• Oliver replied to the topic General Market Chat in the forum Main Forum 1 year, 7 months ago

    Hi CA,

    I had a question about using ED’s as a proxy for trading the US yield curve and hope this is the right place for it.

    I read an interesting blog which discussed potential steepner trades on the 2s10s and 5s30s as the yield curve continued to flatten. The trader was looking to hold this for some time as a macro play and another trader asked…[Read more]

  • I second CME Direct. I know of a pretty popular FCM in Chicago that offers it – a quick google should help.

    Other than that the only other one not mentioned here is PATS Pro-Mark. Used that but prefer TT.

  • Oliver replied to the topic Data Set Methodology in the forum Main Forum 3 years ago

    Thanks Joseph it’s been a great help,

    Point 1 was surprisingly helpful, even after all these years I didn’t know you could use generics like that past ED1, so that has saved me a great amount of hassle! I know have the data pulled in a much simpler way.

    Point 2 I’m having trouble with trying to get too much data in one graph it seems. I…[Read more]

  • I realise you discuss the scatter plots and other graphs in the ‘Data set methodology’ thread. Perhaps my Q (inc this) is best moved to there.

    As an update, I spent some time toying with BBG and pulling data in using the excel add-in. If anyone finds it useful, I found a way to pull data using a semi-quick method. The following was done on the…[Read more]

  • I realise you discuss the scatter plots and other graphs in the ‘Data set methodology’ thread. Perhaps my Q (inc this) is best moved to there.

    As an update, I spent some time toying with BBG and pulling data in using the excel add-in. If anyone finds it useful, I found a way to pull data using a semi-quick method. The following was done on the…[Read more]

  • <cite>@Curve Advisor said:</cite>I posted the above chart mainly just to show that a spread has some correlation to the level of rates in this environment. In all my charts, the last close is shown as a black dot. So I thought to myself, that the point looked very low, compared to the level of rates, and I wondered if there was a trade here……

    [Read more]

  • <cite>@Curve Advisor said:</cite>I posted the above chart mainly just to show that a spread has some correlation to the level of rates in this environment. In all my charts, the last close is shown as a black dot. So I thought to myself, that the point looked very low, compared to the level of rates, and I wondered if there was a trade here……

    [Read more]

  • Oliver became a registered member 3 years, 1 month ago