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  1. S

    short short etf + short long etf

    Also nice to know usd/cad is inversly correlated to equites. Ergo: Aud/Jpy + Eur/Usd higly correlates with Equities. Aud/Jpy is tracked as risk On/Off indicator for equities since it is one of the carry trade currencies. The Nikkei also higly correlates with Aud/Jpy. Japan is a huge...
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    short short etf + short long etf

    Since i do not trade forex anymore. Well, but I still use currencies an indicator for equities. What I did, trading aud/jpy + eur/usd vs. usd/cad Example: Buying 10000 units aud/jpy + 10000 units eur/usd + 22500 units usd/cad. 22500 because the pip size for Aud/jpy is 12.6 and...
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    short short etf + short long etf

    I was off as well a long time, started last year again. I still work in a job, which I like. Scalping is psychologically so intense, I am not able to do that. Well, maybe I never tried it with full motivation.
  4. S

    short short etf + short long etf

    Ok, I´ll give some food for thought. Everybody knows AUD/JPY is inversly correlated to USD/CAD. Just take into consideration one more currency. Trade AUD/JPY + EUR/USD against USD/CAD. Sure, you will find out the rest. What if you multiply the 3 currencies ? Cheers
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    short short etf + short long etf

    Oldtime, you are right. I trade mostly vstoxx future spreads. I like butterflies to trade the term structure. Pricey, but good risk/reward. Otherwise I like to trade calendar spreads on Dax and Eurostoxx 50 options.If I win a bit on the long vol, I convert into a put credit spread or call...
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    short short etf + short long etf

    I found some info on that topic. http://falkenblog.blogspot.de/2011/10/shorting-leveraged-etf-pairs.html http://www.slackerwealth.com/2009/03/risky-leveraged-etf-arbitrage-strategy.html
  7. S

    short short etf + short long etf

    I have checked some rates. Quite high. Problem is also borrrowing thinly traded products, like on the German Boerse. That´s a real hinderance.
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    short short etf + short long etf

    vol vehicles are great, but there are many others where the behavior is much smoother. Look into ETC´s.
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    short short etf + short long etf

    Roll over costs, as long as one vehicle is suffering opposite than the other from contango or backwardation, you will see a under or outperformance, because they use different months in their calculation or they use more than one futures contract for their calculation. Someone has to dig into...
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    short short etf + short long etf

    Thanx
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    short short etf + short long etf

    Yes, that´s the point. I am also concerned with any kind of margin call as well. Suddenly one leg is open. Not good at all. Check out the german boerse. They are really trailblazers in terms of ETC´s. Spreads are really low for those products. I would set up a whole portfolio with...
  12. S

    Technical analysis :useless junk science

    Try TA on futures spreads. If you smooth out vola, TA could point to good entries. Cheers
  13. S

    short short etf + short long etf

    UNG + GASZ, not bad at all. Thanx. It´s a pity GASZ is still new, my chart history goes back until mid 2011.
  14. S

    short short etf + short long etf

    Basically the idea is to combine a short or better inverse ETF with the same long one. If you buy both as you know, just take any combination, the inverse will underperform. The "long term" trend of all inverse products is down anyway, but you will smooth out the curve heavily, ideally to...
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    short short etf + short long etf

    Please, take a look into this blog post. A bit dated, but worth taking a look. http://sixfigureinvesting.com/2010/11/cvol%E2%80%94the-new-volatility-kid-on-the-block/
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    short short etf + short long etf

    A mate is doing short cvol , short xiv, making constant income. Ontop of that with the borrowed money he is investing in more safe vehicles. He still has a pile of cash on the account for adverse movements, which he generated with this strategy. Any thoughts about that, especially...
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    ET has Few heavy millionaires posting, but why r they here

    How old are you OPEN, shall I ask ?
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    Method for estx & bund

    You could try to spread the Estx50 vs. DAX. Since both futures are highly correlated. Or use at least one as a crutch to trade the other. Use Ma´s or whatever to see any divegence between both of them. After a while if watch both markets simultaneously you get a good feel, where to enter...
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    Any airline pilots trading on the side

    Dear CY, Yes you are right , the 747 is really a powerful machine. We have some flights, which are almost empty (190 tons). If you do not derate the Take Off(assumed Temp.), you´ll bust you initial level easily. I still enjoy it, but I am a lot away from home. Our trips are in average 7...
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    System Needed

    I depends what do you expect from TA. If you need a setup for a trade, it´s a good idea, since you apply certain rules, but there is not edge in TA. Sundog
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