AlgoTrading101 – BF101 Bond Futures

Chapter 1 > Strategy Design – Creating Alpha Out of Thin Air: The Magic of Synthetic Assets

• PreviewIntroduction to Synthetic Assets – Why Does It Produce Alpha (9:30)
• StartTypes of Synthetic Assets – Hedging in Different Ways (Part 1) (8:06)
• StartTypes of Synthetic Assets – Hedging in Different Ways (Part 2) (5:25)
• StartManual Trading
• StartMoving Beyond Spreads – Spread^2 and Others
• StartDownload Code for the Chapter
• StartPractice 1 (Questions) – Dollar-Hedged Structure
• StartPractice 1 (Answers) – Dollar-Hedged Structure (Part 1) (9:18)
• StartPractice 1 (Answers) – Dollar-Hedged Structure (Part 2) (8:04)
• StartManipulating the Shapes of Structures using Multipliers (10:22)
• StartEffect of Multipliers – Summary
• StartAn Impossible Structure – One Ranging and One Trending
• StartNormalising the first value to 1
• StartMarket-Hedging and Other Hedges