A Brief Post-Mortem on a Successful Trade in SOFR Futures
This is a fantastic post-trade analysis. Learned a ton. Thanks for this!
Great writeup! I used the post ADP puke to add FFK4 - with the similar logic. Avg cost of 94.9 implied rates above 5pct until end of may 24. Looking to close hopefully ard 95.5.
Thanks for taking the time to spell this out.