Autoplay
Autocomplete
Previous Lesson
Complete and Continue
BF101: Bond Futures - Trade Like A Market Maker
Chapter 1 > Strategy Design - Creating Alpha Out of Thin Air: The Magic of Synthetic Assets
Introduction to Synthetic Assets - Why Does It Produce Alpha (9:30)
Types of Synthetic Assets - Hedging in Different Ways (Part 1) (8:06)
Types of Synthetic Assets - Hedging in Different Ways (Part 2) (5:25)
Manual Trading
Moving Beyond Spreads – Spread^2 and Others
Download Code for the Chapter
Practice 1 (Questions) - Dollar-Hedged Structure
Practice 1 (Answers) - Dollar-Hedged Structure (Part 1) (9:18)
Practice 1 (Answers) - Dollar-Hedged Structure (Part 2) (8:04)
Manipulating the Shapes of Structures using Multipliers (10:22)
Effect of Multipliers - Summary
An Impossible Structure - One Ranging and One Trending
Normalising the first value to 1
Market-Hedging and Other Hedges
Chapter 2 > Bond Futures Synthetic Structures - The Calendar Spreads I
Bond Futures Calendar Spreads (Part 1) - One of the Most Stable Synthetic Asset - Introduction
Bond Yields and Prices - They are Inverse!
Bond Futures Calendar Spreads (Part 2) - Understanding the Fundamental Idea
Finding Alpha in STIR Futures
Download code for this chapter
Code to download BAX data + 2 Coding tasks for you
Downloading and Cleaning BAX Data (10:46)
Calculating and Plotting a Double Butterfly in Python (Part 1) (6:06)
Calculating and Plotting a Double Butterfly in Python (Part 2) (6:53)
The Easy Way - Charting STIR Futures Structures on Tradingview
List of STIR Futures - Common and Less Common STIRs
Opening a Interactive Brokers Demo account to Trade STIR Futures
Using Interactive Brokers' Booktrader (aka price ladder)
Bond Futures Calendar Spreads (Part 3) - The Essence of the Strategy: Execution
Bond Futures Calendar Spreads (Part 4) - The Source of Alpha: Level Up Your Execution
Prepare for Battle - Set up your Interactive Brokers Layout (Part 1) (6:39)
Prepare for Battle - Set up your Interactive Brokers Layout (Part 2) (7:59)
Finding Your Asset in Interactive Brokers
Mental Sums - Calculating Price of Double Butterfly from Booktraders
Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 1) (8:44)
Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 2) (8:48)
Chapter 3 > Bond Futures Synthetic Structures - The Calendar Spreads II
New Weapon - Combination Order
Demonstrating the new weapon - The Combination Order (7:33)
Understanding the Combination Order
Bond Futures Calendar Spreads (Part 5) - Multi-Quarter Structures and Structures Equivalence
A New Weapon - Finding Opportunities in the Term Structure (Part 1) (6:07)
A New Weapon - Finding Opportunities in the Term Structure (Part 2) (7:05)
Term Structure and STIR Pricing
Bond Futures Calendar Spreads (Part 6) - Trading with the Drift
Bond Futures Calendar Spreads (Part 7) - Strategy Difficulties and Risks
Downloading and Storing BAX data in Bulk
How much $ do you need for this strategy - Capital Requirements
Bond Futures Calendar Spreads (Part 8) - Backtesting and other Considerations
STIR Trade Sizing and Non-Entry/Exit System
BAX End Note
Normalising the first value to 1
Lesson content locked
If you're already enrolled,
you'll need to login
.
Enroll in Course to Unlock