bullish
Quant Signals – Here is THE steepener to own in a cutting cycle!
216 Views07 Aug 2024 03:01
We have examined the quantitative data surrounding the cutting cycle to optimise the curve steepener trade for hit ratios, carry returns, and ‘max...
What is covered in the Full Insight:
- Introduction to Curve Steepeners in Cutting Cycles
- Methodology and Data Considered
- Performance Analysis of Steepeners
- Optimal Steepener: ED6/ED18 Analysis
- Extended Horizons and Further Optimization
SUMMARY
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