Books or Papers for Butterfly Pair Analysis of Bond Futures
I know a bond trader who talks about comparing t-bonds with different yields, things like Notes On Bonds and similar methods of analyzing relationships in bond futures. They produce a "butterfly" by comparing charts of different bond pairs, giving them conclusive insight into the movements of the bond futures market.
Does anyone know any good resources on this method of analysis? Maybe books used in grad courses or similar resources, or research papers that dive into this method of analysis. I work in equity and am very green on fixed income assets.
Thank you.
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