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Search: Posts Made By: CobblersAwls
Forum: Treasury Notes and Bonds April 1st, 2020, 12:14 PM
Replies: 15
Views: 8,455
Posted By CobblersAwls
Interesting, why did you move away from spreads,...

Interesting, why did you move away from spreads, was that because you found them too costly or risk too high for potential reward?

I've been looking at outrights, in particular the H2 contract,...
Forum: Treasury Notes and Bonds March 31st, 2020, 12:07 PM
Replies: 15
Views: 8,455
Posted By CobblersAwls
Haha and here I am reviving it almost 9 months...

Haha and here I am reviving it almost 9 months later again



He certainly did well recently! Although I'm not sure anyone could have predicted it would be a global pandemic that was the straw...
Forum: Trading Reviews and Vendors July 6th, 2018, 08:31 AM
Replies: 59
Views: 17,324
Posted By CobblersAwls
I put 2 answers, Yes, some are valuable, but...

I put 2 answers,

Yes, some are valuable, but most are not.
No, you must learn yourself to benefit.

It might seem like a contradiction but I think there's not 1 simple answer.

I think...
Forum: Treasury Notes and Bonds June 27th, 2018, 06:57 AM
Replies: 15
Views: 8,455
Posted By CobblersAwls
Do you have access to ED and FF historical data? ...

Do you have access to ED and FF historical data?

Would be good to dump data into a spreadsheet for around December 2017 and we can check to see if the adjustments would have worked somewhat.
Forum: Treasury Notes and Bonds June 26th, 2018, 11:55 AM
Replies: 15
Views: 8,455
Posted By CobblersAwls
Potential Idea - The Turn

SMCJB and adam777

I've been mulling this over and have come up with one way of trying to identify some of the premium baked into the turn. Let me know your thoughts and if you think I may be...
Forum: Treasury Notes and Bonds June 25th, 2018, 07:05 AM
Replies: 15
Views: 8,455
Posted By CobblersAwls
Notes on 'The Turn'

You may have already come across this thread, but Joseph Choi discusses it in some detail over on his thread (https://www.curveadvisor.com/forums/topic/what-to-use-for-the-z-turn/). I'd recommend...
Forum: Commodities June 21st, 2018, 07:02 AM
Replies: 99
Views: 30,782
Posted By CobblersAwls
FYI - as this is such a large topic and there's...

FYI - as this is such a large topic and there's some interest, I thought I'd create a thread dedicated to the topic so as not to clutter this commodities spread thread.
...
Forum: Treasury Notes and Bonds June 21st, 2018, 07:00 AM
Replies: 15
Views: 8,455
Posted By CobblersAwls
STIR & Bond Spread Thread

I thought I'd start a thread that looked primarily at STIR markets (Eurodollars, Short Sterling, Euribor etc) as well Bonds too.

I'd like to start discussions on trading spreads and packs in the...
Forum: Commodities June 20th, 2018, 05:23 PM
Replies: 99
Views: 30,782
Posted By CobblersAwls
GE and ZF?

Are you referring to Eurodollars vs US 5yr Note?

Seems a really odd trade for several reasons;

There's time risk (U8 v H9) as well as the fact you are essentially trading 3m LIBOR vs a 5yr...
Forum: Commodities June 13th, 2018, 04:24 AM
Replies: 280
Views: 60,636
Posted By CobblersAwls
zxcv64 the logic can be quite confusing, because...

zxcv64 the logic can be quite confusing, because as you thought, if you were selling the spread, you would think that the math would be -Z8 +M9 which as you pointed out would give you a negative...
Forum: Commodities May 24th, 2018, 05:18 PM
Replies: 2,696
Views: 629,506
Posted By CobblersAwls
"Darren Woods is mounting a strong defense of his...

"Darren Woods is mounting a strong defense of his plan to rescue Exxon Mobil Corp. from its share-price slump with $200 billion of investment over seven years that’s at odds with the belt-tightening...
Forum: Commodities March 29th, 2018, 01:17 PM
Replies: 2,696
Views: 629,506
Posted By CobblersAwls
Would it be fair to say that the ideas and...

Would it be fair to say that the ideas and concepts themselves are not too complex, but that a lot of the skill in this form of trading comes from the risk management of the trades?

You briefly...
Forum: Currencies March 25th, 2018, 01:44 PM
Replies: 1
Views: 1,179
Posted By CobblersAwls
FX Forwards - Help

Delete me please.
Forum: Options February 6th, 2018, 01:49 PM
Replies: 1,598
Views: 289,835
Posted By CobblersAwls
Is the divergence due to different S&D dynamics...

Is the divergence due to different S&D dynamics in the various regions? Is the VSR used to attract more supply to a region?
Forum: Options February 6th, 2018, 01:13 PM
Replies: 7,370
Views: 2,049,308
Posted By CobblersAwls
A great article by Epsilon theory on how smart...

A great article by Epsilon theory on how smart people in finance sometimes over-engineer things and create monsters:

Too Clever By Half - Epsilon Theory...
Forum: Commodities February 1st, 2018, 01:59 PM
Replies: 2,696
Views: 629,506
Posted By CobblersAwls
Interesting points SMCJB, I've looked into these...

Interesting points SMCJB, I've looked into these correlations in the past and found some correlation but the note about products further along the curve is really interesting. I may have to do some...
Forum: Treasury Notes and Bonds January 25th, 2018, 04:23 AM
Replies: 2
Views: 1,511
Posted By CobblersAwls
I spoke to treasury direct and they informed me...

I spoke to treasury direct and they informed me that you can indeed use treasury direct as a non-US citizen but must have a valid social security number and a physical address where you can receive...
Forum: Treasury Notes and Bonds January 17th, 2018, 11:55 AM
Replies: 2
Views: 1,511
Posted By CobblersAwls
Paper Treasuries as an Investment

Hi guys,

I wanted to know if any of you guys have experience buying US treasuries/bonds/etc but paper rather than futures.

So in my case I would like to buy the US 2yr note at x% yield...
Forum: Commodities January 14th, 2018, 09:01 AM
Replies: 2,696
Views: 629,506
Posted By CobblersAwls
Yes, in the images I posted it represents an...

Yes, in the images I posted it represents an inverse correlation.

So as the USD strengthened, Oil price declined. As you point out USD has since weakened whilst Oil price has strengthened. So the...
Forum: Commodities January 3rd, 2018, 10:23 AM
Replies: 368
Views: 91,971
Posted By CobblersAwls
I saw this on twitter which you may find...

I saw this on twitter which you may find interesting too in line with that Kemp chart:

Courtesy of twitter user 125WMARION @ N565UA


X - Daily CONUS Temperature
Y - Daily CONUS NG Demand
...
Forum: Treasury Notes and Bonds January 1st, 2018, 08:50 PM
Replies: 31
Views: 16,740
Posted By CobblersAwls
Gotcha - thanks. Yes, I was thinking...

Gotcha - thanks.



Yes, I was thinking about this more from a trading the yield curves against each other based on RV rather than the moving average or any indicator. I suppose I would look at...
Forum: Treasury Notes and Bonds January 1st, 2018, 06:58 PM
Replies: 31
Views: 16,740
Posted By CobblersAwls
Hi s0mmi , glad to have you on this forum, I...

Hi s0mmi , glad to have you on this forum, I used to frequent ET too and liked the content you and Wingz posted.


I'd like to ask, is this trade based off the fact that the 2s reflect AU is...
Forum: Commodities January 1st, 2018, 08:39 AM
Replies: 2,696
Views: 629,506
Posted By CobblersAwls
How China Will Shake Up the Oil Futures Market

Key Notes:

The Shanghai International Energy Exchange (INE) will allow Chinese buyers to lock in prices using local currency (RMB) and will also allow international traders to trade the contract...
Forum: Options December 27th, 2017, 08:36 AM
Replies: 7,370
Views: 2,049,308
Posted By CobblersAwls
This is a really interesting piece! I mainly read...

This is a really interesting piece! I mainly read it as a way to try and figure out wtf was going on in that chart, but they explain the concept really well and actually it's come at an interesting...
Forum: Trading Reviews and Vendors November 25th, 2017, 06:20 AM
Replies: 46
Views: 39,959
Posted By CobblersAwls
Firstly your math is off in your first example......

Firstly your math is off in your first example...
10 contracts * €10 pp * 2 ticks = €200. After costs (€20) your P&L is €180.


Secondly, if you want to compare costs on a similar basis you...
Showing results 1 to 25 of 209

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