Day & Night trading Derivatives Futures

Discussion in 'Journals' started by maxinger, Aug 31, 2019.

  1. maxinger

    maxinger

    Shanghai INE copper cathode key parameters

    1 lot = 5 tons
    1 tick = 10 rmb/ton
    =50 rmb/lot (about $7 / lot)

    current price 52500.
    1 tick = 10 points

    symbol : BC

    average daily volume = 15k only?!?!?!?!
    something is not right.

    trading hours (China time) : 9-11.30am, 1.30 - 3pm,
    and other trading hours prescribed by INE (9pm? to ??)

    I don't like long breaks.

    Seems like this product is not for me.
     
    Last edited: Dec 17, 2020
    #431     Dec 17, 2020
  2. maxinger

    maxinger

    continue ...

    stop loss : ~ 10 ticks

    volume chart for signal : 30V

    perhaps I should study LME exchange.
    At this rate, I wouldn't be able to take a rest.
     
    #432     Dec 17, 2020
  3. maxinger

    maxinger

    My coming holidays plan.

    Since I can't travel due to covid crisis,
    I will spend my time further expand my trading area.

    Past few days, the US market hardly moves.
    so in the next few days, the whole world market is going to be very dead
    unless there is something like a powerful presidential tweet.



    Time to clean up my Esignal charts.
    Time to explore those products from China Exchanges.
    sigh ... extremely boring holiday.
     
    #433     Dec 17, 2020
  4. maxinger

    maxinger

    Shanghai INE exchange

    managed to set up the charts for
    copper cathode
    TSR 20 rubber
    medium sour crude oil
    low sulfur fuel oil

    I guess these are the only 4 products that are open
    to foreigners for trading.

    All have the same trading hours.
    China time :
    9am -11.30am,
    then lunch break,
    1.30pm - 3pm,
    then very huge time gap,
    then 9pm to 1 am

    All have monthly contracts and are in RMB

    INE rubber volume is quite decent compare with
    volume from other exchanges (SGX, TOCOM, BMD? )
     
    Last edited: Dec 18, 2020
    #434     Dec 18, 2020
  5. maxinger

    maxinger

    Shanghai INE 18 Dec
    hindsight analysis / post mortem analysis /
    reverse engineering or whatever-u-call-that


    copper cathode up @9.24a
    max profit ~US$400 / lot

    Low sulfur fuel oil up @9.57p
    max profit ~US$80 / lot
    It seems small. I hope it is not a calculation error.
    I think the contract size is quite small.

    medium sour crude oil up @9.59p
    max profit ~US$700 / lot

    TSR 20 rubber up @9.26p
    max profit ~US$350 / lot

    summary :

    - reward : ratio for the above was > 2:1

    - great movement during pre-US market

    - there was only one boat service a day.
    you miss the boat and you have to wait for another day

    - INE price range was actually relatively good!
    For other exchanges, there were hardly much movement.
     
    Last edited: Dec 18, 2020
    #435     Dec 18, 2020
  6. Overnight

    Overnight

    Jesus, yer such a commodity whore. Way to go on trying to capture the whole world! I could not do that. :)

     
    #436     Dec 18, 2020
  7. maxinger

    maxinger


    I started with one futures & one computer monitor.
    As time goes by, I add more and more.

    I will be adding more during the coming very long holidays
    because of travel restrictions.
     
    #437     Dec 18, 2020
  8. Overnight

    Overnight

    Yeah, I was supposed to do that same thing. I wanted to get a few more monitors as my trading expanded. Alas, real-life bits got in the way. :-(

    Well, keep on keeping on max! Kill it on the Eastern Hemisphere!
     
    #438     Dec 18, 2020
  9. maxinger

    maxinger

    The next hemisphere to focus on is the Southern Hemisphere.
    B3 exchange (Brazil ....) is actually the top 3 derivative exchanges in
    this world, bigger than many exchanges in the US.
     
    #439     Dec 18, 2020
  10. Overnight

    Overnight

    Good on you, and well-wishes to conquer the South-Western quarter-sphere? heh
     
    #440     Dec 18, 2020
    maxinger likes this.