The ACD Method

Discussion in 'Technical Analysis' started by sbrowne126, Jul 16, 2009.

  1. You referring to FLAT Mav?
     
    #11931     Jul 15, 2016
  2. Maverick74

    Maverick74

    No the NOB spread. FLAT I believe tracks the 2/10's.
     
    #11932     Jul 15, 2016
  3. Is that typically done as a 2:1? So sell 2 ZN and buy 1 ZB? I'll check that out. I've briefly looked into the yield curve spreads, but haven't spent much time on them for bonds.
     
    #11933     Jul 15, 2016
  4. upload_2016-7-15_13-46-33.png
     
    #11934     Jul 15, 2016
  5. chisel

    chisel

    ZN/ZB 2x1 NOB:
     
    #11935     Jul 15, 2016
  6. Maverick74

    Maverick74

    3:1 usually. The CME website has all the ratios for the various interest rate spreads to make them duration neutral, not vol neutral.
     
    #11936     Jul 15, 2016
    FCXoptions likes this.
  7. chisel

    chisel

    #11937     Jul 15, 2016
    FCXoptions likes this.
  8. SteveM

    SteveM

    http://intelligence.house.gov/sites/intelligence.house.gov/files/documents/declasspart4.pdf

    Off topic, but the 28 blacked-out pages of the 9/11 Commission Report have finally been declassified.

    Summary: Saudi Arabia played a major in the attacks. I would assume were are seeing this report finally declassified 13 years later because we no longer need Saudi oil due to massive increases in our domestic drilling.

    Shame they didn't release this 5 years ago...oil would've likely made a good A up and trended all day!
     
    #11938     Jul 15, 2016
  9. SteveM

    SteveM

    Breaking: Turkey just declared marshall law. Possible military coup taking place. Gold just popped $7, on the news. Islam is a 24/7 news cycle now.

    Update 4:34pm: TURKISH STATE NEWS AGENCY SAYS EXPLOSION BEING REPORTED AT POLICE SPECIAL OPS HQ IN ANKARA.


    Update 5:00pm: Run on Turkish banks
     
    Last edited: Jul 15, 2016
    #11939     Jul 15, 2016
  10. Maverick74

    Maverick74

    I guess those monthly Bond levels are going to hold after all.
     
    #11940     Jul 15, 2016