blob: 7bdb74b1b42bf15c3e02be04d1ceb9d4a8c9901b (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
|
[Fundamentals](/Fundamentals/index.md)
[Research](/Research/index.md)
[[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
probability = succesful outcomes / total outcomes
odds = succesful outcome : unsucessful outcomes
1:(1/p-1) where p expressed as decimals
Utilities trade at 25-30% beta to the 2yr
if the 2 year goes up in terms of yield and falls in value then the Utilities sector as a whole loses value
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
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
|
