Trade idea: Short US10y bond, short EURJPY

Discussion in 'Trading' started by tsfx, Nov 7, 2023.

  1. tsfx

    tsfx

    Completely different strategy.

    You know what they say about sharing a strategy, right?
     
    #11     Nov 7, 2023
  2. TrAndy2022

    TrAndy2022

    Yes I heard this. Like every Big Bank and every hedge fund is listening to anonymous writers here and then take the other side of trade until the strategy does not work for sure.

    Just forget it. Already every kind of strategy is already posted here in this forum...and there is still plenty of Alpha. You do not have to be that shy...
     
    #12     Nov 7, 2023
  3. tsfx

    tsfx

    You keep believing what you believe.

    Let me ask you something. Do you actually trade live? Or still demo? What sizes do you trade? How many trades you make per month? What's your sortino?
     
    #13     Nov 7, 2023
  4. tsfx

    tsfx

    Then obviously i have nothing to contribute, don't you think?
     
    #14     Nov 7, 2023
  5. TrAndy2022

    TrAndy2022

    Sharpe 4 around I would say as I am usually profitable every month with over a 1:1 RRR ratio given Risk to Return in total per month. I am a hedge fund trader for a smaller US based one. I trade live of course. Size is in millions. I make couple of trades every month but not 20+ trades monthly.
     
    #15     Nov 7, 2023
  6. M.W.

    M.W.

    You are highly confused I think.

    Your thread title is to short the bond, not yield. In your first post you suggested to short USDJPY as well to take advantage of the divergence. I merely corrected you that this is not an unusual divergence but the expected one. In any case, whether positively or negatively correlated, you want to trade to each other uncorrelating or lowly correlating assets not strongly ones, otherwise you just magnify your risk but nothing else.

     
    #16     Nov 7, 2023
  7. tsfx

    tsfx

    Really? Well then, you're doing great. What hedge fund is it?
     
    #17     Nov 7, 2023
  8. tsfx

    tsfx

    Again, i'm short ej, uj and us10y bond (or long yield) just like the title says. I know that bond price and usdjpy diverge but recently they've been moving together, soi'm playing towards the divergence. HENCE the short in BOTH. That divergence i mentioned is for usdjpy and bond YIELD which is the opposite of bond price. My attached chart was bond YIELD! How are you not getting this??
     
    #18     Nov 7, 2023
  9. TrAndy2022

    TrAndy2022

    Yes of course it is real. I cannot tell you the name of the hedge fund I am working with, I hope you understand for privacy (and agreement) concerns.
     
    #19     Nov 7, 2023
  10. tsfx

    tsfx

    Why not? What's the secret? Lots of funds are listed online, showing performance and looking for engagement. Wouldn't you be interested in finding new clients?
     
    #20     Nov 7, 2023