Does it matter? :D
+1. The last thing the world needs is more poorly thought out robots happily trading away with no supervision, totally ignorant of market conditions.
Many responses above seem to be missing OP's statement that he uses charts. A lot of these effects would show just fine on a chart. Now the...
It's not a single thing. It's a set of things that have to all be in place (at least to some degree) before you can be profitable. Some things I...
Fair enough - I'm confused, but I'll wait for a full explanation.
Huh? Last I checked TED was the Treasury-EuroDollar 13w spread. Not sure what you're talking about there. Also, last I checked all those...
This discussion is ultimately silly. The reason I'm not spreading 2s against IBMs is that I THINK THE BOND MARKET IS GOING DOWN. Given that, it...
Let's see what we have this morning... equities down 50 ticks, Sep 2s down a tick (!!!) Dec 2s UP a tick (!!!!!!!!!!!). But of course that's...
Re: the "CME is safer than banks" argument, I'm having a hard time buying that. I just can't see how CME's creditworthiness as a counterparty...
I expect the recent trading range plus a little to serve as a measure for the move down so I would expect we might break below the late July lows....
It's an interesting argument. I can't think of a single negative yield event that wasn't an excellent short opportunity though. Interestingly,...
Given that we had people all but trying to sell bonds in this thread a week ago, I'm thinking definitely so. Part of this trade's justification...
This is confusing the issue. In a situation where there are both speculative longs AND speculative shorts in roughly equal numbers, the roll is...
< 20 I can at the limits of reason imagine that in the cash market if you trust the Treasury more than any bank in the world, but the futures...
I'd have to re-read the contract specifications to be 100% sure, but I believe the zero-yield price on the CME 2s works out to 112. So your risk...
That's an accurate statement. I believe, especially related to the Sep 2s, that there are a lot of people who have to sell, and no one who really...
Look, it's pretty simple: the reason I'm short is that there's no buying from non-speculative sources. Bond funds are decreasing their exposure....
If you haven't figured it out from the rest of this thread, you're not going to figure it out now. I've long since put my money where my mouth...
You can be tired of whatever you like, and I'll take profits whenever I feel like. My eyeball guess is that I might see 109'08 before...
That's nice. And if price had moved against me, you'd sort of have an argument. But it hasn't.
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