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ZF, 5-Year T-Notes notes
Started:July 9th, 2015 (04:41 PM) by Blash Views / Replies:5,043 / 46
Last Reply:July 30th, 2016 (01:28 AM) Attachments:14

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ZF, 5-Year T-Notes notes

Old   #1 (permalink)
Risk--->0 $--->∞
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ZF, 5-Year T-Notes notes

Hey there,

Starting this thread to share ZF research. I have projects on the back burner that I am in need of motivation to complete. So I think this on going conversation will help us all.

I am flat out of time at the moment but will be posting often.

Attached is an Excel IB study and Pivot Table I have been working on but needs to be updated. It runs from Jan 2011 to April 2015 about 1100 excel rows. I'm looking to update it soon.

Im also working on ZF gap study which I can post once done.

take care
Ron

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

Buy Low And Sell High (read left to right or right to left....lol)
Attached Files
Register to download File Type: xlsx ZF 06-15-10 Min-CBOT Interest Rate RTH.xlsx (785.2 KB, 44 views)
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Old   #2 (permalink)
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Old   #3 (permalink)
Patience my young padawan
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@Blash any current positions on ZT ZF ZN or ZB?
Do you have any input particularly on the TUT spread?

I was looking at the TUT yield spread and it is near a previous relative low but not a "historical" low. Planning on mean reversing this but I am still too green on this stuff.

See below the graph:

Curve Data - 2 year / 10 year spreads

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Old   #4 (permalink)
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ElChacal View Post
@Blash any current positions on ZT ZF ZN or ZB?
Do you have any input particularly on the TUT spread?

I was looking at the TUT yield spread and it is near a previous relative low but not a "historical" low. Planning on mean reversing this but I am still too green on this stuff.

See below the graph:

Curve Data - 2 year / 10 year spreads

Hey there,

Just coming back for a vacation and am flat. Trading will resume in the next few weeks. Looking forward to posting my finds on some ZF Excel studies as mentioned.

Ron

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

Buy Low And Sell High (read left to right or right to left....lol)
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Old   #5 (permalink)
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Why ZF?

Futures Edge on FIO

Which products do you trade?

 
Just curious why you picked the Five Year Note. Not the most exciting instrument. By the way, I traded exclusively in that pit from 1987-2002. But I've been completely out of the game for years. The last time I took an active interest (as a looker and sim trader) was 2011. The 2-5-10-30 is kind of an intricate dance, at least it was from 2002-2011, after that I stopped watching. I traded various portions of the curve on the screen after I left the pit, until 2006 when I gave up due to a lack of ability to make money any more.

From 1988 to 1995 I was VERY successful. After '95 through 2000 I was unsuccessful by my own standards at the time (mid 6 figures but that was a pretty big decline in performance). After 2000 I pretty much lost the ability to make money in the pit and I left for the screen in mid '02. By '04 I was making some money again but then automation really took hold and made it pretty tough to make money. Execution was the problem, not trading ideas. I was trading mostly the NOB using TT autospreader but about half the time it would miss a leg and I'd either lose money or really scramble just to scratch the trade.

Lease prices on the AM tell me not a lot of money is being made trading the treasury complex. Curious about your thoughts.

"You don't need a weatherman to know which way the wind blows..."
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Old   #6 (permalink)
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jstnbrg View Post
Just curious why you picked the Five Year Note. Not the most exciting instrument. By the way, I traded exclusively in that pit from 1987-2002. But I've been completely out of the game for years. The last time I took an active interest (as a looker and sim trader) was 2011. The 2-5-10-30 is kind of an intricate dance, at least it was from 2002-2011, after that I stopped watching. I traded various portions of the curve on the screen after I left the pit, until 2006 when I gave up due to a lack of ability to make money any more.

From 1988 to 1995 I was VERY successful. After '95 through 2000 I was unsuccessful by my own standards at the time (mid 6 figures but that was a pretty big decline in performance). After 2000 I pretty much lost the ability to make money in the pit and I left for the screen in mid '02. By '04 I was making some money again but then automation really took hold and made it pretty tough to make money. Execution was the problem, not trading ideas. I was trading mostly the NOB using TT autospreader but about half the time it would miss a leg and I'd either lose money or really scramble just to scratch the trade.

Lease prices on the AM tell me not a lot of money is being made trading the treasury complex. Curious about your thoughts.

In bed right now with the iPhone....lol....but yeah not looking for any excitement in my trading have enough to worry about. Gearing back up for trading over here just completed $45k in home projects a lot of it pictured in my journal here. Well one more small project just I'm not doing it...lol. I just like the way it moves and its depth. Thicker than ES. Plus it's a good juxtaposition with ES YM IMHO. Been get my platform and in order doing market homework levels and excel works should be ready in a few weeks if not sooner. A dear friend just intro me to Rainbow tools for Ninja today. I have been trying to figure out how to make some of his stuff but my coding skill are very simple and wholly inadequate for crosshairs like this guy has....love it....and these tools are free a very generous act. So a part of today was spent becoming familiar with them. They are excellent again IMHO.

The site Rainbow: The best free NinjaTrader indicator

So are you back at it, trading that is? I've been on the floor at CBOT/CME 3 times over the years as well CBOE. That option pit for the VIX is packed with what looks like 400 people or so. Wish I knew more about how that all works.

Ron

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

Buy Low And Sell High (read left to right or right to left....lol)
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Old   #7 (permalink)
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Blash View Post

So are you back at it, trading that is?

Ron

Just getting the itch. Don't know if I'm going to scratch it, or how. Basically I'm bored in retirement, but I'm not in a place where I want to risk much money. I was 28 and broke with nothing to lose when I started on my own, now I'm 58, living off investments with absolutely everything to lose. I've been a trader my entire adult life, first in cash grains, then on the floor, and I don't really know anything else. But I've never really liked trading on the screen. On the floor there was a lot to divert you while you were waiting for something to develop but it didn't take your attention away from the market. On the screen I get bored after awhile, start playing solitaire or reading the news, next thing you know I've just missed something big.

How did you get into this?

Jeff

"You don't need a weatherman to know which way the wind blows..."
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Old   #8 (permalink)
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ZF, 5-Year T-Notes notes


jstnbrg View Post
Just getting the itch. Don't know if I'm going to scratch it, or how. Basically I'm bored in retirement, but I'm not in a place where I want to risk much money. I was 28 and broke with nothing to lose when I started on my own, now I'm 58, living off investments with absolutely everything to lose. I've been a trader my entire adult life, first in cash grains, then on the floor, and I don't really know anything else. But I've never really liked trading on the screen. On the floor there was a lot to divert you while you were waiting for something to develop but it didn't take your attention away from the market. On the screen I get bored after awhile, start playing solitaire or reading the news, next thing you know I've just missed something big.



How did you get into this?



Jeff


I hear ya on missing trades on the screen. I now have a number of "indicators" I use where I can on a hotkey throw up a line at my areas and once price reaches it I get a text and an email so if in the kitchen I can go see what's up this iPhone is always with me.... I also have market sounds, voices actually, that I set to get loud once volume picks up. Not to you I'm sure but to me it sounds like the pits at my desk....lol...

I started back in late '90's. My best friend from HS introduced me to Ken Roberts. I was hooked. We took his course together and also opened an account together. Of course totally broke we did this with $800 I think it was. Ordered his paper commodity charts on a snail mail subscription. Thought we knew something and placed an OJ trade after about 6 months or so. Broker asked us if we wanted to also place an option trade to limit our risk and we said no. We didn't know what we didn't know. Needless to say trade did not work and boom dream was gone....lol. But it never left me I would now and then look at charts. My buddy never did anything again. But I started back at it trail by fire so to speak. In stocks at first after sub-prime failure. Slowly made my way to futures.

This is the short verse....lol.

Ron




Sent from my iPhone using Tapatalk

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

Buy Low And Sell High (read left to right or right to left....lol)

Last edited by Blash; January 10th, 2016 at 02:15 AM.
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Old   #9 (permalink)
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did the ken roberts thing too lol


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Old   #10 (permalink)
Zb Trader
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" start playing solitaire"poker or reading the news, next thing you know you've just missed something big"".

its called lack of focus and attension span

how do we fix it? PAY ATTENSION

easier said than done
have a great day

iq

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