Recently I really enjoyed being here while getting great recommendations. Would like to thank you all.
Could you please recommend some books/papers on trading strategies, lets say yield curve trading strategies.
I know there are many, but my point is to get all aspects. Let me explain with bull flattener. As you know almost all the books/sources says what you bet on, what is the expectation, long term rates decreasing faster than short term rates etc. But no example of real strategy. What do we do? Do we buy and hold or do we just bet on rate? it would be great to explain it with an real example, cash flow of strategy, synthetic alternatives to create same strategy etc.
I hope my question makes sense.
Thanks in advance. Cheers!