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November Penilaian Prestasi

Disember 1, 2015 oleh Shaun Overton 4 Komen

Pulangan QB Pro -6.59% untuk bulan November. Matlamat saya untuk melompat di atas kapal trend komoditi lewat kepada pihak yang. Bermula Oktober 1, QB Pro diniagakan campuran AUD, CAD dan NZD. Bahawa campuran portfolio menyebabkan kerugian kerana orang-orang mata wang kekal pelbagai terikat dari Oktober sehingga hari ini.

AUD equity curve November

Prestasi salib AUD

CAD equity curve

Prestasi salib CAD

NZD equity curve

Prestasi salib NZD

Walaupun QB Pro adalah satu strategi perkembalian min pada carta H1, prestasinya bergantung secara besar-besaran kepada arah aliran jangka panjang. Cabaran terbesar saya pada hari pertama setiap bulan adalah untuk memastikan bahawa peruntukan portfolio saya akal untuk persekitaran semasa.

CAD masih berhampiran akhir atas mana trend semasa memuncak. Saya melihat tidak ada sebab asas atau teknikal mengapa trend CAD itu mendahului keluar. Ya, Saya mungkin perlu duduk melalui beberapa bulan atas dan ke bawah kecil; harga mungkin menyatukan sekitar 1.30 kepada 1.33. Kemudian lagi, ia mungkin mula zoom ke atas lagi. Setiap kali trend semula, Saya amat mengharapkan CAD untuk meneruskan arah aliran dalam arah yang sama.

USDCAD

CAD masih dalam utama, aliran menaik jangka panjang. Carta ini USDCAD setiap hari

Trend terkuat di pasaran sekarang adalah CHF kelemahan. Terdapat banyak sebab-sebab asas tidak suka CHF. Kadar faedah -0.75% adalah ketua di kalangan mereka. Tetapi… itu juga berita lama. Tiada apa-apa di hadapan CHF asas telah berubah. Saya rasa seperti saya merasionalkan, jadi saya hanya akan melangkau analisis dan pergi dengan apa carta kata. USDCHF adalah tren dan, pada beberapa hari yang lalu, berlaku melalui tinggi sebelumnya sebelum kejatuhan pasak EURCHF yang.

CHF adalah melanggar keluar lagi

CHF adalah melanggar keluar lagi

Backtests baru-baru ini sistem QB Pro pada portfolio CHF kelihatan baik. The Ujian Prestasi bawah hanya meliputi yang paling terkini 3 bulan.

CHF equity curve

QB Pro lengkung ekuiti bagi CHF sejak September 1, 2015.

Saya rasa seperti kita berada dalam kedudukan yang baik portfolio-bijak. Ini bukan satu pemerhatian empirikal. Ia lebih kepada perasaan yang. Rasanya seperti Kelemahan mungkin saya adalah terhad, bahawa jika saya kehilangan, ia akan menjadi kecil. Dan jika saya menang, bahawa ia akan melihat banyak seperti rentak kemenangan saya sebelum ini.

Jika anda mendaftar untuk sistem QB Pro pada SeerHub, portfolio anda akan dikemas kini secara automatik.

Filed Under: QB Pro, Apa yang berlaku dalam pasaran semasa? Tagged With: AUD, CAD, CHF, komoditi, NZD, trend

Utama Portfolio Update

November 1, 2015 oleh Shaun Overton 6 Komen

Kita berakhir bulan hitam dengan yang 0.74% pulangan. Saya sedar bahawa tiada siapa yang melompat-lompat dengan semacam itu prestasi, 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. Sebaliknya, 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. Sebagai contoh, 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. Secara khusus, 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 dan 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. Lebih penting lagi, 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. Dan, you know the rule about cockroaches. Where there’s one, there’s 10 lebih. 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 bulan sekarang. The futures market at one point put the odds somewhere near 67% untuk 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, di mana “pelabur” 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 Rata-SB. 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.

Filed Under: QB Pro Tagged With: dagangan algoritma, AUD, CAD, China, komoditi, Federal Reserve, emas, NZD, minyak, QE

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