There are many variations of the yield curve to trade, and it can be confusing which is the right one […] Read more
In a previous post on Yield Curve Trading I list all the popular yield curve spreads that institutional and professional […] Read more
When we speak of hedging, what we’re really talking about is a pairs trade, where we go long one asset […] Read more
Yield Curve trading using futures has been the bread and butter of large institutions and professional traders for decades. This […] Read more
Statistical Arbitrage is a pairs or spread trading strategy, predominately used by hedge funds, investment banks, and professional traders. The […] Read more
I was trying to explain leverage using futures to my wife. I used terms like Notional and Big Point Multiplier. […] Read more
A futures contract has an expiration, and upon expiration there are costs and obligations associated with the settlement of the […] Read more
Treasury futures are standardized futures contracts used to purchase US government notes and bonds for future delivery. When you acquire […] Read more