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11 月 1, 2015 によって ショーンオバートン 6 コメント

我々 は、黒の月に終了、 0.74% 戻り値. 私は誰も、パフォーマンスのようなもので上下にジャンプを実現します。, but I’m honestly very excited to see the change.

At the beginning of October, I made a substantial change to the portfolio. Previously I attempted to pick pairs that were doing well. This approach was something of a mixed bag. While some periods of performance were quite nice, such as June of this year, the month of August was pretty harsh on the portfolio. I also didn’t like that the pair selection process was still very subjective.

The QB Pro strategy, like any strategy, makes its most important trading decisions when it selects its portfolio. The strategy is not one that can make money in any given environment. 代わりに, it requires careful selection of instruments in order to give itself the best possible opportunity to earn a profit.

QB Pro equity curve October 2015

The equity curve for the month of October 2015.

Based on about 100 hours of research with Jingwei back in September, I’ve been able to reduce the amount of discretion when selecting portfolio instruments. たとえば, the mega-monster performance from August 2014-March 2015 was driven exclusively by the strength of the US dollar.

As anyone who buys gasoline for their car knows, the trend shifted this year out of currencies and into commodities. 具体的には, commodities have taken a real beating. China’s economy is sputtering, the US like it’s unable to raise interest rates and most industries suffer from serious gluts. Oil production in the US is widely rumored to possess a severe over-capacity, as evidenced by all the junk-debt ratings on US drillers. Gold mining stocks around the world have been the red-headed stepchild of financial markets, trading at PE ratios as low as 1.0.

That weakness spread to commodity currencies, even major currencies like AUD, CADとNZD. As I ran backtests using a portfolios of those currencies and their crosses, I noticed that the equity curve more less marched straight up through the summer. もっと重要なこと, that basket of pairs benefited from the Chinese devaluation, whereas my custom basket took a step drawdown.

I’m expecting more problems of out both China and the US through the rest of the year. Although China managed to settle down after the summer, the problems plaguing it are anything but fixed. Recent bankruptcies and bailout of state owned firms point to more cockroaches. と, you know the rule about cockroaches. Where there’s one, there’s 10 詳細. I expect more Chinese devaluation to follow.

QB Pro lifetime Oct. 2015

Lifetime equity curve of QB Pro’s high-risk version.

The commodity currency exposure is an indirect, systematic play on this expectation. The portfolio has done well in the current environment and, given that I don’t expect any improvement at all in China, should continue to do well.

The other variable is the Fed. I had the rather unfortunate luck of launching the portfolio just in time for a Fed governor to cast doubt on any US interest rate hikes this year. The change got off on the wrong foot. But QB Pro didn’t just stem the losses. It bounced off the equity low and marched upward in nearly a straight line for the rest of the month.

The Fed meeting in October forced the governors to pretend as though a 2015 rate hike is on the table. There’s always the chance that the Fed might hike rates just to prove a point. They’ve been talking about this for 9 ここ数ヶ月. The futures market at one point put the odds somewhere near 67% for a 2015 rate hike. Prior to the meeting, those expectations fell under 25%, then jumped back to around 50%.

Even if the Fed did raise rates, I see an impossibly low probability of a sustained program of rate hikes. The data looks like a car sputtering on fumes. There’s deflation everywhere expect for the financial markets and beef, どこ “investors” have been encouraged to park their money in junk debt in exchange for a pitiful 4-5% yield. The economy is sick. The idea of consumers breaking out their wallets and spending like the drunken sailors of 2007 is laughable.

My expectation for the next 6-24 months is that the Fed slowly retreats from talk of hiking rates and into another round of QE. That will mark the final admission that the Keynesian policies aren’t working and where the markets lose all confidence in central banks.

A confidence collapse would slam currency markets, but it should exercise the most severe impact on the commodity currencies that my traders and I focus on with QB Pro. The deflation would press prices even further to the downside, which provides ideal conditions for this type of strategy.

Open slots for new traders

I’m hosting a webinar on November 12 to teach you as much as I can about algorithmic trading. The webinar is going to cover in detail the QB Pro strategy, especially the SBスコア. I’m also planning to discuss the Fed and Chinese situation in more detail, as these are the two most important factors for us to consider when applying strategies. Make sure to sign up to the newsletter to be notified when I start accepting registrations. This is also open to traders in the United States, which is a big change from previous options!

If you’re interested in trading the QB Pro strategy in your own account, attending the webinar will be mandatory. And as a thank you for spending 45 minutes of your day learning from me, you’ll be given a strong financial incentive to trade QB Pro. More details to come soon, so make sure that you subscribe to the newsletter now before you forget.

以下の下でファイルさ: QB プロ タグが付いて: アルゴリズム取引, 豪ドル, CAD, China, 商品, Federal Reserve, ゴールド, NZD, oil, QE

先物で目でオイルの Cfd を取引します。

10 月 11, 2015 によって リオル Alkalay Leave a Comment

ほとんどのトレーダーのため, Cfd を取引する最も簡単な方法オイルは. Oil CFD trading is deemed a less costly option as CFD contracts are minimal compared to Oil futures contracts. That means Oil CFDs are easy on the margins. Furthermore, in a CFD trade, there’s no need to “roll” (or extend) a contract.

If you trade Oil CFDs rather than Oil futures, you can still use Oil futures data to make an informed decision. その後、, you get the best of both worlds, すなわち. the low costs of CFDs and the insight of Oil futures (usually WTI contracts).

Watch Oil Futures Volume

The first insight that Oil futures data can give you when trading Oil CFDs is volume. Since oil CFDs are OTC (Over-the-Counter) there is no volume available. By using the CME website you can view the volume of the front month contract in WTI. With that data, you can conclude how strong the momentum of a recent Oil trend. If you get high volume, then momentum is strong and, もちろんです, vice versa.

Oil CFDs

ソース: CME

Winter is Coming

Oil demand tends to jump during winter months; を, もちろんです, is because demand for heating amplifies the need for energy. But what does it means in practice, トレーダーとして? Say you opened an Oil trade, 長いか短いか, ahead of winter. Demand expectations could change the trend once winter began. How could Oil futures help you?

もう 1 回お願いします, the CME site can come to your rescue. Let’s say you’re in August and the Oil futures contracts for November are much higher. You realize that there’s a greater likelihood that Oil will head higher over the coming weeks. 今のところ, what if the price is more or less the same as the Oil CFD contract? That means there is a low expectation of rising Oil for the upcoming winter.

As seen in the sample below (from the CME WTI oil contracts) December and January are roughly at the same price of $46.41 for Oil WTI contracts. And that means low winter expectations.

There is one caveat; only watch the winter months’ futures when winter is really approaching. それ以外の場合, the price may not be that indicative.

Oil CFDs

ソース: CME

Watch Open Interest Ahead of Inventories

If you trade forex then you know all about the monthly Nonfarm Payrolls report and how it affects the major FX pairs. まあ, Oil has its own “Nonfarms,” albeit in miniature. Every Wednesday, the Energy Information Administration (EIA) releases its weekly petroleum status and inventories report.

Data on future and options (where the big money is) can come in very handy. Any open buy side interest ahead of the EIA release is quite revealing. That suggests that any fall in inventories could ignite a bullish bounce. So every Wednesday, you get an indication of a potentially big move and adjust your trade accordingly.

Oil CFDs

ソース: CME

Spot Reliable Pivots

確認して, open interest can help you sense sentiment but there’s more. It can also allow you to spot pivots. どのように? それを考えます; all of the big Oil producers have a certain price below which they will lose money. When you examine the Oil open interest chart, this time from options, you can easily identify that price by a high concentration of puts. Those puts option are in place to protect producers against an Oil collapse. Then you can rely on those pivots during your day trade or when swing trading.

Oil CFDs

ソース : CME

Oil CFDs vs Futures

もちろんです, there are many more nuances to trading Oil CFDs which can be addressed another time. For now, しかし, understand that Oil CFDs are the smart way to trade Oil. そうは言っても, しかし, it doesn’t mean you can’t gain valuable insight from the derivatives market.

以下の下でファイルさ: 外国為替市場のしくみ? タグが付いて: CFD, 先物, oil, pivot point

スイング トレード戦略: ゴールデン クロスとクロスの死

10 月 27, 2014 によって ショーンオバートン 3 コメント

Swing trading broadly refers to a segment of trading strategies that combine technical momentum and pattern recognition with a smaller emphasis on fundamental analysis. 全体的に, swing trading is a great strategy for individuals unwilling to the devote the time and energy necessary for successful day-trading while seeking to be more active in managing funds than simply participating in buy-and-hold strategies. This strategy is largely employed by speculators and retail investors seeking to benefit from the confluence of short-term price momentum and economic fundamentals. This requires a modicum of flexibility unavailable to large institutional investors that are bound by large trade sizes and are often less adaptable to evolving short-term conditions. The time horizon for swing trades is typically a day to several weeks depending on the investor’s strategy and risk tolerance.

Two very famous technical patterns that fall under the category of swing trading strategies include the “golden cross” and “death cross”. Each of these strategies depend on the trends of moving averages, specifically the 50-day and 200-day moving averages (taken from closing prices). These technical patterns rely on more medium-term charts, primarily 4-hour to 1-day charts. Periodicity is especially important as shorter-term charts are not relevant and useful in assessing these patterns.

Golden Cross

The golden cross is a technical pattern where the shorter-term 50-day moving average crosses a longer-term 200-day moving average to the upside. This is a bullish pattern, signifying a situation where upside momentum is forecast to increase, marked in conjunction with higher than average volumes. 、 200 day moving average also becomes a support level for prices. This pattern is currently evident in the 米国. dollar index (DXY) which has witnessed a meteoric rise of 6.87% since the 50-DMA crossed the 200-DMA to the upside on July 16第 5 回.

Golden crossDeath Cross

The death cross, although dark in name, is merely the opposite of a golden cross, with the shorter-term moving average crossing the longer-term moving average to the downside. This is typically indicative of a possible bear-market on the horizon and is usually confirmed by higher than average trading volumes. After crossing, the longer-term moving average serves as a resistance level for prices and is a great area to short the instrument on momentum pullbacks. A great present-day example of the death cross is in the West Texas Intermediate crude oil benchmark which saw the 50-dma cross the 200-dma on July 22nd, causing losses to-date of -17.12%.

death cross

Suggestions for Swing Trading the Golden Cross and Death Cross

Speed is Key

The earlier the entry to a momentum trade the better the risk-reward conditions. As the phrase goes, the early bird catches the word. Quick entry also means more security in exiting a position without worrying about momentum chasing from picking a bad entry point.

Choose Liquidity

A careful exit and entry strategy is essential for any successful trade, especially in the shorter-term time horizons. Instruments that don’t trend for long periods of time and lack liquidity for entering/exiting position are not useful in this particular strategy no matter how pretty the setup. In thinly traded stocks, traders might encounter a sharp price impact from entering/exiting which is likely to create problems for strategies that require nimble maneuvering.

What Not to Do

Avoid fundamental analysis. Although swing trading typically relies heavily on careful reading of the technical indicators, fundamental analysis can still have a dramatic impact on an instrument’s price. Keeping up to date with the news, having familiarity with economics if trading currencies, or earnings if trading stocks is indispensable when swing trading and cannot be ignored. 覚えています。, information is power.

Fight the trend

While not necessarily a trend following strategy, swing trading requires careful examination of the prevailing trend for benchmarks to which an instrument may be closely correlated. 例えば, if finding a golden cross in a stock that is a component of a broader index that is trending lower, the relationships between stocks may negate the pattern. Situational awareness is key.

Chase momentum

If late to a trade, wait for a pullback or retrace before entering. Buying highs and selling lows is every investor’s worst nightmare. Timing is everything, so be wary of eagerness to enter a trade.

以下の下でファイルさ: 戦略の取引のアイデア タグが付いて: death cross, dollar index, DXY, golden cross, momentum, 移動平均, moving average crossover, oil, スイングトレード, WTI

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