Critics will say how is it possible to lose money in 2019 whereas stocks, bonds and gold did nothing but rise.
EDIT: is it safe to say 21' = 21% of a $100k notional value so from -21' to -20' = $1000?
How to read the value for a steepener trade such as: long 1x\ZT short 1x\ZN? Currently the spread is trading at -21'22'4 What if it gets at...
This is all time high. Buying pressure is obvious. Yet, who is selling? Market never traded at this level. Nobody did buy those shares at this...
This FOMO must influence passive investors mostly. A systematic trader would just jump on the market nontheless and set a stop loss to a % of risk.
This might sound bizarre; does it make sense to apply trend following rules (short term breakouts) to V2X front month futures even though the...
Vol is quite a bit higher on the further out? Thanks ever so much
GAT I would like to add this question about your blog post on futures and minimum capital requirement. Basically, below 10000 EUR only V2X...
Those are rules about risk, position sizing and volatility. TurtleTraders than traded trendfollowing rules within this structure as they were...
How does that change should I pyramide (adding to the winners)? Let's go back to a few weeks ago when SPY was at 301.60 and average true range at...
SPY etf last close price $311.81 ATR is 'average true range' indicator to calculate SPY volatility (I like this better than standard deviation)....
Total Market Cap vs GDP reached 146.30% today. Sep 30, 2018 was at 146%. Market is getting closer to Mar 30, 2000 148.50% all time high. Bullish...
My unit of risk per bet is 1% of my capital. Volatility determines how I should dimension the trade (2xATR). That normally results in a 20% equity...
"the extent to which U.S. economic indicators exceed or fall short of consensus estimates. An economic report with better-than-expected news is...
Surprise Index about to go below zero.
Year-to-date gold is going up, so are treasuries (rates going down) and the stock markets. There is one too many.
https://ycharts.com/indicators/us_investor_sentiment_bullish US Investor Sentiment, % Bullish is at 35.60% July 30 was at 38.44%, Sep 18 at 35.34%
Federal Reserve lowered borrowing costs by 25bps in July 30 and September 18 and the stock market dropped days later. I wonder what happens should...
Global liquidity proxy [IMG]
Actual corporate profits in divergence with the stock markets
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