Recent content by LeveredHedge

I generally just use CFD's to trade the German curve

Best bet is to look at some legit prop shops: Optiver, Tibra, Wovlerine, Jane Street, SIG, All Options However, make sure to have your mental maths and probability up to scratch with these.

Vega is the sensitivity of the option value to changes in implied volatility. The vega of a long term option is going to be larger than the vega of a short term option as intuitively a long term option is going to be more sensitive to changes in implied vol while a short term option is going to...

You are double counting the intrinsic value. What you are basically doing is using the 5 stick model. But as was said you are using a normal distribution (not even a log normal one). See the following link, it has some good approximation rules that you can work with. I am assuming you are...

"The biggest bubble right now is people looking for a bubble" I am sticking to being short treasuries because I dont see much upside, but I do not expect for there to be a massive collapse, which imo is the defining characteristic of a bubble. As was said the Fed will keep yields artificially...