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Welcome to the updated Curve Advisor web site.

Below are some recent (1+ week delayed) macro and micro commentaries from the CA Newsletter.

Pardon Our Appearance While the Site Is Being Updated.

Featured Views

A Caveman’s View of Bitcoin

January 28th, 2018|0 Comments

I’m not claiming to be any kind of Bitcoin expert.  I don’t know much… after all, I’ve been trapped in a block of ice all these years[1].  In particular, I have no idea how Bitcoin [...]

Many Traders have Never Seen…

December 24th, 2017|0 Comments

Have you ever heard that phrase “Many traders have never seen___”?  For example: Many traders have never seen a real vol spike. You’ve probably heard ad nauseum about how short vol (VIX) sellers will get [...]

Macro Views

High Yields and Equities

April 22nd, 2018|0 Comments

I ran across this chart yesterday (a retweeet from 13D Research and Bloomberg), and I thought it was interesting because we had some unusual price action Friday.  Normally, when equities drop almost 1%, you would [...]

Trade Tariffs Potpourri

April 8th, 2018|0 Comments

The markets are difficult to trade directionally with the markets whipping around on trade tariff headlines.  We have no significant competitive advantage in trying to guess the outcome.  There are a lot of people out [...]

Micro Views

Longer Term Fed Funds Are Back!

April 15th, 2018|0 Comments

For many years post-recession, the Fed Funds curve was dead.  Then as whispers of Fed policy normalization came around, the Fed Funds within 6 months started to come alive.  Then the Fed Funds within one [...]

The Fed’s Overshoot

March 25th, 2018|0 Comments

One of my former colleagues at JPM was a rocket scientist – literally.  We once discussed how for some corrective system models, you can have a situation where you overshoot before eventually settling to the [...]

The STIR futures capitals below highlight the main sections of the site.

The Basics

Coming soon… various topics of interest for beginners, including why NOT to trade futures.

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Curve Advisor View

Find selected delayed excerpts from the CA Newsletter and CA Forums.  Additional new content will be added in the coming weeks.

Go to the CA View

CA Positions

See some of our favorite trades from past quarters.  I may start posting an occasional CURRENT trade in the near future.

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CA on the Chicago Merc

Check out our educational multi-part series on curvature trading applications on the Chicago Mercantile Exchange web site.

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Interest Rate Forum

The CA Forum discusses various topics related to trading short term interest rate futures. If there is something you want to discuss or ask, this is the place to get answers.

Go to the Forum

Value on the Curve

See a list of where I see value on the Eurodollar curve, with a 1+ week delay.
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