Anybody else short US 30 Bond

Quote from Algo_Design_Kid:

I've been doing a lot of work on the 10 Year Note lately. Unfortunately, I only have the last 1 year and change for data. Resolution only to 1 minute at best as well, not tick data.

It seems like 2009 was a great year for volatility in this market and 2010 rolls around and it just disappeared? Nothing in the way of range at all.

I haven't really had a chance to look at 30 year yet, but from a historical perspective was 2009 just ridiculous volatility in the bond market and definitely not the norm? Akin pretty much to early 2009 vix levels in equity markets? etc.?

Would you call this normal volatility in bond markets right now (2010)?

Thanks.
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http://www.cmegroup.com/market-data/reports/historical-volatility/10yr-treasury-note-volatility.html
 
Quote from Ronin08:

Told you BONEHEADS ! , the 30yr is going DOWN, you don't listen do you, LOL
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Hmmm. Just re read this thread from October 2008 and this Ronin08 guy made several calls and was never wrong. Hmmm..
 
Quote from Algo_Design_Kid:
great link.
The only problem I guess now is how can I implement this statistic into an automated strategy? Guessing there is no "bond vix".
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There is a "bond vix". It's called the Merrills MOVE index.
 
I think it was invertedCurve who mentioned that correlations (obviously historical ones) have not been working at all lately.

Having been successfully trading for a couple of years now several of my correlation-based strategies are struggling big time (actually I know for a fact that I am now alone on this one) and was just wondering if people using similar strategies believe this is just temporary or fear (?!) that the market has fundamentally changed (which most likely will happen at some point... or has just happened)...

Looking back i remember that the chaos after Lehman went down was similar, though it was over after a few weeks and even then the movements were not as aggressive as the current ones...

Just wondering if people have noticed a similar pattern...
 
Quote from Martinghoul:

What iz zis? NOB or NOL?
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cash NOB 104.6 bp high coming off now. damn there were some high stepping stop seekers at 9:04am 30,996 Zn trade from 123.12 to 16 in a 2 minutes! I was short @15 but I waited and got em back lower...
 
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