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