Hey,
I'm looking at the red month spreads on stirs. Such as Euribor. Hoping to devise a scalping method.
A buddy said they can stay still for ages, and then make a big move. They don't seem to have done this over the past year, but I can't get any data going further back.
Could anyone here advise me as to the sort of sudden move I could expect to see in a red month sequential calendar month spread, if something unexpected, such as a sudden 0.25% rate hike, were to occur.
Cheers,
The Edge.
I'm looking at the red month spreads on stirs. Such as Euribor. Hoping to devise a scalping method.
A buddy said they can stay still for ages, and then make a big move. They don't seem to have done this over the past year, but I can't get any data going further back.
Could anyone here advise me as to the sort of sudden move I could expect to see in a red month sequential calendar month spread, if something unexpected, such as a sudden 0.25% rate hike, were to occur.
Cheers,
The Edge.
