I am just one of the contracted trader not the manager or owner. I cannot disclose the name by agreement or I am not anymore a hedge fund trader for them. By the way what is your sharpe ratio or risk adjusted returns ? You can tell what kind of strategies (not in details) are your butter and bread ?
Where is your BUY STOP for EURJPY and US 10-year bond? If you don't declare your STOP, we won't be able to track your trading performance. ______________
They generally move together, not recently. You really need to do more homework and study historic data points and events. Hence my saying that this is not an anomaly by any means. And I also said it makes zero sense to be short, both, USDJPY and 10yr. You are just doubling risk in highly correlating assets. Anyway, I don't think you comprehend even such simple terms. Out of here.
You should plot EURJPY - C(US 10yrbond) and EURJPY + C(US 10yrbond). Then decide what to do next. C is a constant.
appx 1:3 open drawdown to gain ratio. Algo strategies focus on underlying and its options price relationships. So, tell me, why don't you post trade calls yourself with your sharpe 4? As you said, noone cares about some anonymous writer in an online forum. So why not call out trades, let's see how they go
what are you talking about? I know very well what to do, your advice is confusing and gets me nowhere.
OMG, you rarely seem to get it and yet you keep coming back. I guess then just observe and don't take the trade.
IMO a change in USDJPY trend does not seem imminent. Why not wait for some "small cracks" to appear? Also although it can change at any time, the US10Y vs JP10Y has been strengthening lately (since 11/1) which of course might benefit UJ longs.