marcoheimann
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Hi all,
I'm struggling with the following issue. I have written a system with quite good backtests for TYX, that's the index for 30 year bonds. Now I was looking to trade it and naturally thought of ZB futures but even if there is a correlation it's not 1:1.
Do any of you know better derivatives for this index?
Thanks,
Marco
I'm struggling with the following issue. I have written a system with quite good backtests for TYX, that's the index for 30 year bonds. Now I was looking to trade it and naturally thought of ZB futures but even if there is a correlation it's not 1:1.
Do any of you know better derivatives for this index?
Thanks,
Marco
