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Search: Posts Made By: suko

Forum: Treasury Notes and Bonds

October 25th, 2016, 10:04 PM

Replies: 9

Correlations

Views: 2,148

Posted By suko

Also, here is a kinda cool correlation matrix for...

Also, here is a kinda cool correlation matrix for TLT from dough.com.

As the IV numbers in the row down the center diagonal increase, the green colors should get lighter and the reds fade to...

Forum: Treasury Notes and Bonds

October 25th, 2016, 09:58 PM

Replies: 9

Correlations

Views: 2,148

Posted By suko

There must be a better platform for figuring...

There must be a better platform for figuring correlations than this, but I like to use TLT as a proxy for ZB and check out ETF correlations, at the bottom of this page. (I do not know how often this...

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