The ACD Method

He didn't say anything new really. He is waiting till after Brexit to short European stocks. Still likes long Bonds and is still long. He is also looking to short the Euro on any Brexit pop. Basically he is going to use the volatility from the vote to build positions.

 

I really like seeing his videos, seems to be a very intelligent guy. I actually just signed up for their Real Vision TV trial the other day to see how it is. I would rather get his letter, but I'm pretty sure that is a pricey letter lol.

 

DRE...TXRH....BCR....how we doin boys?

I have no positions in these just thought I would update these from the request list. Two of them made fresh highs today....

 

Looks like DRE has done quite well! Bcr up a little over 1% as well from the next day's open.

Nice number lines!

 

Mav,

Do you in any way apply ACD to skew? If so, how?

Also, how do you interpret cash confirmation when the futures fail (or vice versa)?

 

I don't look at cash confirmations.

Skew: risk reversals (do a lot of them)

 

FX vols pre-game...

 

Thanks, risk reversals make sense. What about when modeling HV/IV?

 

A timeline for announcement of referendum results.

https://www.dailyfx.com/forex/funda...er&utm_medium=post&utm_campaign=TWGenericFXCM

 

The complacency on stay is downright frightening. Trade accordingly...