It would just be regurgitating stuff from old Salomon Brothers notes from like 25 years ago. But I don't think I've ever seen it on Twitter.
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Should I do a really long and wonky thread on fixed income returns + the yield curve?
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Yes thank you
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Bro, dunno if you have experience in it... but can you do a thread on efficient fx hedging as well? When I'd fx hedge, I used to just do "what date is around 3 months away without any major CB meetings or data releases and not really concern myself with swap points...
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Buddy I just trade spot and get someone to roll it to the next IMM date as and when it looks cheap :/
End of conversation
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Yes please! I have print outs from if old Salomon primers somewhere. I should dig those out.
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please do! what does the third PCA factor even mean
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Yes please!
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Must be a trend today.
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