BF101: Bond Futures - Trade Like A Market Maker
Learn how to run a STIR (Bond) futures calendar spread strategy
This course is full at the moment.
Sign up for our wait list here: AlgoTrading101 Wait List
p.s. Current waiting time is about 2 months
Course Curriculum
Chapter 1 > Strategy Design - Creating Alpha Out of Thin Air: The Magic of Synthetic Assets
Available in
days
days
after you enroll
-
PreviewIntroduction to Synthetic Assets - Why Does It Produce Alpha (9:30)
-
StartTypes of Synthetic Assets - Hedging in Different Ways (Part 1) (8:06)
-
StartTypes of Synthetic Assets - Hedging in Different Ways (Part 2) (5:25)
-
StartManual Trading
-
StartMoving Beyond Spreads – Spread^2 and Others
-
StartDownload Code for the Chapter
-
StartPractice 1 (Questions) - Dollar-Hedged Structure
-
StartPractice 1 (Answers) - Dollar-Hedged Structure (Part 1) (9:18)
-
StartPractice 1 (Answers) - Dollar-Hedged Structure (Part 2) (8:04)
-
StartManipulating the Shapes of Structures using Multipliers (10:22)
-
StartEffect of Multipliers - Summary
-
StartAn Impossible Structure - One Ranging and One Trending
-
StartNormalising the first value to 1
-
StartMarket-Hedging and Other Hedges
Chapter 2 > Bond Futures Synthetic Structures - The Calendar Spreads I
Available in
days
days
after you enroll
-
PreviewBond Futures Calendar Spreads (Part 1) - One of the Most Stable Synthetic Asset - Introduction
-
StartBond Yields and Prices - They are Inverse!
-
PreviewBond Futures Calendar Spreads (Part 2) - Understanding the Fundamental Idea
-
StartFinding Alpha in STIR Futures
-
StartDownload code for this chapter
-
StartCode to download BAX data + 2 Coding tasks for you
-
PreviewDownloading and Cleaning BAX Data (10:46)
-
StartCalculating and Plotting a Double Butterfly in Python (Part 1) (6:06)
-
StartCalculating and Plotting a Double Butterfly in Python (Part 2) (6:53)
-
StartThe Easy Way - Charting STIR Futures Structures on Tradingview
-
StartList of STIR Futures - Common and Less Common STIRs
-
StartOpening a Interactive Brokers Demo account to Trade STIR Futures
-
StartUsing Interactive Brokers' Booktrader (aka price ladder)
-
StartBond Futures Calendar Spreads (Part 3) - The Essence of the Strategy: Execution
-
StartBond Futures Calendar Spreads (Part 4) - The Source of Alpha: Level Up Your Execution
-
StartPrepare for Battle - Set up your Interactive Brokers Layout (Part 1) (6:39)
-
StartPrepare for Battle - Set up your Interactive Brokers Layout (Part 2) (7:59)
-
StartFinding Your Asset in Interactive Brokers
-
StartMental Sums - Calculating Price of Double Butterfly from Booktraders
-
StartTime for Battle! Demonstrating How to Execute a D.Butterfly (Part 1) (8:44)
-
StartTime for Battle! Demonstrating How to Execute a D.Butterfly (Part 2) (8:48)
Chapter 3 > Bond Futures Synthetic Structures - The Calendar Spreads II
Available in
days
days
after you enroll
-
StartNew Weapon - Combination Order
-
StartDemonstrating the new weapon - The Combination Order (7:33)
-
StartUnderstanding the Combination Order
-
StartBond Futures Calendar Spreads (Part 5) - Multi-Quarter Structures and Structures Equivalence
-
StartA New Weapon - Finding Opportunities in the Term Structure (Part 1) (6:07)
-
StartA New Weapon - Finding Opportunities in the Term Structure (Part 2) (7:05)
-
StartTerm Structure and STIR Pricing
-
StartBond Futures Calendar Spreads (Part 6) - Trading with the Drift
-
StartBond Futures Calendar Spreads (Part 7) - Strategy Difficulties and Risks
-
StartDownloading and Storing BAX data in Bulk
-
StartHow much $ do you need for this strategy - Capital Requirements
-
StartBond Futures Calendar Spreads (Part 8) - Backtesting and other Considerations
-
StartSTIR Trade Sizing and Non-Entry/Exit System
-
StartBAX End Note