Trading the bond market

Discussion in 'Financial Futures' started by jmhunter, Nov 23, 2011.

  1. jmhunter


    Anyone have a good recommendation on a primer of this market? I've traded nearly everything, except bonds.
  2. Tuckman "Fixed Income Securities"
    Antti Ilmanen "Understanding the Yield Curve" series of papers
    Burghardt, Belton et al "The Treasury Bond Basis"
  3. Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha looks interesting anybody read it as a primer?
  4. GGB


  5. It's not bad, although I am not sure I would call it a "primer".
  6. bone

    bone ET Sponsor

    Find a Bloomberg sales rep and ask her how her biggest clients in Manhattan and Greenwich trade the rates.
  7. Whatever makes you think that the BBG sales rep will have a slightest clue? Emphatically not the case, in my experience.
  8. bone

    bone ET Sponsor

    Well, because I specifically used the term "her". All of the Bloomberg female sales reps I have seen are smoking hot, and it would be quite a show for the OP to ask an attractive woman to produce the Euribor / OIS spread page. At least in my dull world.
  9. Hmmm, must be some sort of a US thing... Been a total sausage-fest on our end, for as far back as I can remember.