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what are the mechanics behind building the Euro strip.. Where do you derive the weights from.. Does it change.. where is the equation.. What does it represent.. So you say the "quick and dirty" implies risk associated with what.. "non parrallel shifts in the terms structures? or is it just...

I don't know how many times, i've heard.. oh you have to be "big" to trade that market.. And the more I learned about it, i found a way to express a similiar view and manage the ancillary risks associated with being smaller.. May ever rock be turned over, and everything i have learned might...

Yea cause Mac was talking 450... Which can't be referencing the combo you just displayed

What's the margin... Do you know..what's innit?

Geez thats gotta end up with alot of margin no?

wheres your stop?

What's a proper strip of Eurodollar

Plot it yourself with R programming.. You'll be obligated to look at the data only in the way they present it to you with a third party software..

I was actually not posting it for you.. for others following.. But no worries. :) In the documentation here.. http://www.cmegroup.com/trading/interest-rates/files/Eurodollar_Futures_Interest_Rate_Building_Blocks.pdf bottom of page 18.. "Quick and Dirty" TED spread.. Buying 1...

Well that's good.. any research is better then no research... I in the past always shot from the hip, and did all the quantitative studies after i lost money..

It works untill it doesn't.. Have you seen what your book will look like going through a 2008 or even 2011? were you trading then

There's an interest rate implication more in leaps... But leverage mostly.. And yes people trade leaps

big move in CL for the beginning of the month... In and out of a front bear fly for +.10 over night even though the price went directly against me..

You can't trade pure volatility with options.. Unless your gonna delta hedge there's no way to extract the volatility the options represent. So then your PNL is directly related to how well you hedge. When you trade options without a D1 hedge you imply a directional bias.

+ SLD 1 CL - (1) JAN14 + (2) FEB14 - (1) MAR14 Combo 0.15 USD NYMEX 10:33:01 out for +.10 even though the underlying shot straight up, made .10 cents on the bear fly

Good luck

Why are you asking all of us.. According to you we don't understand..

How would most effectively do that.. Call calemderwith delta hedging...or....

Watch the video I posted ... Advantage futures posted it... Its CME group explaination

from this video.. i'm seeing the treasure bill exposure leg being derived from ZT or ZF... take a look .. http://www.youtube.com/watch?v=mhTXNLwcpOk