The Curve Advisor is a strategic commentary on the global interest rate markets, with a value focus on the Eurodollar futures curve.

Below are some recent commentaries from the CA View and links to popular areas of the site.  

There will be more content to follow in the coming months, including a new Basics section.

Probability Distributions of EDZ8

[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

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 [...]

2801, 2018

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 [...]

Probability Distributions of EDZ8

July 29th, 2018|Basics, Featured|

[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|Featured, Positioning|

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 [...]

A Caveman’s View of Bitcoin

January 28th, 2018|Economy, Featured|

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 [...]

The STIR capitals below will lead you to various sections of the site.

CA on the Chicago Merc

Check out our multi-part series on curvature trading applications on the Chicago Mercantile Exchange web site.

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Curve Advisor View

Find selected excerpts from the CA Newsletter and CA Forums.  Additional content will be added in the coming weeks.

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Rates Forum

The CA Forums discuss various topics related to trading short term interest rate futures.

Go to the Forum

Value on the Curve

I discuss where I see value on the Eurodollar curve, with a 1+ week delay.

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CA Favorite Trade

See some of our favorite trades from past quarters.  Additional trades will be listed in coming weeks.

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The Basics

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