Magnelibra Trading & Research

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Quick Note-10Y Futures CTA Analysis

Mike Agne's avatar
Mike Agne
Dec 03, 2020
∙ Paid

We were reading the article on Zhedge today talking about the CTA positioning in the US Ten Year markets, it was referencing a quant at Nomura, Masanari Takada. He highlighted the levels by which he …

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