Chart: http://ift.tt/2wdSAh1
- TU vs SHY: Very different
- FV vs IEI: Similar
- TY vs IEF: Similar
First thought it's due to SHY holding a large portion of shorter maturity bonds. If that's the case, how can I get exposure similar to SHY with futures?
Thanks
Edit:
1\ I don't believe roll costs are an issue as TY and IEF match well: http://ift.tt/2vlHslP
2\ I created continuous futures contracts myself using public data. And my data matches other public continuous futures data I found.
Submitted July 31, 2017 at 11:07AM by halfwayok http://ift.tt/2wdLAAW
