The ACD Method

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

  1. Maverick74

    Maverick74

    I think he is referring to the default swaps and not simply a bet on the convexity of the Japanese rates and unfortunately the retail guy does not have access to those. You know, in that book the "Big Short" there was those small guys who started a fund for the sole purpose of getting a letter of credit so they could call up these big banks with their hand shaking as they held the phone and asked to buy some of these exotic derivatives. That chapter was worth the price of the book alone. These guys were calling up banks like they were ordering a pizza and didn't even know the right terminology, sounded like 12 year old kids, and they were asking for this stuff and the conversations were priceless. It took a few practice runs but they finally got it down and they finally got their options and they made a fucking killing.

    For those of you interested:

    http://en.wikipedia.org/wiki/Cornwall_Capital
     
    #8031     Dec 29, 2013
  2. Maverick74

    Maverick74

    No, I use the number line for the spread.
     
    #8032     Dec 29, 2013
  3. Maverick74

    Maverick74

    There are two ways you can do this and there is really no wrong way, I'm only giving my opinion. You could wait for a confirm in Gold and then pick the denominating currency that has confirmed on the downside. Or you could track the number line spreads and wait for a confirm. Mathematically you will see that it's possibly then that you get a confirm on a spread where it's possible that neither will be in a confirmation individually but combined they are. It's really a matter of taste. There is no right answer.
     
    #8033     Dec 29, 2013
  4. DT3

    DT3

    Mav

    Do you reset your NL's to 0 after new years or just keep rolling them.
     
    #8034     Dec 29, 2013
  5. Maverick74

    Maverick74

    Keep rolling them.
     
    #8035     Dec 29, 2013
  6. I remember that part of the book explicitly.. It was great
     
    #8036     Dec 29, 2013
  7. Hey Mav...I was curious to know what are u using for your OR? brent open, nymex pit open, or something like Fish's new post brent close open (1015-1030cst) from his webinar you posted awhile back?
     
    #8037     Dec 29, 2013
  8. trader31

    trader31

    Understood, thanks very much.
     
    #8038     Dec 30, 2013
  9. #8039     Dec 30, 2013
  10. HO down over 3.5 cents on the day...freefall

    Shouldn't HO be moving positive because of the forecast cold weather in the NE (like NG)?

    (dunno what the inventory levels are)
     
    #8040     Dec 30, 2013