You can model the curve. You can't model flat price effectively. Monthly A up for Z contract is 3.34 and QTR is 3.37.
Thanks so you buy/sell the curve in some respect based on ACD system ? Curve meaning bull spread/ bear spread ? What month spread represent each
Yes, I use ACD as part of the valuation of the forward curve. It's kind of complicated so I don't want to get into it much here because I'll just keep making it more complicated if I tried to explain it. Forward curves are are fundamentally driven and therefore easier to model. ACD does a good job of providing bias for flat price and works fine there.
Trump's Treasury Secretary appointee said today that Fannie and Freddie should exit government control. Blast off:
I'm in it from the low 2s...but it's a small position/gamble. This stock is starting to look like DRYS...lol
Does anyone out there know where I can track or find historical data on the premiums for ATM spy options over the course of a time period?