Traders' Roundtable

John, I'm trying to learn more about this and want to make sure I understand it thoroughly before posting further on it or (of course) trading interest rate spreads. As I understand it, DV01 is a measure of interest rate sensitivity for bonds. It is essentially the price move in a bond for a 1 basis...

Adding spreads certainly sounds like a great way to add extra markets to your longterm trading portfolio. For starters there are various intermarket interest rate spreads -- NOB (10Yr Note over Bond), MOB (Muni over Bond), FOT (5Yr Note over 10Yr), etc --, crack spreads and crush spreads. Also Intra...

Forum Mgmnt, One of the interesting points that you have made both in the Original Turtles discussion and separately on this board is that it is important for a trader to maintain equal position size across the various positions she has on. The Original Turtles system does this by establishing the a...