The ACD Method

Discussion in 'Technical Analysis' started by sbrowne126, Jul 16, 2009.

  1. Yep I remember Martin Luther King day a while back that was when they were liquidating Kerviels positions, something like that. No one wants to be the face plate on the train.
     
    #1971     Nov 23, 2011
  2. Maverick74

    Maverick74

    It's very hard to imagine these bonds going higher but mathematically they can. If we were to have a serious selloff and re-test the lows, the long bond would probably trade north of the 160 handle. That's amazing.
     
    #1972     Nov 23, 2011

  3. I will be on my platform tomorrow, just in case! I was thinking the same thing!
     
    #1973     Nov 23, 2011
  4. Maverick74

    Maverick74

    CNBC is running live coverage tomorrow into the European close!!!!
     
    #1974     Nov 23, 2011
  5. Quon

    Quon

    The real question is, how can I choose between that and the parade? I mean c'mon! :p
     
    #1975     Nov 23, 2011
  6. Maverick74

    Maverick74

    Depends how leveraged you are. :)
     
    #1976     Nov 23, 2011
  7. Please Maverick, could you to explain this further? What's the relationship between a dollar neutral spread and your position in it's volatility? And also, how could you be short volatility in a pair trade taking into account those factors?

    Thank you!
     
    #1977     Nov 24, 2011
  8. Happy Thanksgiving. This year I am thankful for lots of things, one of them being this thread and the generous traders, especially Maverick, that have really improved my trading by sharing their experience and knowledge.
     
    #1978     Nov 24, 2011
  9. Maverick74

    Maverick74

    Mean reversion is another term for short volatility. I don't like playing mean reversion. You are basically selling premium. Make nickels and lose dollars. Mean reversion traders are generally volatility neutral in that they are trying to capture the "excess" volatility in a pair.

    I want to be long volatility. I want to make dollars and lose nickels. There is another difference though. Usually mean reversion traders are trading highly correlated relationships. Where as mine are "loosely" correlated. For example, trading Coke and Pepsi. Let's say they have a correlation close to 1 and ideally you would trade that pair with the same volatility parameters. I might trade long AAPL against short Copper. Both being fairly correlated to SPY as they are both risk assets. But by no means should AAPL and Copper move lock step with each other.

    An easy way to know if you are long or short volatility is just see what your p&l would do if a large outsized move happened to your pair. Usually a mean reversion trader will get killed in that scenario. If I'm long AAPL and short Copper and risk assets sell off hard, Copper could fall 30% while AAPL might sell off 10%. I'm synthetically long volatility in that spread. A stat correlation trader might be short Copper and long FCX which are very correlated. If Copper starts to sell off hard, he might be looking to buy Copper and sell more FCX "hoping" the pairs reverts back to the mean.

    Just different ways at looking at the market. Neither one is right or wrong. Some people like to sell premium.
     
    #1979     Nov 24, 2011
  10. Maverick74

    Maverick74

    Thanks baggerlord. Happy Thanksgiving to you too and everyone else on this thread. Three hundred pages plus and no trolls. We have a lot to give thanks for! :)
     
    #1980     Nov 24, 2011