Recent content by darkspirit

  1. D

    Most traded stat arb pairs among futures

    Thanks. Here, +ZN-10y+ZB by 10y you mean the 10y cash, I suppose?
  2. D

    Most traded stat arb pairs among futures

    Any idea what these might be? Anything specific in the fixed income world? I am looking into intraday strategies, holding times up to an hour or so.
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