Bloomberg Tradebook adds spread trading support for futures

Bloomberg Tradebook has released new functionality for risk-based spread trading in the futures markets. The MTRX futures pairs algorithm allows traders to select a futures bond spread, convert it to a yield and then monitor and trade the spread depth. According to Bloomberg, the displayed size is smart, taking into account a duration hedge. When it's time to execute, the algorithm seeks to execute the spread at or within a yield spread target value, to avoid the negative effect of convexity. Th

To continue reading...

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: