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Chapter 1 Strategy Design - Creating Alpha Out of Thin Air The Magic of Synthetic Assets

Chapter 2 Bond Futures Synthetic Structures - The Calendar Spreads

Chapter 3 Bond Futures Synthetic Structures - The Calendar Spreads

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6. Download Code for the Chapter

1. Introduction to Synthetic Assets - Why Alpha.mp4

2. Types of Synthetic Assets - Hedging (Part 1).mp4

3. Types of Synthetic Assets - Hedging (Part 2).mp4

4. Manual Trading.txt

5. Moving Beyond Spreads - Spread^2 and Others-1.pdf

6. Practice 1 - Dollar hedging (Questions).pdf

7. Practice 1 (Answers) - Dollar-Hedged Structure (Part 1).mp4

8. Practice 1 (Answers) - Dollar-Hedged Structure (Part 2).mp4

9. Manipulating the Shapes of Structures using Multipliers.mp4

10. Effect of multipliers on synthetic assets summary.pdf

11. An impossible structure.pdf

12. Normalising the first value to 1.txt

13. Market-Hedging and Other Hedges.txt

Correlation Code Examples.IPY

Effect of multiplier.xlsx

fakemarketdata.csv

fakestockdata.csv

fakestockdata_prac2.csv

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5. code for this chapter

1. Bond futures calendar spreads Part 1.pdf

2. Bond Yields and Prices - They are Inverse.txt

3. Bond futures calendar spreads Part 2.pdf

4. Finding Alpha in STIR Futures.txt

6. Code to download BAX data + 2 Coding tasks for you.txt

7. Downloading and Cleaning BAX Data.mp4

8. Calculating and Plotting a Double Butterfly in Python (Part 1).mp4

9. Calculating and Plotting a Double Butterfly in Python (Part 2).mp4

10. Charting STIR Futures Structures on Tradingview.pdf

11. List of STIR Futures - Common and Less Common STIRs.pdf

12. Opening a Interactive Brokers Demo account to Trade STIR Futures.txt

13. Booktrader on Interactive Brokers.pdf

14. Bond futures calendar spreads Part 3.pdf

15. Bond futures calendar spreads Part 4.pdf

16. Prepare for Battle - Set up your Interactive Brokers Layout (Part 1).mp4

17.Prepare for Battle - Set up your Interactive Brokers Layout (Part 2).mp4

18. Finding Your Asset in Interactive Brokers.pdf

19. Mental Sums - Calculating Price of Double Butterfly from Booktraders.pdf

20. Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 1).mp4

21. Time for Battle! Demonstrating How to Execute a D.Butterfly (Part 2).mp4

Download BAX Data (Complete).ipynb

Download BAX Data (Incomplete).ipynb

Plot a Double Butterfly (Complete).ipynb

Plot a Double Butterfly (Incomplete).ipynb

Store BAX_Multiple Contracts.ipynb

Store BAX_Single Contract.ipynb

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1. New Weapon - Combination Order.pdf

2. Demonstrating the new weapon - The Combination Order.mp4

3. Understanding the IBKR Combination Order.pdf

4. Bond futures calendar spreads Part 5.pdf

5. A New Weapon - Finding Opportunities in the Term Structure (Part 1).mp4

6. A New Weapon - Finding Opportunities in the Term Structure (Part 2).mp4

7. Term structure and STIR pricing.pdf

8. Bond futures calendar spreads Part 6.pdf

9. Bond futures calendar spreads Part 7.pdf

10. Downloading and Storing BAX data in Bulk.txt

11. Capital requirements_how much do you need for bax stir trading.pdf

12. Bond futures calendar spreads Part 8.pdf

13. STIR Trade Sizing and Non-EntryExit System.txt

14. BAX End Note.txt

Download BAX Data (Complete).ipynb

Download BAX Data (Incomplete).ipynb

Plot a Double Butterfly (Complete).ipynb

Plot a Double Butterfly (Incomplete).ipynb

Store BAX_Multiple Contracts.ipynb

Store BAX_Single Contract.ipynb