Andy's Spread Trading Journal

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

  1. TY-US worked out very well, especially after the FOMC meeting announcement.

    I will have a look into my charts and see if I can find anything for next week.

    Will keep you updated.

    Have a nice weekend,
    Andy
     
    #311     Mar 23, 2007
  2. Hi Andy! What should I do after closing out a trade?

    You must be disciplined in following the plan of your trade religiously. Once you have closed your position, you should record everything about the trade. Write down where you wanted to enter the trade, what you expected out of the trade, and what you actually did get out of the trade. Make sure to include notes that will help you learn from the trade, reasoning what actually took place once you entered the trade. Explain why the trade was a winner or a loser. If you keep detailed records, you can learn from past trades and increase your chances of recognizing your strengths and weaknesses. Build on your strengths and stay away from trades you have demonstrated weakness in.

    Another good thing to do is to keep a diary of your feelings. Learn which feelings go with the winning trades. Keeping such a diary will help you to become a more intuitive trader.
     
    #312     Mar 23, 2007
  3. Trading idea 03/29

    Please have a look at the following chart:

    http://share.esignal.com/groupcontents.jsp?folder=&picture=BP-SF.gif&groupid=707

    The spread is seasonal from 4/5 till 4/16.

    I personally would enter on a break out of the Hook. Because currencies move fast, I would enter MOC on the same day, with a stop below the hook.

    The seasonal time window is very small. The spread has to move immediately into my direction.

    Happy trading,
    Andy

    PS PS TY - US worked out pretty well!
     
    #313     Mar 29, 2007
  4. I'm sorry, maybe I'm just missing the obvious.

    What is "WB" and "WF"? The chart seems to be a spread between those two mystery symbols.

    Is this British Pound vs. Swiss Franc? The chart looks right.
     
    #314     Mar 29, 2007
  5. Yes, you are completely right. I should have told you it is an equity chart between the British Pound and the Swiss Franc:

    625*BPM7 - 1250*SFM7

    Best regards,
    Andy
     
    #315     Mar 29, 2007
  6. #316     Apr 17, 2007
  7. Hi Andy! What is a “Crush Spread?

    The spread is defined as buying one futures contract, and selling a different, but related futures contract. Specifically, when trading the crush spread, you would buy soybeans and sell its respective products, the soybean meal and soybean oil. This is what is referred to as being crushed. If you buy the soybean meal or the soybean oil and sells soybeans, that is what is referred to as being reversed crushed. Soybeans alone have relatively little value. The value of soybeans is the fact that when crushed, the products have great value globally. Soybean meal is of value to the farms that raise chicken and hogs. Soybean meal is rich with protein and is fed to these animals to fatten them up. Soybean oil is of value across an array of industries. Primarily, soybean oil is used in food as one of many available edible oils. Soybean oil is also being used in a mixture to create an alternate source of energy to compete with crude oil. These uses and others of the products give soybeans their value.
     
    #317     Apr 18, 2007
  8. Hi Andy! Any news regarding the Side-By-Side trading of the agriculture contracts at CBOT? Is the volume enough for trading?

    As far as I can see, volume in the nearby contracts is pretty good, and is enough for trading. But you ALWAYS have to check the volume on your own before trading any market. In addition to the volume, you should check “how” the market is trading. Sometimes volume seems to be enough, but when you look more closely you can see that only a few "big guys" are trading, and trading happens only a few times a day. Therefore, always have a closer look at an intraday chart. Look at 10- or 15-minute charts to see if the market is behaving “normal”. This way you can also see what time of the trading day is the best for you to enter/exit the trade.
     
    #318     Apr 20, 2007
  9. Hi Andy! Although I have read about it, I still do not understand limits as they relate to spreads. Do I need to concern myself with them? Does limit up / down, and locked limit, mean the market cannot move any higher or lower? Does this affect spreads? How? How often does this occur, are there warning signs of this occurrence?

    Limit up or down means the market cannot (is not allowed to) move further up or down, as the case may be. You do not ever want to enter a spread at that time. You will not be able to put on both legs. If you are in a spread when the market goes limit, then usually all the months go limit and so the spread remains flat and doesn’t move. If you are in a spread when the market moves limit, do not attempt to get out. You will be murdered if you do. Just stay in even if it goes slightly against you. It can go slightly against you because the front month may have greater limits than the back month. But by the time the spreads Close you should be okay or mostly okay. The difference will not be great.

    Every market is different. You get tons of limit moves in Bellies and in other illiquid markets like lumber. I have no idea of how often limit moves occur. They vary by market and from year to year.

    Are there warning signs of a limit move coming? I have never seen any. By the time the news that causes a limit move reaches the market, it is too late to do anything about it.
     
    #319     May 21, 2007
  10. Trading Idea 05/21

    I am looking at the spread KWN7 - WN7.

    http://share.esignal.com/groupcontents.jsp?folder=&picture=KW-W 21052007.gif&groupid=707

    Seasonality goes normally from April till First Notice Day (06/29). I have tried to get into the spread already on 5/3 but got stopped out with a small loss. Now it looks like we get a new entry again (1-2-3 low). My suggested risk would be $500/spread.

    Let's see what we get.

    Happy trading,
    Andy
     
    #320     May 22, 2007