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long fed futures and eurodollar calls(GE). I'm trying to see if the short sterling calls make sense, do you know if the implied vol in the short sterling are much different from euro dollars?I cant a quote on these in the web

BOJ has been watching prices go down and down for two decades, looks like they enjoy it. Let me stick to eurodollars :D

Because overnight fed funds could go negative. Banks could buy bonds in order to avoid being taxed by the fed, the market would antecipate this

Apparently he considers it 'silly' http://www.elitetrader.com/vb/showthread.php?s=&postid=2556312#post2556312

There is nothing chity chaty about OP. Its a real position sizing method that of course has flaws like any other. But our resident WW2 german seems to be having a bad day

If the UK does this US front end bonds will soar in antecipation

True, but thats not possible if you have infinite capital

This strategy only makes works if you got an unlimited trading stake, otherwise you will almost surely go broke. The question is, if you have inifite capital why are you wasting your time trying to make more money?That would not make any sense, go out and spend it

I still have too much to improve. This year for instance I was on track to have a great performance, then I bought too many puts in late Mar/April. I should have never made a big bet there, the stock market was down too much(60% from peak), financials were down a lot too(closer to their correct...

The amount of deflation that Japan will have could become staggering

"Buy banks, oils, aerospace and tech on any weakness" http://www.cnbc.com/id/15840232?video=1229574867&play=1

GDP is the result of productivity growth(inventing stuff and things) and population growth. The US went from a small european colony to being almost the same size as the entire EU. So saying europeans dont 'invent anything' is an exaggeration but US innovation is unmatched and the europeans...

Looks like Hugh Hendry is long short sterling(UK equivalent to eurodollars) calls for Aug 2011. He says he is getting 10-1 if the BOE doesnt move, Aug 2011, seems unlikely they wont have done at least one hike but at 10-1 heck, its worth a bet(At one or two hikes maybe the calls still pay off...

"The average maturity of the debt has already fallen from a range of 60 to 70 months which existed from the mid 1980's until 2002 to a level of 48 months more recently." http://www.ustreas.gov/press/releases/tg10.htm

They could run surpluses after the recovery. But we know that is not going to happen

If the bank asks tell them how you made the money or just say 'its part of my savings'

US long-term productivity growth is unmatched. Most just copy whatever the US invents, this is probably due a combination of US rule of law, being a competive market economy and a well developed financial system The US has high rates of investment even though the US savings rate is low(even...

IIRC the average maturity of US debt is the lowest ever now(Dont remember the source). US is setting up for a funding crisis down the road

This method makes sense. One thing that I'be been considering is that could be helpful is to add significant contrarian indicators to the position sizing algorithm. If C BSC MER had done that, they would have decreased their exposure to US real estate every year, they would still caught the...

This is something the trendfollowers wont like but I wonder what is Johh W. Henry average return when he held a long position in a uptrend while stocks were massively above the 200MA. He will claim he cant know when the trend will end and ignore any technical factor but I highly suspect he...