Scalping exchange NOB spread

March 22nd, 2018, 06:35 AM

Hello,

I'm investigating scalping exchange NOB spread intraday. IB shows it as +3xZN -ZB.
Does anybody do it? Or it's more like overnight/over several days trade?
In current environment, after rate hike, yield curve steepened, so it should be profitable.
Just wondering about mechanics of the trade.

Jonathan Rose advocates trading: /ZN-/ZF*0.83-/ZB*0.17. Does this one have advantage over NOB spread?

March 23rd, 2018, 11:25 AM

Hi jumpingfella. I have taken Jonathan's bond boot camp. Highly recommended. I trade the NOB, BUB and ZB butterfly. Not often intraday but if there's a catalyst like FOMC then it's possible. Definitely not scalping though. I've also done John Grady courses but I can't sit at screen all day due to full time job.

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Scalping exchange NOB spread

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Scalping exchange NOB spread