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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

Probability Distributions of EDZ8

July 29th, 2018|0 Comments

[Below is a Trade Thought essay that discusses a real-world application of the options article I wrote for the CME]   This will probably be a multi-part series.  This week, I wanted to discuss the pricing of [...]

Inverted Yield Curve

July 1st, 2018|0 Comments

Some of the FOMC members have been saying they don’t want to invert the yield curve, but sections of the ED yield curve have already inverted.  For the past few weeks, EDH0-H1 spread through EDZ0-Z1 [...]

Macro Views

Market Reactions

July 22nd, 2018|0 Comments

Last week, we had Trump causing waves with this Putin meeting, and ending the week talking about tariffs on ALL of our imports from China.  We had the following weekly reaction from the markets: S&P [...]

My Tariff Central View

July 8th, 2018|0 Comments

The markets just don’t seem to care about the trade tariffs.  Stock have been chopping around in a tight range, and the front end of the FF curve is pricing in roughly the same amount [...]

Micro Views

Tails and Options Pricing

July 29th, 2018|0 Comments

In a headline dependent market, things can change in a hurry.  We saw some of this last week, as we had surprising progress in trade talks with the EU.  We could get a number of [...]

Surprising Central Banks and the Curve

June 17th, 2018|0 Comments

After a number of snoozer central bank meetings, we had several surprises from the Fed and ECB.  These surprises have caused a number of minor regime changes on how some local parts of the ED [...]

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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