Red Bull and Vodka Economy (guest: Harris Kupperman ‘Kuppy’)
The Market Huddle
00:00
The Two Year Yield Is at 482 Trading a New Closing High
The two year yield right now is at 482 trading literally a new closing high. How would someone go about modeling out the implied interest rate in the option pricing formula? If this trade has merit but I am just too stupid to figure out how to put it on maybe someone else can. More sacks mentioned one of his ginormous profit trades was when the yield curve was incredibly steep.
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