Plain-English writing on economic data, Treasury auctions, the Fed and the yield curve, from the people who built a terminal that scores every release the second it prints. No jargon for its own sake, and no commentary written after the move to explain the move. The live version runs on the terminal.
What the market is paying for US rates over the next four years, read off SOFR and fed funds futures. Alongside them sit the same contracts as they were priced six and twelve months ago, so you can see how far the view has moved.
Read the post →One jobs number hides a fight between sectors. The Helious tracker splits payrolls by sector, and again into public and private, and puts ADP, jobless claims and JOLTS job openings behind them, so you can see who is actually hiring.
Read the post →There is no single true inflation number, so the Helious tracker draws all of them on one chart: headline, core, supercore, the trims, the sticky and flexible split, and the four bands that show what is actually pushing prices up.
Read the post →Ask an AI what the curve is doing and it guesses from old training data. Connect it to Helious and it answers from the live tape. Ten questions cover the setup, which is one address, what your assistant can answer once it is connected, why every number arrives with its own history, what it costs, and how keys stay safe.
Read the post →Day trading changes what you need from a news source. Ten questions on why speed matters when your horizon is one session, what actually happens in the first ninety seconds after a release, why the order book empties beforehand, whether a squawk alone is enough, and how to tell a real shock from a rounding error quickly.
Read the post →EURUSD falls half a percent. Is that euro weakness or dollar strength? The pair on its own cannot tell you. Ten questions look at measuring currency strength against a whole basket instead, why those scores are zero-sum, how two time horizons separate trend from blip, and how Helious scores the seven majors twice every trading day.
Read the post →About 73 vessels a day in normal times, and low single digits since the closure was declared at the end of February. Ten questions on where the daily count comes from, how Helious measures it at the strait with its own AIS gate, and the chain that runs from fewer tankers to firmer oil, stickier inflation, bearish bonds and pressured equities.
Read the post →What the professionals actually pay for, and how much of it transfers. Ten questions ask which parts of the institutional edge are real, whether free is good enough, what a professional setup costs, what is genuinely worth paying for, and what a sensible retail setup looks like.
Read the post →An honest answer that is neither despairing nor comforting. The ten questions cover which edges machines have taken permanently, why what remains is made of constraints rather than skill, the time horizon advantage most retail traders throw away, what is never an edge however hard you work, and whether AI closes the gap.
Read the post →News is what happened. Narrative is the one question the market is currently asking, and it decides what any piece of news is worth. Ten questions on why the same number means different things in different months, why a chart cannot tell you whether a move should persist, how to spot a regime change, and a straight answer to the objection that price discounts everything.
Read the post →Futures trade twenty three hours a day, which sounds like freedom and is mostly a trap. Ten questions run through the three sessions, where the liquidity actually sits, the six times worth knowing by heart, why the overnight book gaps, why the cash index sits frozen while futures move, what roll week does to your chart, and the daylight saving shift that catches everyone outside the US twice a year.
Read the post →Most of this decision comes down to three unglamorous things: the hours you can actually watch, the capital you have, and which drivers you can be bothered to follow for years. Ten questions work through what each class really needs, why leverage changes how fast you find out you were wrong, why trading three at once is usually one bet, and why the macro work transfers whichever you pick.
Read the post →Correlation is one of the few statistics a retail trader can genuinely use, and it is almost always used for the wrong job. It is poor at prediction and excellent at revealing risk. Ten questions on the hidden concentration that turns four positions into one bet, why correlations rise under stress, what a change in one is telling you, and where news supplies the reason.
Read the post →Four screens that are really four views of one thing, the price of holding dollars. Ten questions on why bond prices and yields are arithmetic rather than correlation, why the rate differential beats the US yield on its own, what the dollar index is actually made of, why USDJPY tracks the 10 year, and the one condition where the whole relationship inverts.
Read the post →Plenty of equity traders never look at bonds, then spend the afternoon puzzled by index moves with no equity news behind them. Ten questions on which end of the curve drives what, why the Nasdaq falls harder than the Dow on the same yield move, the two second check that tells you whether an index move is real, why falling yields are not automatically good, and how a weak auction knocks futures with the Fed doing nothing.
Read the post →Three terms used interchangeably that are not the same thing. Ten questions on what each one measures and how they nest, the divide by 16 rule that turns a VIX level into a daily move, why the index rises when the market falls, the gap between implied and realised, why option premium collapses the second an event is over, and what vol of vol adds.
Read the post →Everybody wants a number and nobody can honestly give one. Ten questions on what actually governs the timeline, what the research says about how many get there, why going full time usually slows it down, how many trades it takes before results mean anything, and the one category of loss you can remove today.
Read the post →Most trading communities live in Discord and most of them have a news channel nobody reads. Ten questions on what actually belongs in a market channel, what a free bot can post into one, why the results carry an hour of delay while the calendar does not, how to keep the volume sane, and what to set up on day one.
Read the post →A fair question, and it deserves a straight answer. Ten questions get into who legitimately sees a release early and under what conditions, why price drifts before the print without anyone knowing anything, whether real leaks have ever happened, why the move looks engineered even when nothing leaked, how Fed signalling differs from data, and where the genuine advantage actually sits.
Read the post →The New York killzone and the 8:30am ET release share the same window, which explains a lot of what looks like manipulation on a five minute chart. Ten questions on which killzones carry releases, why the 8:30 sweep is usually absent liquidity rather than a stop hunt, what really creates those imbalances, and how to add the calendar without changing your method at all.
Read the post →A trade that earns a fraction of a basis point, repeated at enormous size with borrowed money. Ten questions explain what the basis is, why buying cash and selling futures is a convergence trade rather than a directional one, how repo leverage makes it work, what cheapest to deliver changes, what breaks it, and why an unwind moves your market even if you never touch it.
Read the post →Yields move up or down, and the gap between the ends widens or narrows. Those two facts make four regimes. Ten questions on bull and bear flatteners and steepeners, which legs to buy and sell in Treasury futures, why DV01 sets the ratio, why ZT has to be doubled on a chart but not in execution, what TUF, TUT, FOB, NOB, BOB and TUL are, and where to get the correct weights each quarter.
Read the post →These two get compared as if you have to pick one. You do not, and most trouble comes from asking a question of the wrong tool. Ten questions separate what the ladder shows that a calendar never can from what the calendar shows that a ladder never can, then get to why neither alone tells you why price moved, the mirror-image mistake traders make with each, and how to split them by time.
Read the post →Most traders assume something is being done to them. Something is, but not to them. Ten questions on who actually pulls their orders before 8:30, why a resting limit order is a free option nobody wants to give away, why widening the spread cannot fix it, why the pulling is defensive rather than stop hunting, and why payrolls is worse than every other release.
Read the post →At 8:29 the order book looks deep and orderly. At 8:30 most of it is gone. Ten questions explain why market makers pull their quotes before a print, what a liquidity air pocket is, why price jumps rather than travels, why your stop filled far from where you set it, how long the book takes to refill, and why the ladder shows the reaction but never the cause.
Read the post →The results are only half of it. The other half is what the market already believed. Ten questions on the reaction itself, starting with the two expectation bars and why only one of them is published, then what the implied move tells you about a big reaction, why good numbers sell off and bad ones rally, why the direction flips during the call, and how one mega-cap drags the whole index.
Read the post →Anyone can read the headline number, which is why a company can beat expectations and still drop 8%. Ten questions on which figures to read first, why guidance usually outranks the quarter just reported, what the pros check that beginners skip, why the call moves the stock more than the release, and how the rate backdrop decides the reaction.
Read the post →Most news advice assumes you want the biggest move available. On an evaluation that can cost you the account, because a consistency rule means one enormous winning day can stop you passing even though you made money. Ten questions on why that inverts the usual answer, which repeatable releases suit a challenge, and which to leave alone entirely.
Read the post →On your own account the best news event is whichever moves most. On a funded futures account it is whichever moves most cleanly, and a trailing drawdown is why. Ten questions on the four tests a release has to pass, why CPI wins, why the Fed presser and payrolls are the worst fits, and the one release that lands after the open.
Read the post →Two labour market releases, both at 8:30am ET, otherwise almost nothing alike. Ten questions cover how they differ, which one moves markets more and when that flips, what goes wrong on a payrolls print, why claims is the better place to learn, what prop firm news rules mean for both, and how to tell a genuine surprise from a rounding error.
Read the post →Every economy answers the same four questions, and every release on the calendar is a partial answer to one of them. Ten questions on what, how, for whom and how to adapt, where the four come from, which data answers each, who decides in a market, command or mixed economy, and how to use the four as a filing system rather than a theory.
Read the post →A typical month brings over a hundred releases and perhaps eight are worth clearing your diary for. Ten questions pick out which ones lead, why inflation moves markets hardest, the single weekly number worth watching, which second-tier prints are context rather than trades, what you can safely deprioritise, and how to tell a genuine shock from a rounding error.
Read the post →An auction result reprices the risk-free rate. Ten questions on how bills, notes and bonds differ, why a bill has no tail and quotes a discount rate, the four numbers that carry a coupon auction, what the tail really means once you grade it against the tenor's own average, and how to tell in seconds whether demand was strong or weak.
Read the post →The rates market speaks in basis points. Ten questions ask what one actually is, why traders use bps instead of percentages, what one is worth in real money, how many count as a big move, the difference between a basis point and a percentage point, and where to watch the curve react in real time.
Read the post →A fair comparison of Bloomberg, Newsquawk, Live Squawk and Financial Juice, on what each does well, where each falls short, what a good source actually needs, what the options really cost, and why a full terminal that scores the news in real time is the best value for most traders and investors.
Read the post →How to keep current without living inside a screen, in ten questions covering the best real-time sources, why speed beats volume, how to filter the noise down to what actually moves markets, whether free tools are enough, and the simplest four-part routine that keeps you up to date in minutes a day.
Read the post →Ten questions that skip the hot takes and ask what AI and automation are really doing to work, which jobs are most exposed, whether the number of jobs is actually falling, which economic reports show the shift, and the simplest way to watch it in the monthly data instead of the headlines.
Read the post →The jobs report moves markets more than anything else on the calendar. Ten questions take on why the number itself cannot be called in advance, what actually drives the reaction, why a strong jobs print sometimes sends stocks down, which figures in the release matter most, and the simplest way to trade around it without guessing.
Read the post →Ten questions for anyone on a Topstep, Tradeify, Take Profit Trader or Lucid account, on why news matters more once a drawdown is on the line, which releases actually move the E-mini and Nasdaq, the firm rules to check before you trade a number, whether to hold through a print, and the simplest three-step routine for trading around the news.
Read the post →The press conference, not the decision, is the hour that makes the day's range. Ten questions cover why that is, what to have ready in the gap between the two, the four things worth listening for in the Q&A, which market reprices first, and why letting the first move go is usually the edge.
Read the post →What to do when hiring slows, in ten questions covering what actually counts as a weak job market, why bad jobs news sometimes sends stocks up, which four numbers are worth watching, how to tell a soft patch from something worse, whether to trade the payrolls print at all, and the one test to run before you place the trade.
Read the post →Ten simple questions for anyone buried by the feed, on how much news you actually need, which releases to keep and which to ignore, how to tell in one glance whether a headline matters, whether to turn off your alerts, and how to build a calm routine that takes about fifteen minutes a day and then leaves you alone.
Read the post →Ten questions, answered one at a time. They ask where the numbers actually come from before they reach the news, whether free sources are good enough, how fast news needs to be for your horizon, how to tell a strong print from a weak one, which releases genuinely move markets, and how to use the bond market as a check on every headline you read.
Read the post →More coming. The guides go deeper on reading a release, the yield curve, when-issued trading and Treasury auctions, and the glossary covers the vocabulary a paragraph at a time. Live coverage runs on the news feed.