Hedge Fund Trade That Blew Up The Repo Market Is Making A Comeback
Jan 31st 2022 10:20pm EST
Hedge Fund Trade That Blew Up The Repo Market Is Making A Comeback A popular hedge fund trade – known as the Treasury Basis Trade which, reminiscent of what LTCM did back in the day seeks to profit from minuscule differences between prices in the futures and cash markets for Treasuries by using massive amounts […]
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