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Can you prove any of that Surf ? Does one show up at the Shimmey Shack for crab and a beer to find an empty lot? Never oncee has onestepped forward to validate your claim of connecting money with talent. And please, dont wake up Debitspread to respomd.

Emerging markets arent YET responding to the selloff in treasuries. I expect they will.

Trend following doesnt work either. The countertrend opportunities from ES 666 to new high 2100 over the last 6 years have been amazing. You just have to be super patient, have modest targets, and never forget stops. Eating a little glass is fun as well.

Relatively low corruption level is taxable. Clean water, sewage, utilities, transportation infrastructure is taxable. Feds subsidize localities. Access to the high wage, most wealthy, most debt riden, most government subsidized populace is taxable. What a deal this must be to the largest...

There is a long running thread on opening range trading, "ACD" based on Mark Fishers book. Using report/catalyst/event driven opening range has come up in that thread but not in any detail as I remember.Seems aside from a variable, expected increase in volatility, well........you must have...

Woops, thats certainly a different view in another continent. That trade would have been wildly profitable in the Europe bond route earlier this year where yields on 2yr bund spiked above 100bp.

You know, I need to think seriously about expressing this belief this way as well on a contract a few years out with the first area of comcern as "what would be the effect on GEZ18 with a surprise or planned rate hike along the way. In any contract the 25bp. hike would be priced immediately as...

Dont know about negative rates but just maybe "framing" this as "I think the fed wont raise the fed funds rate for 3 years" . Buy the GEZ18 Eurodollar futures contact. Closed today at 98.04 That price will drift/trade , 1 mill contracts /day to 100-3 month Libor rate. Libor , today is 32 bp...

Seems to me that modeling a hypothesis with sound market merit puts you squarely into a competitve arena with experts in maths. Wouldnt discrepencies be found and expoited to nothing rather quickly by the first and brightest to arrive. How could retail find anything in daily correlations of...

I have seen the impressive results of the advanced work done by P.H.D's in mathematics and physics with expertise in the fields of x-rays, image processing and astrodynamics within profitable oraganizations. Granted the accumulated body of work over time of the organization exceeds that of any...

"In fact at certain times when the curve is most likely to shift up or down instead of change its shape/slope the edge is in the outrights as you cant capture that with spreads." Sometimes a single sentence, obvious to the participants in this discussion, is heplful to others and what keeps...

No doubt inverse etfs are a problem but may be a last option or only vehicle to some amateurs. Past data in inverse gold, oil, euro, yen, Brazil, Russia, treasuries seem to provide trading opportunities of weeks or months. Need trend though.

I appreciate your comments Nitro. Let me try to frame what is probably ineffctive thinking. I am aware of the highly directional nature of long/short high - corr assets (say, -.8 to -1) seeking trend. Conceptually , such a spread is really just a couple outrights. I do remember Bwolinsky...

The USD . Also it is likely , witness recent supporting evidence , that Short emerging markets, short emerging market currencies, short commodities will do well. Theory says (i think) that anything borrowed, funded and leverd in USD (short USD) will experience currency risk. They are...

Well, looks like I can spend a lot of time pondering the many aspects of your post. Thanks for that. I do believe that you may think you are talking to a more sophisticated trader/investor than I am. I also realize this is a large community and its "not about me" . I have not explored...

Long 2 yr yields of course, not price.

Whats the max profit over a thousand trades? With the stop size you are using, what target in percentage of max profit means the most money to you ? What market environment / context do you need to get good performance.? Its a start. Thats TA.

I do think at this moment that short US SIF for the next 2 weeks or so is the way to lean due to fed speakers walking back some dovishness and some US macro data (CPI) looking a bit more hawkish. Long outright ZT is in line with this view and is behaving as such. The only way i know what to...

As a boomer i understand your frustration and accepet responsibility. I have my own theories of who and where it started and it is prior to "us" We fancy ourselves more austere than the younger generations , shunning credit, square foot envy and other norms of this day. Guaranteed , any...

Well, apologies as I misspoke in the last post. 2014 was a huge flattener year in the spread of the ten and two year US treasuries. Pretty clear in the following yield charts.