Andy's Spread Trading Journal

Discussion in 'Journals' started by Jordan_Andy, Nov 19, 2004.

  1. In the Dominican Republic - Santiago.
     
    #11     Nov 30, 2004
  2. - Who do you use as broker ?

    I am with Refco and I got some brokers there.

    - Why don't you trade the electronic contracts ? (There are a lot of spreads that can be traded electronic)

    The markets I am trading do not show enough volume in the elec. contracts unfortunately. Maybe this will change one day.

    The spreads you can trade elec. are mainly in the currencies, interest rates and the indices.

    Regards,

    Andy
     
    #12     Nov 30, 2004
  3. :D
     
    #13     Nov 30, 2004
  4. I am looking for some trades already but haven't entered any spread yet. I am sure I will get something the next days.

    I will keep you updated!

    Andy
     
    #14     Jan 5, 2005
  5. Dear Traders,

    because of different activities (writing a newsletter, chat,...) I am not able to post my spreads trades immediately after my entries/exits. I will always have a few days delay. The journal should give you only an idea about how to trade spreads. If you find it interesting and you need some basic information, just send me an email and I will send you some PDF's.

    Happy trading,

    Andy
     
    #15     Jan 11, 2005
  6. H2O

    H2O

    Andy, what kind of data do you use ? (And from who ?)
    I assume you use continuous data for your spreads, what kind ? (backadjusted, ratioadjusted, perpetual)
     
    #16     Jan 11, 2005
  7. The WH5-WK5 spread is wider than the one you chose. Any reason you chose that spread in particular. I am not saying what you are doing is incorrect. I'm just curious?

    Are you dividing by the number of months between the spread?
     
    #17     Jan 11, 2005
  8. 1 x HUK5 - HOK5 (this means long 1 HUK5, short 1 HOK5), Risk $1260/spread, basis is seasonal and a RH, entry at 10.7 on 01/05, exit at 10.2 on 01/12. Spread did not move into my direction and also the volume was really bad.

    Loss of $210 + $50 = $260

    Hyp. Account at $19,740

    4 x WN5 - WH5, risk $250, basis is seasonal, entry at 14 1/4 on 01/05. Will exit if the spread doesn't start to move up till Friday.

    3 x LCJ5 - LCQ5, basis is seasonal, entry at 7.42 on 01/07, risk $400
     
    #18     Jan 13, 2005
  9. "The WH5-WK5 spread is wider than the one you chose. Any reason you chose that spread in particular."

    The WN5 - WH5 spread shows more potential. This is quiet normal with intramarket spreads. Spreads with more time between the two contracts show normaly more potential. This is only true if you look at spreads in the same crop year.

    andy
     
    #19     Jan 13, 2005
  10. Hi H2O,

    sorry I did not want to ignore your question:

    "Andy, what kind of data do you use ? (And from who ?)
    I assume you use continuous data for your spreads, what kind ? (backadjusted, ratioadjusted, perpetual)"

    I use esignal at the moment. Real time for the CME and CBOT. These are the markets I am trading most of the time.

    But for the spreads you do not need real time. Actually with EOD data you are fine!

    Have a good day,

    Andy
     
    #20     Jan 18, 2005