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You’re mistaken about using such a radical duration difference between SR/GE as a substitute for convexity.

Shane has just started his own Trading Academy!!!

https://languageofmarkets.com/stay-in-touch/

Thanks! Strange thing I noticed looking at SOFR/ED spreads on Reuters. The inter-contract spreads had the same expiries (Z/Z, H/H, etc). But SOFR is averaging a realised rate and ED is forward looking. Looking at the correlations for example Dec SOFR contract vs Sep ED is a touch higher than Z/Z or U/U. So that would make sense. So, if I am right, SR3U20/Z20 would correspond to GEM20/U20. Or am I somehow mistaken?

Peace be with you

I'm Natasha,(nice to meet you) please kindly contact me via email
(rn.romaric@gmail.com)
Thanks.

Hi Spreadprofessor, do you think it is too early to get one's feet wet spreading Eurodollars against SOFR? Volume is still thin but picking up. The 3 SOFR curve is kind of covered 1.5 years out but still looks thin. What are your thoughts?

Hi Padu, how are you? My name is Sergio.
I read your post 714, I do not understand very well English, I find little documentation in Italian to understand "order flow".
I work with DOM of Sierra
You can help me find something to read in PDF, this could be easier to understand. (sergio.ponson@libero.it)
Unfortunately, I can't understand Youtube videos even with subtitles.
Hello a greeting from Italy

What is your null hypothesis?

Hello Sir, Do you fund forex traders too? I have been trading forex for over 5 years.

Just started my way.

Introverted