spending hours to watch recordings of yourself trading looks like a huge waste of time. A screenshot would be sufficient. If you cannot spell out...
60? An average of around 40 here, +10 to account for an older society, +10 for the trivia fact making it to the news.
If I know that it's an oil's big bull run, why don't I simply go long or buy the dip? I don't understand the point of strategies predicated on...
if you are paid xccy for lending AUD versus USD and paid xccy for lending USD versus EUR, then it should follow that you're paid for lending AUD...
AUD and NZD because their banks issue their debt in USD and swap into local currencies. http://www.rba.gov.au/publications/bulletin/2013/jun/7.html
In a "fair" FX swap you sell me some spot GBPUSD and buy GBPUSD from me on a forward basis. Since you invest your USD proceeds at a better rate...
the only answer would come from an fx trader who knows what inputs hes using. you can TRY using t-bill rate for USD side (or fed funds) and SONIA...
Obviously yes for sizing. No for monitoring or analysis. It is useful to see if returns came from price appreciation or from fx movements, see if...
so how do you feel about tax cuts in Italy, France or Greece without corresponding decrease in spending?
no, nothing, that bit of msg wasn't directed at you.
I am slightly sceptical that modern day investors behave in the same fashion the ones in nineteenth century did esp when it comes to gold cus I'd...
@Daal attached pic with fred2 data. @pyradius yields as decimals. also you haven't changed 30 to 10 for calculation of 10y duration.
you can approximate in excel if rough calcs are fine for you with =DURATION(C7, C7+365*30, D7, D7, 2) where c7 = observation date, d7 = 30y yield...
Damodaran's formula is correct including /12 part, +44% is feasible if yields drop around 5%. For more precision you can replace 10 with 9.9167 to...
Nextera energy has positive net income, so you can use that instead of cash flows. Cash flows are negative due to capex, so you can assume decent...
Apart from my views on the merit of fading the move in yields, that's what occurred in my mind when I looked at net positions: - 1m contracts is...
wiki says first 3m bills were issued at an auction in 1929, so you're not missing much. Between around 1917 and 1929 you had fixed rate tenders...
Could you pls explain the ECB repo rumours from this week? The Reuters article didn't clear everything for me. Okay, there is shortage of german...
We could borrow a line from Trump. Make Europeans pay their fair share of military spending and re-direct the money toward education. This would...
Are there specific channels how the ECB decision will move the spread or just heightened volatility that can throw things in disarray? My guesses...
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