Where to start with Euribor?

[enterthe]

Hi,

I have a successful equity strategy, but am trying to move into STIRs to diversify.

A buddy who trades at a bank recommended I look at the red months. So I've been staring at the charts all day (it's how I got good at equities, but that took 2 years and gave me sore eyes).

From reading this board, most of the euribor posts are a couple of years old. One chap mentioned arbs between outrights and exchang strategies, but I think a chap called Vlad has fast software that takes all that.

Could anyone here provide some pointers as to where I could look? I've just ordered a book called "Trading STIR Futures". What other useful resources are there?

Cheers,

Enter

 

[lifegauge]

Hello Enter,

There are a couple of threads on Trade2win forums that talk about STIR spreads.
You may also find Elitetrader.com a good resource as they have a thread dedicated to Eurodollar spreads.
Of course, we cannot forget about Moore Research Center www.mrci.com.
It is also useful for you to pick up a book or two by Joe Ross of www.TradingEducators.com.

Good luck!

 

[lifegauge]

Hi there,

You may also find this STIR contracts table useful, it's not complete but right now has only got Euribor, Euroyen and Eurodollar tables.

Contracts Table

 

[theEdge]

Interesting resource. Do you trade STIRs for a living?

The PDF document appears to be password protected.

Hi there,

You may also find this STIR contracts table useful, it's not complete but right now has only got Euribor, Euroyen and Eurodollar tables.

Contracts Table

 

[lifegauge]

Sorry, some people were just linking this PDF from my site so I had to put in a password.

(Password to open is "spreadsecrets.com")