Forex/Futures ST for Week 3/25-3/29

greenback

Cocoa is in the 2nd down leg. If ma20 can't hold, the trend may have changed.

greenback

OJ is doing fine, consolidating here ...

greenback

I think we should stay away from all metals for now, given the drama in Europe. You never know when another one is coming up!

greenback

A rebound here is likely in EURO, a key S/R here.

greenback

Same can be said in JPY ...

greenback

GBP is back testing the breakout level ...

greenback

TF doesn't seem to want to give up yet ...

greenback

Let's keep our fingers crossed on NKD as well ...

greenback

Here is a leveraged fund to play the Japanese QE, i.e. bond buying. JGBT is a 3x long ETN on Japanese 10yr bond futures. You can see the apparent higher rising rate starting this year.

greenback

Here is a similarly 3x long ETF on US 7-10 yr bond, TYD. Apparently the bull market here is over.

hahaa

绿老大好。
DX这里再掉下去，感觉可以烧，因为前面那根很深的P棒，也许可以看作LL。

源济

greenback

hahaa 发表于 2013-3-26 06:32 AM
绿老大好。
DX这里再掉下去，感觉可以烧，因为前面那根很深的P棒，也许可以看作LL。

Or long 6E because DX volume is too low ... thin trading volume is usually the cause of a p-bar .

hahaa

greenback 发表于 2013-3-26 11:00 AM
Or long 6E because DX volume is too low ... thin trading volume is usually the cause of a p-bar .

“thin trading volume is usually the cause of a p-bar .”

谢谢。DX的量确实不大。

hahaa

绿老大有兴趣做那个基金吗？你做，我参股。

just for fun.

九天

greenback 发表于 2013-3-26 11:00 AM
Or long 6E because DX volume is too low ... thin trading volume is usually the cause of a p-bar .

Does trading volume play some role for EURUSD?
And thanks for your work.

greenback

九天 发表于 2013-3-26 08:27 AM
Does trading volume play some role for EURUSD?
And thanks for your work.

In general thin trading volume leads to high standard deviation of the market price of an asset, so that the instantaneous market price may greatly deviate from the "intrinsic value" of the asset. So you don't usually want to trade outside the regular trading hours unless this is for a closing trade for profit.

greenback

hahaa 发表于 2013-3-26 08:15 AM
绿老大有兴趣做那个基金吗？你做，我参股。

just for fun.

Maybe next year. I need to see how the trend following idea turns out, which should be good for a managed fund. Need to be more mechanical and more rule-based.

hahaa

greenback 发表于 2013-3-26 01:11 PM
Maybe next year. I need to see how the trend following idea turns out, which should be good for a  ...

那我就等着明年再投你。

九天

hahaa 发表于 2013-3-26 01:52 PM
那我就等着明年再投你。

haa  Fx doesn't have volume. Futures (6E, 6A, 6B...) have.


谢谢，我查查 Futures (6E, 6A, 6B...)