Home Forums Main Forum CME article Part 3 is finally out!

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  • Curve Advisor
    Post count: 612
    #1090 |

    It took a while, but part 3 of the “Curvature Trading Applications” series is finally out. Here is the link: http://www.cmegroup.com/education/curvature-trading.html

    I have been told by a few people at the CME that this one is their favorite of the series so far. I wasn’t sure how it would be received, since it’s a different take on options. Let me know if you have any thoughts.

  • Laurent
    Post count: 7

    Hi Joseph,

    Thank you for posting this and for your contributions to the forum! Any hints on when the Part 4 (Market-Making) will be available by any chance?


  • Curve Advisor
    Post count: 612

    I wasn’t really sure what I wanted to write was that interesting, so I shelved it. The other issue is that there was no real compelling example. Also it doesn’t help that the earlier ones were very well received. So this one didn’t seem on par with the other. Let me think about it some more. I think once the year flies in the purples go back down, I may have an example. Thanks for giving me the nudge.

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