>> I'm certainly willing to share what I do and how I approach Bond trading. >> How is going your methodology in this period? Thanks!
FYI, other ETFs for those prefering to play different parts of the yield curve. TLT: Lehman 20+ Year Treasury Bond IEF: Lehman 7-10 Year Treasury Bond SHY: Lehman 1-3 Year Treasury Bond AGG: Broad iShares Lehman Aggregate Bond Fund Thanks to the person pointing out TLT to me.
What slippage? Both The 10 & 30 year are usually 500-1000 + contracts a side. What are you trading, the mini?
what kind of size are these guys doing in this market? the guys in my office who trade this market successfully do anywhere from 50 to 200 lots but don't approach that figure on a daily basis...sometimes over economic releases or perhaps Greenspan speeches but I find it hard to believe that 150,000 grand a day is the norm for 'a lot of guys' in the T-Bond market, unless they are not prop. guys but institutional traders that perhaps trade the cash market in big size...
The <a href="http://elitetrader.com/vb/forumdisplay.php?s=&forumid=41">Misc. Futures</a> forum is where you'll find the people you're looking for.