Forum: Treasury Notes and Bonds
June 5th, 2020, 11:48 AM
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Replies: 4
Views: 6,743
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Forum: Treasury Notes and Bonds
June 5th, 2020, 11:14 AM
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Replies: 4
Views: 6,743
Guess comes down to the specific contract you...
Guess comes down to the specific contract you trade and its rolling percentage.
Why you think it doesnt matter in determining which side is being more aggressive? Surly there is a scenario that a...
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Forum: Treasury Notes and Bonds
June 5th, 2020, 05:45 AM
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Replies: 4
Views: 6,743
Cumulative Delta @ Roll
For all of those that use cumulative delta in one way or another, im curious how you adapt/adjust the information when contracts are into the days/weeks prior to expiry/rolls?
The new contract CD...
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