What is AlgoTrading101 BF101 Bond Futures for Cheap?
If you have completed AT101 (or at least finished the trading theories sections of AT101), or just want to jump straight into a more sophisticated strategy, start here.
Characteristics:
-
Manual Trading
-
Learn how to trade like a market maker and run calender spread strategies on interest rate futures
-
Steeper learning curve
AlgoTrading101 BF101 Bond Futures Index:
📂 Chapter 1 Strategy Design – Creating Alpha Out of Thin Air The Magic of Synthetic Assets
- 📄 1. Introduction to Synthetic Assets – Why Alpha.mp4 (82.26 MB)
- 📄 10. Effect of multipliers on synthetic assets summary.pdf (193.99 KB)
- 📄 11. An impossible structure.pdf (111.39 KB)
- 📄 12. Normalising the first value to 1.txt (1.32 KB)
- 📄 13. Market-Hedging and Other Hedges.txt (75.00 B)
- 📄 2. Types of Synthetic Assets – Hedging (Part 1).mp4 (78.86 MB)
- 📄 3. Types of Synthetic Assets – Hedging (Part 2).mp4 (53.27 MB)
- 📄 4. Manual Trading.txt (130.00 B)
- 📄 5. Moving Beyond Spreads – Spread^2 and Others-1.pdf (117.45 KB)
- 📄 6. Practice 1 – Dollar hedging (Questions).pdf (104.39 KB)
- 📄 7. Practice 1 (Answers) – Dollar-Hedged Structure (Part 1).mp4 (117.54 MB)
- 📄 8. Practice 1 (Answers) – Dollar-Hedged Structure (Part 2).mp4 (96.45 MB)
- 📄 9. Manipulating the Shapes of Structures using Multipliers.mp4 (141.10 MB)
- 📂 6. Download Code for the Chapter
- 📄 Correlation Code Examples.IPY (12.78 KB)
- 📄 Effect of multiplier.xlsx (492.08 KB)
- 📄 fakemarketdata.csv (80.47 KB)
- 📄 fakestockdata.csv (233.76 KB)
- 📄 fakestockdata_prac2.csv (239.09 KB)
📂 Chapter 2 Bond Futures Synthetic Structures – The Calendar Spreads
- 📄 1. Bond futures calendar spreads Part 1.pdf (233.73 KB)
- 📄 10. Charting STIR Futures Structures on Tradingview.pdf (865.55 KB)
- 📄 11. List of STIR Futures – Common and Less Common STIRs.pdf (84.20 KB)
- 📄 12. Opening a Interactive Brokers Demo account to Trade STIR Futures.txt (901.00 B)
- 📄 13. Booktrader on Interactive Brokers.pdf (741.53 KB)
- 📄 14. Bond futures calendar spreads Part 3.pdf (927.73 KB)
- 📄 15. Bond futures calendar spreads Part 4.pdf (716.27 KB)
- 📄 16. Prepare for Battle – Set up your Interactive Brokers Layout (Part 1).mp4 (36.56 MB)
- 📄 17.Prepare for Battle – Set up your Interactive Brokers Layout (Part 2).mp4 (80.98 MB)
- 📄 18. Finding Your Asset in Interactive Brokers.pdf (437.01 KB)
- 📄 19. Mental Sums – Calculating Price of Double Butterfly from Booktraders.pdf (315.12 KB)
- 📄 2. Bond Yields and Prices – They are Inverse.txt (948.00 B)
- 📄 20. Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 1).mp4 (64.08 MB)
- 📄 21. Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 2).mp4 (67.78 MB)
- 📄 3. Bond futures calendar spreads Part 2.pdf (379.38 KB)
- 📄 4. Finding Alpha in STIR Futures.txt (1.06 KB)
- 📄 6. Code to download BAX data + 2 Coding tasks for you.txt (1.02 KB)
- 📄 7. Downloading and Cleaning BAX Data.mp4 (40.26 MB)
- 📄 8. Calculating and Plotting a Double Butterfly in Python (Part 1).mp4 (23.43 MB)
- 📄 9. Calculating and Plotting a Double Butterfly in Python (Part 2).mp4 (21.72 MB)
- 📂 5. code for this chapter
- 📄 Download BAX Data (Complete).ipynb (158.69 KB)
- 📄 Download BAX Data (Incomplete).ipynb (1.82 KB)
- 📄 Plot a Double Butterfly (Complete).ipynb (357.71 KB)
- 📄 Plot a Double Butterfly (Incomplete).ipynb (151.38 KB)
- 📄 Store BAX_Multiple Contracts.ipynb (6.58 KB)
- 📄 Store BAX_Single Contract.ipynb (2.05 KB)
📂 Chapter 3 Bond Futures Synthetic Structures – The Calendar Spreads
- 📄 1. New Weapon – Combination Order.pdf (151.68 KB)
- 📄 10. Downloading and Storing BAX data in Bulk.txt (476.00 B)
- 📄 11. Capital requirements_how much do you need for bax stir trading.pdf (620.46 KB)
- 📄 12. Bond futures calendar spreads Part 8.pdf (163.65 KB)
- 📄 13. STIR Trade Sizing and Non-EntryExit System.txt (2.23 KB)
- 📄 14. BAX End Note.txt (2.90 KB)
- 📄 2. Demonstrating the new weapon – The Combination Order.mp4 (50.69 MB)
- 📄 3. Understanding the IBKR Combination Order.pdf (297.68 KB)
- 📄 4. Bond futures calendar spreads Part 5.pdf (521.47 KB)
- 📄 5. A New Weapon – Finding Opportunities in the Term Structure (Part 1).mp4 (24.48 MB)
- 📄 6. A New Weapon – Finding Opportunities in the Term Structure (Part 2).mp4 (27.48 MB)
- 📄 7. Term structure and STIR pricing.pdf (216.54 KB)
- 📄 8. Bond futures calendar spreads Part 6.pdf (655.28 KB)
- 📄 9. Bond futures calendar spreads Part 7.pdf (422.26 KB)
- 📂 10
- 📄 Download BAX Data (Complete).ipynb (158.69 KB)
- 📄 Download BAX Data (Incomplete).ipynb (1.82 KB)
- 📄 Plot a Double Butterfly (Complete).ipynb (357.71 KB)
- 📄 Plot a Double Butterfly (Incomplete).ipynb (151.38 KB)
- 📄 Store BAX_Multiple Contracts.ipynb (6.58 KB)
- 📄 Store BAX_Single Contract.ipynb (2.05 KB)
💬 Feel free to REACH OUT to our CHAT support for personalized assistance and detailed information tailored to your needs. We’re here to help!
Reviews
There are no reviews yet.