What is the definition of "significant" for you?
Anybody else short US 30 Bond
- Thread starter richard_m
- Start date
I'm sorry, Martinghoul, I should have been clearer.
HFT is just getting started in stocks here, and lacking first hand experience we only know what we've heard here and there. His concern is if HFT is being done in these contracts to the extent that it makes execution quite difficult when placing orders at Best Bid/Ask 1 to 3. He is not a scalper, and is not placing very large orders. So maybe HFT shouldn't even be a point of concern for him?
Hope this is clearer, and thank you for your help.
Newbie question here:
This afternoon, the 30 year futures (Sept) were rising EVEN THOUGH THE /ES was rising also.
I thought then the 30 year rises, the /ES falls!
Why did this happen? Is the ES going to drop Sunday night? Is ZB going to drop sunday night? Or are both going to keep rising.
If both are going to continue rising, WHY? I thought this wasn't supposed to happen!
This afternoon, the 30 year futures (Sept) were rising EVEN THOUGH THE /ES was rising also.
I thought then the 30 year rises, the /ES falls!
Why did this happen? Is the ES going to drop Sunday night? Is ZB going to drop sunday night? Or are both going to keep rising.
If both are going to continue rising, WHY? I thought this wasn't supposed to happen!
Anything and everything is possible. There's no rule in the mkt that promises a negative correlation between bonds and equities 100% of the time.
Today's a good example: ES and ZB are down, ZN is up (10:45am CT). You also need to watch the US$.
I've found the inverse correlation is strongest for short time periods on events and economic news releases -- jobless claims, GDP, etc. ES and Treasuries immediately go in opposite directions. Usually the 30Y/10Y are good counter-trend plays for a couple of minutes. Otherwise, it's best to watch, but not rely on, the correlation.
lol. Whatever happened to this guy?