The drivers behind these spreads and the strategies one can use to maximise any mispricing.

    Also a volume focussing on trading zero's would be excellent too.

    Other than that any links to up to date research on the fixed income market would be much appreciated.

  2. I would also be interested in the same if anybody has any suggestions.