Auto from nzxt - Thu 05 Dec 2024 11:45:53 AM EST

6 files changed, 48 insertions, 47 deletions

diff --git a/Finance/Fundamentals/Axioms.md b/Finance/Fundamentals/Axioms.md
index b894590..5605622 100644
--- a/Finance/Fundamentals/Axioms.md
+++ b/Finance/Fundamentals/Axioms.md
@@ -54,3 +54,6 @@ Seasonality is just another way of saying that the Monkeys are back from vacatio
 Dollar down, Buy commodities
 
 Politics is about one thing and one thing only - You can always hire one half of the poor to kill the other
+
+When Vol spike higher secure profit
+
diff --git a/Finance/Fundamentals/Indicators.md b/Finance/Fundamentals/Indicators.md
index a63df05..8ba52cb 100644
--- a/Finance/Fundamentals/Indicators.md
+++ b/Finance/Fundamentals/Indicators.md
@@ -48,3 +48,9 @@ plebflation = what we are experiencing, epicerie ect..  (more cpi like?)
 - Lag PMI by ~6month
 - Monthly raw volumes of goods produced by industrial firms
 - Used inconjuction with industry capacity estimate to calculate capacity utilisation ratio for each line of business
+
+Cooper & gazoline futures as leading indicator
+
+Interest Rate as Lagging indicator
+
+
diff --git a/Finance/Fundamentals/index.md b/Finance/Fundamentals/index.md
index 0ec20b8..663590f 100644
--- a/Finance/Fundamentals/index.md
+++ b/Finance/Fundamentals/index.md
@@ -12,6 +12,18 @@
 
 [[Technical_analysis]]
 
+# 11 Major Sector
+
+ | Real Estate                | Cyclical        |
+ | Health Care                | Value/Defensive |
+ | Financials                 | Cyclical        |
+ | Utilities                  | Value/Defensive |
+ | Consumer Defensive/Staples | Value/Defensive |
+ | Consumer Discretionary     | Cyclical        |
+ | Communication Services     | Cyclical        |
+ | Technology                 | Growth          |
+ | Materials                  | Cyclical        |
+ | Energy                     | Value/Cyclical  |
 
 Delta: Theoretical estimateof how much option premium change for 1$ move in stock
 
@@ -49,16 +61,20 @@ Q3 = Juillet,Aout,Septembre
 - Charged investor a 2% Management fee and a 20% performance fee thus making 2M in fee and (0.20 * 2M) 4M in performance fee.
 - 50% of performance fee reinvested into fund
 
+# Relative values trades exemple
+
+Long  ratio at 2
+10% stp loss on ratio = 0.2
+so stp loss at 1.8 on ratio
+soft target = 0.2 * 3 = .6 = 2.6
+when soft target hit buy short stop A short more stock B
+roll up stp loss
+
+ATR for spreads: take data for 10month of stock in spread
+work out montly ATR
+set stop loss as avg of the 2
+
+For spread both stock can go up or down does not matter
+
 
-# 11 Major Sector
 
- | Real Estate                | Cyclical        |
- | Health Care                | Value/Defensive |
- | Financials                 | Cyclical        |
- | Utilities                  | Value/Defensive |
- | Consumer Defensive/Staples | Value/Defensive |
- | Consumer Discretionary     | Cyclical        |
- | Communication Services     | Cyclical        |
- | Technology                 | Growth          |
- | Materials                  | Cyclical        |
- | Energy                     | Value/Cyclical  |
diff --git a/Finance/Research/index.md b/Finance/Research/index.md
index 4048794..abbd1c7 100644
--- a/Finance/Research/index.md
+++ b/Finance/Research/index.md
@@ -64,3 +64,11 @@ What not to do in EM
 - Have pair trade accross Developed market and EM
 - Believe you have political insight
 - Be surprised if the unexpected happens and nobody cares
+
+# Manipulation of LIBOR during GFC
+
+- real manipulation done by central bankers & way worse than traders who where jailed
+- in 07-08 all banks were consistenlty lying about the true cost of borrowing dollars by lowballing their funding rate which lead to a massively depressed LIBOR
+- Peter Johnson - The low ball tapes
+
+
diff --git a/Finance/index.md b/Finance/index.md
index 7bdb74b..3456584 100644
--- a/Finance/index.md
+++ b/Finance/index.md
@@ -5,16 +5,6 @@
 
 [[Current]]
 
-
-Alexandre Harfouche
-
-https://theconversation.com/why-central-banks-are-too-powerful-and-have-created-our-inflation-crisis-by-the-banking-expert-who-pioneered-quantitative-easing-201158A
-
-
-Money (the kind worth having in any case) is usually downstream of character and relationships
-
-Character (mental/physical health and skill) —> relationships —> wealth
-
 @SnowKitten200 - BTU
 
 
@@ -31,27 +21,6 @@ if the 2 year goes up in terms of yield and falls in value then the Utilities se
 and vice versa
 
 
-# Manipulation of LIBOR during GFC
-
-- real manipulation done by central bankers & way worse than traders who where jailed
-- in 07-08 all banks were consistenlty lying about the true cost of borrowing dollars by lowballing their funding rate which lead to a massively depressed LIBOR
-- Peter Johnson - The low ball tapes
-
-# Relative values trades exemple
-
-Long  ratio at 2
-10% stp loss on ratio = 0.2
-so stp loss at 1.8 on ratio
-soft target = 0.2 * 3 = .6 = 2.6
-when soft target hit buy short stop A short more stock B
-roll up stp loss
-
-ATR for spreads: take data for 10month of stock in spread
-work out montly ATR
-set stop loss as avg of the 2
-
-For spread both stock can go up or down does not matter
-
 
 If started positon half of max position can cut stp loss by half
 
@@ -59,10 +28,5 @@ If started positon half of max position can cut stp loss by half
 Start by analysing Volatility ATR of the stock to set initial hard stp loss and soft target
 
 
-When Vol spike higher secure profit
-
-Cooper & gazoline futures as leading indicator
-
-Interest Rate as Lagging indicator
 
 Positive correlation between Nominal GDP growth rate & Nominal interest rates
diff --git a/index.md b/index.md
index 7c82a84..2a1afbe 100644
--- a/index.md
+++ b/index.md
@@ -37,3 +37,7 @@ then no S, nothing until end of spring - May
 "Men who think deeply appear to be comedians in their dealings with others because they always have to feign superficiality in order to be understood" - Neitzsche.
 
 "It was always the women, and above all the young ones, who were the most bigoted adherents of the Party, the swallowers of slogans, the amateur spies and nosers-out of unorthodoxy." - Orwell
+
+Money (the kind worth having in any case) is usually downstream of character and relationships
+Character (mental/physical health and skill) —> relationships —> wealth
+