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Analyst
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Joined: January 9th, 2004, 1:18 am

Interest Rate Futures

October 22nd, 2004, 8:32 am

I am interested in learning how to predict interest rte futures price movements in Europe, US, UK and Asia.What factors affect the price of the futures.Such as Interest rate announcements, inflation.How do currencies affect the rate. eg if dollar gets weak against the euro what will happen to interst rate futures in both markets.Is there live data and commentry on any websites and also any good literature you can recommend. I have been looking into euribor and euro dollar.These are effected bu LIBOR daily rates and Euribor ECB Rate.Now when a rate is issued at 11am dialy where can I get this data.As interest goes up the eurodollar comes down, is this correct.What is short sterling is this also a debt product that is linked to Libor rates
Last edited by Analyst on October 24th, 2004, 10:00 pm, edited 1 time in total.
 
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DavidJN
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Joined: July 14th, 2002, 3:00 am

Interest Rate Futures

October 22nd, 2004, 3:34 pm

One of the reasons we have derivatives markets is because forecasting tends not to work very well, especially over anything more than the very short run. My advice is that your time and effort would be better expended elsewhere, but, if you are determined, I'd suggest you look at univariate forcasting techniques rather than looking for causal relationships.
 
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Analyst
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Joined: January 9th, 2004, 1:18 am

Interest Rate Futures

October 22nd, 2004, 3:48 pm

I am only trying to forcast this information for a short run. Basically a daily basis, for US, Eur and GBP.
 
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Joined: January 9th, 2004, 1:18 am

Interest Rate Futures

October 25th, 2004, 8:16 pm

EuroDollar FuturesHow can i predict where this market is headed tomorrow is there some sort of yield graph I need to follow or look and the days currrency change which will give me some indication.Same for Euribor and Short Sterling
 
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Gmike2000
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Joined: September 25th, 2003, 9:49 pm

Interest Rate Futures

October 27th, 2004, 8:19 pm

Why dont you do this: If a full moon is less than half a month away, and the MACD is over 0.5, flip a coin (must be a quarter) and if you get heads, then the Eurodollars will go up. For tails they will go down. Havent figured out the sterlings and euribors yet...
 
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ldrage
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Joined: July 30th, 2004, 12:58 pm

Interest Rate Futures

October 28th, 2004, 3:13 pm

for sterling IR futures you can use the same strategy but use a 20 pence piece instead of a quarter.