Trading yield spreads

Discussion in 'Financial Futures' started by jokertrader, Apr 6, 2020.

  1. Just started trading yield spreads and having difficulty to replicate in SIM. Unfortunately, CQG does not allow trading in the 2 years, 5 years etc and thus cannot trade say the FYT or TFY etc. I like keeping track of fills using RTD but since i cannot trade these in SIM, its tough for me to analyze. I am using CQG to trade live currently.

    TT allows SIM trading but the fills dont seem accurate. Also the way TT shows Open P/L is weird and i am not able to tell exactly where i stand. This is the same issue in RTD in excel (unless i am doing something wrong)

    Would like some input from those who trade these as to how they keep track and practice. I develop some strategies, backtest them and then want to practice them in SIM but finding it tough to keep track and see if i am actually making money or not

    Note: Not looking to keep the positions overnight since thats even tougher to track with the reset every evening.
    Any thoughts appreciated
     
  2. Overnight

    Overnight

    That sounds like a question for @bone :)
     
  3. What do you perceive as "weird" about the display of P/L on TT? If you have a question about the TT P/L display, please submit a ticket and someone will be happy to assist you.
     
    jokertrader likes this.
  4. bone

    bone

    I don’t do anything with TT Sim, which was the OP’s question. My clients will email to me “paper” spread trades which we break down in great detail and clients track on a spreadsheet.