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. If you want the live version, it is on the terminal.
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 short questions on the one-address setup, what your assistant can answer once 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 short questions on why speed matters at an intraday horizon, 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 fast.
Read the post →EURUSD falls half a percent. Euro weakness, or dollar strength? The pair cannot tell you. Ten short questions on measuring currency strength against a whole basket, why the 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 short questions on the daily count, 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 short questions on the institutional edge and which parts of it 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. Ten short questions on 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 short 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 short questions on 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 short questions on 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. Ten short questions on why it is poor at prediction and excellent at revealing risk, 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 short 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 short 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 short 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 short 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 short 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 that deserves a straight answer. Ten short questions on 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 short 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 short questions on 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 short 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 short questions on what the ladder shows that a calendar never can, what the calendar shows that a ladder never can, 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 short 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 this 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 short questions on 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 short questions on the reaction itself: the two expectation bars and why only one is published, 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 short 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 short 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 short 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 short questions on 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 short 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 framework 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 short questions on 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 →Ten short questions on the result that reprices the risk-free rate: 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 →Ten short questions on the unit the rates market actually speaks in: what a basis point 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, professional comparison of Bloomberg, Newsquawk, Live Squawk and Financial Juice: 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 →Ten short questions on keeping current without living inside a screen: 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 short questions that skip the hot takes: 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 →Ten short questions on the report that moves markets most: 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 short questions for anyone on a Topstep, Tradeify, Take Profit Trader or Lucid account: 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 →Ten short questions on the hour that makes the day's range: why the press conference moves more than the decision, what to have ready in the gap between them, 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 →Ten short questions on what to do when hiring slows: 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: 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: 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. In the meantime, the guides go deeper on reading a release, the yield curve, when-issued trading and Treasury auctions, and the glossary covers the vocabulary in a paragraph each. Live coverage runs on the news feed.