Heidelberg, Germany
Posts: 23 since Aug 2016
Thanks Given: 4
Thanks Received: 5
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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?
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