AlgoTrading101 – BF101 Bond Futures Download

First

AlgoTrading101 – BF101 Bond Futures is an advanced algorithmic trading course teaching traders how to create synthetic assets and execute market-making strategies using STIR (Short-Term Interest Rate) bond futures calendar spreads to generate alpha through precise hedging and execution.​

What Will I Learn

You will learn synthetic asset design for alpha generation, bond futures calendar spread structures, market maker execution techniques, Interactive Brokers platform setup, combination orders, term structure analysis, and backtesting workflows for STIR futures profitability.​

Short discription

BF101 reveals professional market maker strategies for bond futures, focusing on calendar spreads that produce consistent alpha regardless of market direction through dollar-neutral synthetic structures and precise execution timing.​

Here’s What You Get

• 3 chapters with video lessons, Python code downloads, and practice exercises

• Complete calendar spread strategy implementation

• Interactive Brokers trading layout templates

• Bulk data downloading and analysis code

• Real execution examples with combination orders

• Backtesting frameworks for strategy validation​

Course Structure

• Chapter 1: Strategy Design – Synthetic Assets & Alpha Creation

• Chapter 2: Bond Futures Calendar Spreads Part 1

• Chapter 3: Bond Futures Calendar Spreads Part 2 (Advanced Execution)​

Who Should Enroll

• Intermediate algo traders advancing to fixed income

• Python programmers specializing in futures strategies

• Market makers seeking STIR calendar spread edges

• Prop traders targeting consistent low-risk alpha​

Benefits of Participating

• Generate alpha from market-neutral synthetic positions

• Master combination orders for precise execution

• Trade like institutional market makers

• Backtest and validate strategies with provided code

• Scale capital efficiently in bond futures​

Course overview

BF101 Bond Futures teaches professional STIR calendar spread market making, transforming theoretical synthetic asset knowledge into executable Python code and live trading layouts for consistent profitability.

What is it for

For algorithmic traders seeking low-risk, market-neutral alpha generation through bond futures calendar spreads and market maker execution techniques.

Course highlight

• Dollar-hedged synthetic structures creating alpha

• Interactive Brokers combination order mastery

• Real BAX futures data analysis and backtesting

• Professional trading desk layouts and execution