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That was a big day in yen and usd. Metals , grains, softs ...big day. Go with follow through on this IMO. I dont think this is throwing darts at low probability reversals. GL.

People in hell want ice water!

I bet ONE dollar.

And then by Jun,2015 there is an expected .25% fed funds hike? I dont know how to figure out the probability of this but present GEM15 is about .55% with small risk premium. So we tighten more into this flattening 2yr/10yr note spread. Things must be pretty good.

Isnt trading education at least as worthy of "buyer beware" as is the entire racket of residential real estate sales? Who hasnt checked "dont know" on the questionaire regarding basement water or insects. Who hasnt done their own electrical, plumbing , construction work without permits and with...

Appreciate your response, Thanks.

So, Garachen comments to the effect that in the process of working with Bone "you may brush up against a 500k/year idea". Something that he has never seen discussed publicly! Since there was zero follow up to this..... Well , Garachen, Sir, would you please PM me as to what this idea is...

You could be a manged futures guy, i dont know. But, explain why daily bars using exchange traded and custom eurodollar and treasury futures spreads is not appropriate. Seems the latest large multi week price swing in rates is about 30bp for the more aggressive spreads. Thats about $750 per...

I fairly and openly represent an amatuur homegamer on ET with possibly age/experience on my side. I would love to learn more about spread trading. I would love access to Bone's models and spread confiurations. I would love to pay about $250 for access to this. I know this will not happen I...

Beggars cant be choosers. Without making corrections to missing data, i can download only 6 months of historical data from Quandl. This was for 2,5,10,30 treasury futures and eurodollar futures out to 2020.

The Scots would invade Lower England Thursday!

Who is Linda? Is NoDoji famous? I think she is Gary B Smith.

A Poll at the pub is different from a poll at the hearth. Little Angus needs porridge and biscuits. Along with JYel reversing treasury yields mid week it could be a good week for risk. Or not.

Thank you, very helpful. I downloaded a couple (edh2016 and edh2017 contracts) and did find 2 obviously bad data points in a long series of prices from 2007. They were 5.x implying a yeid of 95%. so, I see what you mean. thanks again.

A few days into emerging market equities and currencies correcting/leaving these countries. India,brazil,vietnam,thai,malaysia,singapore etc... In conjuction with treasury yeilds rising this could mean something. Currency land is important isnt it. Thanks.

I am looking for free historical data for eurodollar futures contracts. I use VBA to organize text data into files. I have found a downloadable Excel add-in to get free, shared historical data from Quandl. Can anyone comment on Quandl data accuracy, and/or other issues and specifically on...

What? Those are average Samoan children , eating big, prepping for an NFL career. You can see someone stole and fry and he is delivering fair and last warning. Those boys will kick your ass.

This is a 4 year weekly chart that nets four positions. Long both SPY and FXE(euro) and short both QQQ and FXI(china market). Another way to look at it is to buy the spread FXE/QQQ and sell the spread FXI/SPY. Or, simple diversification with two longs and two shorts. it is somewhat intuitive...

Which led me to http://www.essex.ac.uk/ebs/research/efc/seminar_papers/fx_lsarno.pdf Damn i wish i learned this stuff a hundred years ago. Thanks.

Liquidity taken when it can be? Taper, tightening, disinflation, deflation, unwinding risk, are all flashing in USD,Gold,Oil,Bonds. Does not match a lot of US economic data spewing forth. But, if the market is a discounting mechanism reflecting forward prices and forward conditions today then...