@bone thanks. This is super insightful. You certainly know your spreads.
Thanks @bone . My strategy would be just to buy long dated FF, short the 30 and sit on it for a year or two.
@globalarbtrader Yes, your definition is accurate. My bad. @Kevin Schmit Thanks for your insight, calculation and perspective. @maxinger...
Thanks @maxinger Thinking the ratio needs to flip Maybe something like 4ZQ:1ZB Reasoning is ZB is much higher beta
*calculating the ratio of ZQ long to ZB short.
By "balancing" I mean calculating how the ratio of ZQ long to ZB short.
Hi All. Rate traders, how would you go about balancing a steepening yield curve trade long ZQ short ZB?
Thanks for the response. Are you a programmer?
@patrickrooney @guru Thanks, super helpful. Can the user set the limit price of the second part of bracket order as percentage of the first...
Thanks
Thanks. I’m looking to buy the option at best possible price associated with the 9:30 opening print of the underlying stock. A limit order could...
Thanks. For most OCO orders where the contingent (secondary) order is a limit order, the limit price must be set ahead of time no? Not...
Etrade does not accept opening Market or Stop on Quote option orders are during non-market hours or within the first three minutes of market open...
Anyone know if it is possible in IB or any platform to create conditional orders where limit price of a secondary order are set based on the fill...
Pretty sure there are options value calculators available on the web that will show you that. So you might search google. If you are searching for...
After doing some research over the weekend, I don't think this trade's time has come. Maybe it happens, but wouldn't overly position a portfolio...
Is your question this: are the premiums for currency calls and puts of a similar expiration date symmetrically priced across equal deltas from a...
You clearly have a point of view that isn't going to change. Even when faced with data that disproves it, you've shown unwillingness to let it go.
My reasoning/guess is that as the value of equities rises, more margin debt becomes available. And the reverse happens when equity values decline.
The picture you're displaying suggests that margin debt is primarily a function of equity prices, not interest rates. Margin debt is far more...
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