recommendation for bonds resources,please?

Discussion in 'Trading' started by yoyo2000, Oct 8, 2007.

  1. yoyo2000

    yoyo2000

    hey,your guys,i'm looking for some good web or blog or other resources for fixed income market(trading,analysis are both ok),could you please give me some help?

    regards.
     
  2. I remember noticing specific corporate bonds do not trade every business day. It is difficult, maybe impossible for me to obtain or make records of daily price data or graphs of daily price data for corporate debt issues. US Government bonds and notes are more often traded and I might find price data. There is a problem in that a 10 year treasury note, one year after issue is now a 9 year treasury note and I might not find price data for a 9 year treasury note .

    My solution is to trade tnote or tbond futures using futures market price data. Futures prices are published and available. I splice individual contract price series together to make a continuous price series for trading system development.

    AGG stock price history might have some value http://finance.yahoo.com/q/hp?a=09&b=6&c=2002&d=09&e=6&f=2007&g=d&s=agg

    AGG is a bond fund.
     
  3. yoyo2000

    yoyo2000

    thanks,do you know some resources that monitor and analyze the bonds market's structure,including treasury,t-bill,t-note,corporate bonds and other bonds(for example,MBS,ABS,ABX...)

    I think,inter- and intra-market's relations should be useful for trading.

    but i have no ideas on how to monitor and analyze these relation.

    could you,or other elite traders give me some help,please?

    regards.