Search results

TBT charges a management fee, plus there is yield there and it's levered.

I should correct myself, the two year german bunds are negative in nominal yield at the moment. I didn't see the -.20% target they have. Still, my previous comments stand, I would bet the other way with cheap options.

Again, they are NOT negative nominal yields. They are negative "real" yields. And yes, banks will charge them to collateralize the trade. And "if" we were to hit another recession which is actually "highly" likely in the next two years, these trades could blow up big time. I think the...

I know a lot about them. What do you want to know? Can you program?

I think you are confused. There are no negative nominal rates here. They are referring to negative "real" rates which factors in inflation. Usually to get negative nominal rates banks charge a "fee" that is built into the price of the interest rate product thereby creating a negative...

$KOLD

Damn that Nov Natty contract hit 1.95 today. That confirmed for me back at 2.75.

Well, a few things here. Say you have broker XYZ and they don't allow access to cash treasuries. You can buy the treasuries direct and transfer them to broker XYZ to fund your account. Serves the same purpose. You don't need to be able to trade them because you are using them as a fixed...

OK, this has been done since the 1970's since treasuries became collateral. Let me simply this. You can buy ANY bill, note or bond in cash and use 95% of that value for trading as collateral. You earn whatever the coupon is on that bill, note or bond. This has been around forever and...

Yeah I think there is a tendency when longs are trapped going into delivery when something is that weak, the market does not let them out.

I need to update my FX number lines. I'll try to have some comments this week about it.

BTW, the widowmaker had a perfect failed yearly A up around 23 cents earlier in the year and it's sitting right near the yearly A down now around a .05. Just an fyi... Number lines are awful though.

Each contract has it's own yearly A down. All of them have blown through for me. By a wide margin. My levels could be off though. I also look at stuff like UNG as well and that has blown through.

It looks like Nov Natty is going to go off the boards near contract lows pushing a one handle. Amazing.

Try not to think of stocks in terms of p/e ratios. Think of them in terms of opportunity cost. What are the alternatives and what are there forward synthetic yields. On the margin, equities probably have the best value, but this has to be re-evaluated everyday. Why? Because as other...

No repeating is good. People take their eyes off this stuff and they miss it. Natty's 30 day has been so weak that the yearly A down was a foregone conclusion. My 30 day widowmaker spread has been deeply negative for some time as well.

http://www.elitetrader.com/et/index.php?threads/the-acd-method.170318/page-1042#post-4186812 Yup.

I never understood this phrase "generating income". Compared to what, trading for losses to generate tax write offs? Everyone is trading for income or at least trying to. And if you think trading iron condors or selling premium is not 100% speculation then you really shouldn't be doing this...

http://www.businessinsider.com/bi-most-important-charts-october-2015-10?utm_content=buffer7f6a8&utm_medium=social&utm_source=facebook.com&utm_campaign=buffer It will take you guys hours to go through all these charts but there are some real gems in here.

Like all stocks. Rising rates creates a substitution effect out of bonds and into equities. It also usually signals stronger and more robust economic growth. After all higher rates is the markets way of compensating bond holders for higher future inflation which comes from higher price...