Short EUR/JPY

Quote from riskfreetrading:

So my question on correlation was rather if I would to look at the correlation from a 1 lot point of view on each of the three pairs.
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Right, not from the triangular arb/parity calculation.
 
Quote from atticus:

Right, not from the triangular arb/parity calculation.
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Do you know if someone has investigated whether this can be milked in a sense of selling expensive vol, buying cheapest vol, and hedging with spot of pair with middle vol?
 
Quote from riskfreetrading:

Do you know if someone has investigated whether this can be milked in a sense of selling expensive vol, buying cheapest vol, and hedging with spot of pair with middle vol?
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I had an exotics journal on ET in which I showed some replication trades using exotics and hedging with the natural cross against the synthetic vol-box [long vol at x, short at x+n].
 
Quote from riskfreetrading:

1:27PM: re-entered the second 1/4 at 160.36. This time I plan not cover it back quickly. If it goes down it may go deeper.
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Just took 30 pips on this second quarter. I am leaving one quarter for a longer swing if any. Total pips on 1/4 units so far today are around 70 to 75 pips. I need to attend to other things, so have good trading if I am not back with comments soon.
 
Quote from atticus:

I had an exotics journal on ET in which I showed some replication trades using exotics and hedging with the natural cross against the synthetic vol-box [long vol at x, short at x+n].
More...

Thanks. I will search for it in ET (I assume it is in the Journals area).
 
Quote from riskfreetrading:

Just took 15 pips gain on this 1/4.

Next destination seems to be 160.10 area.
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That destination is reached. Next one would be area of 159.90, where it might bounce to retest some higher levels of today.
 
Quote from riskfreetrading:

Thanks. I will search for it in ET (I assume it is in the Journals area).
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I just bumped it for you. I have been reading that journal (dictionary in hand) for a few weeks now and thought I should go ahead and bump it up for those who might be interested.

Nice trading today RFT!
 
I just checked, and got filled on a re-entery on a second 1/4 order short EUR/JPY I left during my absense. Was filled at 160.36. A third 1/4 is now sitting at 160.75 in case the pair decides to make a quick run up and head south during my absense.
 
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