Snuskpelle's (kind of) Intraday Adventures 2019

Worked a bit on USDSEK hedging algo yesterday but yet found nothing I am satisfied with using price as input alone (e.g. giving up 100% of upside to be protected against 50% of downside - in that case I might as well stay permashort USDSEK). Will move on to interest rate differentials next.

 

Close USDSEK +150

 

Sell US2000USD x -62 @ 1554.16 stop 1560.64

Unreasonable rally IMO, in addition to Russell reaching upper trend channel ceiling. May double later.

 

Doubled, same stop since market gives me better price.

 

Sell ASX200 x -20 @ 6648 stop 6678 (quite wide spread )

 

Close US2000USD short for ~+650

Leaving ASX200 overnight.

 

Close ASX200 -72

French breach of EU budget rules saved me 100 by giving better exit.

Edit: Should have held on a bit longer I suppose but anyway, nice to not hit acc NAV by much.

 

Staying out today, market is too unclear on where it wants to go. Best guess is up though.

 

Buy NAS100USD x 30 @ 7882 stop 7868

BTFD

 

Close +210

Slower than I would have expected, and I am not fond of algo hell that is last half hour of trading. Was trying for chances to buy another 30 units on adverse excursion 200-300 but failed to pull trigger.