Squawk /
20 September 2018 at 19:35 GMT
Hypothesis Testing
United Kingdom
If the site does indeed closedown or simply stop functioning (24th) then to all the regulars onsite that I have had the joy of meeting and learning from over the years may I wish you every success with your trading.
As an off topic posting may I highlight the divergence on Bund to 10yr Notes yield disparity....@ 2.6% to put this into perspective when the Euro project started the spread on yield was thus far apart so seasoned spread/arbitrage traders out there may want to track this pair IMHO. Remember that we are trading opposing markets in the near term duration and that Notes have a greater rate of change so when building your 1:1 positional arbitrage account also for rates of change and simply skim your net gain. VIX can only remain at extremes for a certain length of time before an average range occurs bringing the VIX back to normal ranges.....I suspect that is the same between Bund and Bond ! Trade for yield normalisation or even faster price distortion.
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Squawk /
03 August 2018 at 5:44 GMT
Partner at 3 C ANALYSIS / 3cAnalysis
United Kingdom
GBPUSD - Selling from key average to deepen
The failure to break above the 13 day mvg avg proved its relevance yesterday. At last the consolidation ended with a sharp decline that is in line with this week's negative forecast. Importantly this deterioration also took CABLE below a Marabuzo line created July 20th. Oversold extremes are a concern but it is now likely that any intraday rallies will be temporary.
We look to Sell in 1.3020/25 area and any 1.3049 rally
Stop is 1.3086 bid
Targets- 1.2994, 1.2957 and 1.2918.
Closes 1/2 hour ahead of NFPs
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Article /
25 June 2018 at 15:00 GMT
FX Trade Strategist / www.Loonieviews.net
Canada
Today's New York open saw higher WTI crude prices contending with falling equity prices and Treasury yields as trade war-related risk aversion sweeps markets.
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Squawk /
11 June 2018 at 15:50 GMT
Looking forward to summer holidays, which for me is summer boating trip to Desolation Sound, a great cruising area I try to get to each summer. Most of this area doesn't have cellular or wifi, I shall not be able to crunch numbers or create new theories. Ans so in the middle of rollover week, I thought I would post one last model for today :) My trade set up was a sideways open, then down to 2778, then on to 2795 and back into 2791 are for close, my trade didn't trigger and pending orders won't trigger, so I'm now ready for summer :)
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Squawk /
08 June 2018 at 13:51 GMT
Good afternoon Kom, looks like you short call should be working well :)
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Squawk /
06 June 2018 at 19:21 GMT
Not my idea, but know someone working on a VIX based model for ES, whilst I work on a Russell and VIX based model. This is 15 minutes old, good for 15 mins more :) lol
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Squawk /
01 June 2018 at 14:32 GMT
Short into the weekend? Or not trading the US session and already in weekend mode?
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Squawk /
31 May 2018 at 12:55 GMT
The Russell 2000 has set 15 new intraday, all time highs in 2018 already, here are the years with at least as many since 1987. Yesterday it was up 1.5% after having gone 30+ days without a one and a half percent day. 21 of 29 times that happened since October 1987 the Russell was positive the next day, so let's see if that plays out today.
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Squawk /
30 May 2018 at 15:14 GMT
I am struggling with the idea that the US market is even open, so so quiet!
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Squawk /
26 May 2018 at 2:20 GMT
In case you were curious as to what SPY does after coming back from a 3 day weekend.
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