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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

ED-FF Spread

May 8th, 2017|0 Comments

[From time to time, I will post trade-related commentary from the web site.  The EDM7-FF spread collapsed the following week and this trade thought has resulted in one profitable trade and the second order effect [...]

Widen Your Trading Horizons

March 13th, 2017|0 Comments

One of my pet peeves about trading is how the general trading population can only think in terms of “up or down.”  As a result, people tend to under-appreciate market commentary that is not related [...]

Macro Views

The Long Term Treasury Rate and Fed Funds Target

September 3rd, 2017|0 Comments

Last week, Kaplan suggested that his long term neutral FF rate was closer to 2.5% than 3%.  I’m going to assume that his dot is going to be at 2.625% later this month.  This got [...]

Cute Fact – Years Ending in 7

August 27th, 2017|0 Comments

There’s a cute statistic going around that in the second half of years ending in 7, the equity markets have had poor returns: 1987 (Black Monday), 1997 (Asian Crisis), and the 2007 (Financial Crisis).  Whaddaya [...]

Micro Views

Cute Chart – QE “Caused” Rates to Rise

August 27th, 2017|0 Comments

A cute chart that has been going around is this idea that QE caused rates to INCREASE.  Therefore, tapering should cause rates to DECREASE.  <crickets>  As absurd as this sounded, I had to whip out [...]

Bearish Market Developments?

July 30th, 2017|0 Comments

We are now in an environment where we have growth, but no inflation.  This is great for businesses and consumers.  This is not so great if you are a trader, as we could just sit [...]

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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