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assuming no moves in credit, have a look at: -(ED?1 - 2* ED?5 + ED?9) to 2*ED?5-TUA just trying to get my head around this, latter part is the swap spread - can someone please explain to me why these two are moving together, what exactly is the 12m fly representing?

Hello Kind Sirs! How do all these concepts account for products that are heavily spread? Let me explain: I've been reading about 'auction theory,' which for those who don't know, is usually associated with using market profile & footprints to trade. There's a concept of 'fair value' which is...

Anyone know why currency indices are calculated with exponentials and multiplication? E.g. USDX = 50.14348112 × EURUSD^ -0.576 × USDJPY^0.136 × GBPUSD^-0.119 × USDCAD^0.091 × USDSEK^0.042 × USDCHF^0.036 What does this do differently from just coming up with your own weights and using addition...

try CLES1?1-CLES1?13 and set to continuous & spreadbar. Not sure what your data limitations are, but if this doesn't work just PM or email their support. They are solid. you are charting the exchange traded spreads? what happens when you chart that spread using the outrights? Yeah, that's...

Hello sir! If you're serious about spreading the unfortunately CQG is the only way to go (I say unfortunately because of cost). I can see you're using Sierra from another thread - it's a really good platform, but doesn't compare to CQG for spreading. You can chart multiple custom spreads and...