Friday 24 August 2007

Blog Update and Clarification

I'll be busy this afternoon, so my weekly report on today's Commitments of Traders release will be a little delayed. It'll be here sometime this weekend.

Also, I got a message from a reader about my 3-month Treasury signal and wanted to clarify a misunderstanding that others may also share. My signal for all of my three Treasury setups is for the yield (not for the note or bond). This means I'm currently bearish for the 3-month yield and recently went to bearish for the 10-year yield and neutral on the 30-year yield.

3 comments:

Anonymous said...

It would be useful for traders to talk Bonds, Notes, and Treasuries. (you are buying and selling the instruments, not the yields).
Futures traders trade the instruments NOT the fricking yields.
COT data is not committments to yields. It's positions in Bond, Notes and Treasuries.
VERY FRUSTRATING TO READ YOUR STUFF.

Alex Roslin said...

Thanks for your message. Apologies for any confusion! I did the backtesting on the yields, so that's how I report my signals.

Regards,
Alex

Alex Roslin said...

I've been thinking about how to report the Treasuries signals a little of late because you're not the first to be confused by this. In order to reduce misunderstanding, I'm going to change how I report those signals. See the latest update.

Regards,
Alex