Month-End Extensions

AbuCordelia

Junior member
10 0
Hi guys,

Bund trader here. Looking for some data on month-end extensions.

Does anyone know where I can find EU data. Or even better - studies on month end effect on bund and/or 10yr TNote futures.

Thanks.
 

Hakuna Matata

Well-known member
357 209
any decent squawk service will have this if you ask. Try and line up a trial with In Touch Capital Markets, they're a rates/FI specialist and highly recommended.

(former customer)
 

AbuCordelia

Junior member
10 0
Ill try that. Thx

Ps, any suggestions in terms of what to look for? Im thinking of some kind of regression based on the last hour of trading on fridays.

Thx again
 

Martinghoul

Senior member
2,690 276
This is tricky and a well-known effect. You probably won't discover anything that can be turned into a viable strategy, I would guess. Getting a history of month-end extensions is difficult.
 

Martinghoul

Senior member
2,690 276
And there you have it, Abu... No need to try and look at the time series or try to understand the relationship. All you need to do is "sit in and listen to what the experts are thinking".
 

Martinghoul

Senior member
2,690 276
Although his response sounds sarcastic he is correct, you only learn from others with more experience.

Martinghoul...why dont you tune in and see what you think of our live webinars, surely being a legendary member you know that getting other peoples perspective on the market can help you to become a more rounded trader.
Don't mind me, I am just bitter, 'cause it's been a tough week...

As to tuning in, you know what? Why not? I might just do that... Sign me right up!
 
 
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