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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures -- Ignore unavailable to you. Want to Upgrade?


To: John Pitera who wrote (621)12/23/2000 2:08:59 AM
From: Stephen Goldfarb  Read Replies (1) | Respond to of 12411
 
John: I was interested in spread trading the current and 3 months out t-bonds. I looked at this a few years ago. I thought I detected enough differential during the day to make a modest but fairly safe profit. Others said it couldn't be done. I haven't looked at it for quite a while.

Steve