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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

Q2 Preview

April 1st, 2018|0 Comments

We could see extremely interesting price action this quarter.  There are a number of catalysts we had been anticipating in Q2.  Let’s look for opportunities in the next week or two in the following areas: [...]

Equity Regime Change?

February 11th, 2018|0 Comments

I’m not one of those people constantly calling for an equity correction.  Last year, when everyone was on the “October crash” bandwagon, I said while this was possible, that seemed liked a crowded trade and [...]

Micro Views

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 [...]

Fed Meeting Thoughts

March 18th, 2018|0 Comments

There are so many wacky things going on with Eurodollar futures, from libor blowing out to Kong buying EDZ8-Z9 in unprecedented sizes, that it’s hard to get a good handle on what is going on [...]

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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