Trend-Following in STIR: part 1
An In-Depth Analysis of Trend, Momentum, and Acceleration Approaches from 2000 to 2021
This is the first piece of three about trend-following in short-term interest rates (STIR). Since I began my trading journey as an intern in June 2021, the STIR market caught my attention as one of the most interesting ones. I was lucky to live through it in the past 3 years where there has been lots of volatility.
STIR futures are nothing more than fut…
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