The ghost of Bachelier lives. That is the arithmetic spread: the historic geometric spread is considerably different, and if anything, suggests...
The never-ending US demand is no longer being fueled by internal economic development as it was immediately after WW2, when the capability...
They were discontinued in 2001, but the decision was made several years before. The reason was simple: the Clinton administration, in conjunction...
Of course, and under the scenario in question it is nothing more than the trading of a breakout against a fade. There are no derivatives involved...
There are only two things intraday blackboxes can do: fade ST breakouts, or take them. Both are dependent on the "right" macro volatilty regime,...
Sounds like a homebrew faux-MM system. Be very very careful, such systems coming online right now are grossly overfit and will get slaughtered now...
Skinny Puppy - Assimilate, Glass Houses, The Choke Front 242 - Funkhadafi, Take One, Commando, Hey Poor Jesus Is Here Portion Control - Raise...
Making the case for shorting US bonds is easy, and you make it eloquently and succintly. Making money doing the actual shorting, however, is a...
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