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Forex/Futures ST for Week 5/13-5/17

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 楼主| 发表于 2013-5-17 11:52 AM | 显示全部楼层


本帖最后由 greenback 于 2013-5-17 02:45 PM 编辑

Starting this week, we will rebalance the portfolio every Fri to conform to the preset allocation: 50% bond and 50% trading, of which 50% in UJPIX and 50% in ULPIX.
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发表于 2013-5-17 01:32 PM | 显示全部楼层
greenback 发表于 2013-5-17 11:52 AM
Starting this week, we will rebalance the portfolio every Fri to confirm to the preset allocation: 5 ...

绿大:想知道Crude oil future 的符号,which can trade Crude oil future option ( long put  or call 的那种), 向你请教。
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 楼主| 发表于 2013-5-17 01:44 PM | 显示全部楼层
oldpigwang 发表于 2013-5-17 02:32 PM
绿大:想知道Crude oil future 的符号,which can trade Crude oil future option ( long put  or call 的 ...

It's CL ... yes you can also trade futures options as well.
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发表于 2013-5-17 02:00 PM | 显示全部楼层
greenback 发表于 2013-5-17 01:44 PM
It's CL ... yes you can also trade futures options as well.

Thx.
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 楼主| 发表于 2013-5-17 02:47 PM | 显示全部楼层
本帖最后由 greenback 于 2013-5-17 04:01 PM 编辑

Great day for the trading account: 95% YTD reached!

This is mostly from trend following. I can't believe the strategy can be so robust!

A great thank to the central bankers worldwide!
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 楼主| 发表于 2013-5-17 04:07 PM | 显示全部楼层
A brief recap before the weekend ...

The take-home message is: Enjoy it when you can!
DAX(Daily)20130517140227.png
US Small Cap 2000(Daily)20130517140249.png
NQ 100(Daily)20130517140221.png
Japan 225(Daily)20130517140257.png
US SPX 500 Futures(Daily)20130517140214.png
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 楼主| 发表于 2013-5-17 04:09 PM | 显示全部楼层
Here are bond moves ...
Japan Govt. Bond(Daily)20130517140605.png
Euro Bund(Daily)20130517140550.png
US 10 YR T-Note(Daily)20130517140708.png
US 30 YR T-Bond(Daily)20130517140521.png
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 楼主| 发表于 2013-5-17 04:15 PM | 显示全部楼层
Currency majors:

Don't worry about the strong USD because everyone else sucks! This is the scenario that a famous HT9 ID (X!NG) has been looking: "US equity and dollar go up together" when he WAS still a bull.
USDCAD(Daily)20130517141021.png
AUDUSD(Daily)20130517140947.png
GBPUSD(Daily)20130517140910.png
USDJPY(Daily)20130517140853.png
EURUSD(Daily)20130517140835.png
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 楼主| 发表于 2013-5-17 04:19 PM | 显示全部楼层
Metals continue with yesterday's moves ...
Copper(Daily)20130517141523.png
Gold(Daily)20130517141435.png
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 楼主| 发表于 2013-5-17 04:22 PM | 显示全部楼层
Energies are also consistent with yesterday's moves.
Natural Gas(Daily)20130517141610.png
Crude Oil(Daily)20130517141558.png
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发表于 2013-5-17 07:18 PM | 显示全部楼层
greenback 发表于 2013-5-17 04:15 PM
Currency majors:

Don't worry about the strong USD because everyone else sucks! This is the scenar ...

祝贺绿大取得傲人成绩!这是趋势追随者的胜利,好好享受趋势之美吧。。。
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发表于 2013-5-17 07:45 PM | 显示全部楼层
greenback 发表于 2013-5-17 02:47 PM
Great day for the trading account: 95% YTD reached!

This is mostly from trend following. I can't ...

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 楼主| 发表于 2013-5-17 09:25 PM | 显示全部楼层
quietplayer 发表于 2013-5-17 08:18 PM
祝贺绿大取得傲人成绩!这是趋势追随者的胜利,好好享受趋势之美吧。。。

Thanks!
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 楼主| 发表于 2013-5-17 09:39 PM | 显示全部楼层
Here is rebalanced portfolio:

Screen Shot 2013-05-17 at 7.36.02 PM.png
Screen Shot 2013-05-17 at 7.35.02 PM.png
Screen Shot 2013-05-17 at 7.34.44 PM.png

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发表于 2013-5-17 09:48 PM | 显示全部楼层
greenback 发表于 2013-5-17 09:39 PM
Here is rebalanced portfolio:





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发表于 2013-5-18 01:54 PM | 显示全部楼层
Absolutely stunning


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 楼主| 发表于 2013-5-18 01:56 PM | 显示全部楼层
aimei 发表于 2013-5-18 02:54 PM
Absolutely stunning

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