Forum: Trading Reviews and Vendors
September 2nd, 2014, 07:01 PM
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Replies: 15
Views: 13,693
Mean Reversion is Typically Death
Yes, I used to also trade mean reversion for stupid size in the interest rate spreads with a very prominent Chicago prop firm on an intraday basis. As you said, that went away - at least for us...
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Forum: Trading Reviews and Vendors
September 2nd, 2014, 01:21 PM
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Replies: 15
Views: 13,693
Diversification is a Good Thing
Energy and grains and softs and even some stock index futures have been exceptionally good spread trades the past few years. Personally, I'm not sure how someone concentrating just on interest rate...
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Forum: Trading Reviews and Vendors
June 21st, 2014, 09:44 AM
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Replies: 15
Views: 13,693
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Forum: Trading Reviews and Vendors
June 19th, 2014, 04:59 PM
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Replies: 15
Views: 13,693
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