Trading STIR Futures

berbo

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I am interested to buy the book from Stephen Aikin on 'Trading STIR Futures'.
Anybody on this board familiar with this book , or somebody who can recommend this or similar reading on the subject of STIR trading.

Thank you,
berbo :idea: :?:
 
berbo said:
I am interested to buy the book from Stephen Aikin on 'Trading STIR Futures'.
Anybody on this board familiar with this book , or somebody who can recommend this or similar reading on the subject of STIR trading.

Thank you,
berbo :idea: :?:

I had originally written a longer response, but IE crashed as I pressed "Submit Reply". It probably couldn't handle the length of the reply.

Sh***y IE...

All I can say about the book is: Buy it. It's a great read.

If you wonder how the STIR traders at the futures trading bureux operate, this book will show you how they trade.

Check out these pages for more info on the book:

http://www.harriman-house.com/stirfutures

http://www.stirfutures.co.uk/

Regards,
Skog

Edit:[Just found a book review on Aikins site. Haven't read it yet myself, but it might be of interest to you.]
 

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Stir Futures

Hi Skog,

Thank you for your reply and interesting info.
I have also been looking on info on the TED spread. Very hard to find.
I thought it was so obvious to sell this spread, front 3 months, and wait until expiry.
Probably it is not so.
I am trying to do this trade on a Demo account but have not been able to do ,so far.
Does the Ted Spread in todays market still works (selling the front months)??

Regards,
Berbo
 
What kind on information are you looking for TED spread?

Everything works today, there are always winners and losers, it depends if you are short or long.

Don’t forget about the margin. TED spread is very volatile at the moment not like old times
Try not to be a hero
 
its s great book if not a little pricey rrp 39 squid
saying that i got mine for 1p on ebay

bargain
 
2 year term TED's might be something to look into - e.g. Schatz against a strip of 8 EURIBOR STIRS.

"The Eurodollar Futures and Options Handbook" by Burghardt on McGraw Hill is also excellent (and recommended by Aiken in his book).
 
Two points to make here.

Worst case scenario; i.e. hardest way to lose; only thirty quid is taking 6 lots for half a tick on Eurodollar. This should not be a lot of money for you if you wish to self finance STIRS! Even spanish made a grand this week.

Secondly I have this book and am willing to give it up but not to sell it; instead is there anything interesting you can offer me for a swap instead?

For example: a canoe, a copy of that dennis guy's magazine that got him for obscenity, an eighth, some chilli sauce with a stupid scoville rating, a police master key, the inner workings of opus dei, a smartcard to the alternative exits at westminster tube...

If you have anything quite interesting private message me and I can send you the book.
 
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