Recent content by lucidinbr

Thanks for the advice. Yet, from my point of view i will be paying for experience, not wasting money. I will not be doing intraday trading at the beginning and I want will be force to make good money management (just because i don't have a lot - i want to trade my own hard-earned scholarship money).

What Liffe says it that the swapnote is better than normal bond futures because it uses the swap rate curbe which is better than the bond yield curve. I probably should have mentioned that what i am doing is just on paper for the moment. I don't actually own those bonds. I want to simulate...

Sense and brain Of course i want to use all my skills. Knowing some statistics and market dynamics I can say that charting is a mad man's game. It's luck pushed to the extreme. Yet, i can't prove that it doesn't work. I can prove that on average no one can beat the market.. so everybody...

Of course i want to hedhe against all risk. I don't know where this "credit risk" comes from? The bonds are issued by governments! (i probably look like a dumb-ass now, but as I told you i am just starting and have online a limited theoretical background in finance).

Yes. If you need more details here are the bonds: OAT 8,5% 26DEC12 ISIN: FR0000570780 OAT 8,5% 25OCT19 ISIN: FR0000570921 BELG 4,6 % 4JUN09 ISIN: BE0000948753 OLO 4% 28MAR14 ISIN: BE0000314238 NEDER 4,5% 15JUL17 ISIN: NL0006007239 NEDER 5,5% 15JAN28...

Hi arabiannights! I want to hedge a portfolio of 8 bonds (different europeen countries) but i don't know exactly how to do this. I computed the duration and sensibility of the portfolio. What should i do next? I wrote to a guy at ICAP and asked for the ISDAFIX rate for the 10y Euro swapnote...

Hedging with swapnotes! Has anyone hedged use swapnotes? I am rookie at this. I am looking to hedge a portfolio of europeen bonds with a 10 year euro swapnote. Supposedly it's a better hedge than the one with standard bond futures (FGBL) but i don't know how it's done (never played with swap...

Hello world! My name is Lucian. I am computer enginneer and i am now finishing a Masters Degree in Finance (focused on research). I also did a Masters in Statistics. My home country is Romania and i am now studying in France. I saw a lot of the theoretical part of market finance and i...