| Re: Bund Bobl and Schatz Thread
TD,
**** doesn't translate very well on T2W. Rearrange the letters and I'll work it out.
Can you get bobl and schatz on charts? If you can, it may be an idea to compare them with the bund. I would say the difference between the three is dependent on your time-frame. If it's intra-day/ scalping, the bund is the most volatile. Beyond an hour, I reckon the relative difference between the three (in volatility) is not that great.
The difference in absolute volatility is possbly due to the frequency/size of trades and depth of market - the bund trades more small sizes at a higher frequency but with the least depth; bobl trades larger sizes with less frequency but greater depth; schatz with even larger sizes with even less frequency but with the greatest depth. That said, the Scahtz is no picnic to scalp - it can still catch you out.
Grant. |