Fixed income traders should embrace options strategies, says III's Friesen

strike-iw — Options could help arbitrageurs roll a strike

Garth Friesen
05 Aug 2013

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Fixed income relative value (RV) strategies have come a long way since we first started trading them more than 30 years ago. Back then a Treasury bond future was considered a complicated derivative and buying a bond and making delivery into the futures contract was deemed an exotic arbitrage strategy. The market was focused on duration and RV trading was constrained to a few instruments and a narrow set of strategies.

Today, the world of fixed income RV trading is substantially more complex.

The

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