Small Stakes - March 18, 2021 - Trading Mean Reversion in Spreads
Prices may not mean revert, but spreads have shown that they can over time. Frank and Pete present some metrics and strategies for reversion in the yield curve. The guys go deep on twos, tens, and thirties as they employ Small 2YR, 10YR, and 30YR Yield futures to trade the curve. Learn all about NOBs, TUTs, and butterfly spreads on today's segment, and plan your next trade in interest rates.