OK. Was just curious. Just wondering if you noticed any patterns in what you were looking at.
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The ACD Method
- Thread starter sbrowne126
- Start date
OK. Was just curious. Just wondering if you noticed any patterns in what you were looking at.
OK. Was just curious. Just wondering if you noticed any patterns in what you were looking at.
Hello Mav,
I have sir. I started jotting some of them down in my last post and then thought "What the hell am I doing responding to Mav as if I know jack shit" : ) and of course deleted it.
Ways to express a bullish long term (say 2017) view on futures?
Futures only. No options strategies.
This has 12 consecutive delivery months in a year.
The lower the margins, the better.
I've come up with the following variations:
1/ buy, say, December contract of 3rd year (volume is non existent)
2/ calendar spreads (short nearish month, long deferred month 3rd year)
3/ buy strip (12 calendar months of 3rd year)?
4/ buy strip (12 calendar months of 3rd year), sell nearish strip.
Expect average price to rise
Is there SPAN margin reduction (as can be replicated by 12 calendar spreads which gets SPAN reduction)
5/ buy Green Pack (all 4 qtrs of 3rd year)
6/ buy Green Pack (all 4 qtrs of 3rd year), sell white pack.
Expect average price to rise
Is there SPAN margin reduction (as can be replicated by 4 calendar spreads)
Thoughts on Pros & Cons?
Futures only. No options strategies.
This has 12 consecutive delivery months in a year.
The lower the margins, the better.
I've come up with the following variations:
1/ buy, say, December contract of 3rd year (volume is non existent)
2/ calendar spreads (short nearish month, long deferred month 3rd year)
3/ buy strip (12 calendar months of 3rd year)?
4/ buy strip (12 calendar months of 3rd year), sell nearish strip.
Expect average price to rise
Is there SPAN margin reduction (as can be replicated by 12 calendar spreads which gets SPAN reduction)
5/ buy Green Pack (all 4 qtrs of 3rd year)
6/ buy Green Pack (all 4 qtrs of 3rd year), sell white pack.
Expect average price to rise
Is there SPAN margin reduction (as can be replicated by 4 calendar spreads)
Thoughts on Pros & Cons?
Ways to express a bullish long term (say 2017) view on futures?
Futures only. No options strategies.
This has 12 consecutive delivery months in a year.
The lower the margins, the better.
I've come up with the following variations:
1/ buy, say, December contract of 3rd year (volume is non existent)
2/ calendar spreads (short nearish month, long deferred month 3rd year)
3/ buy strip (12 calendar months of 3rd year)?
4/ buy strip (12 calendar months of 3rd year), sell nearish strip.
Expect average price to rise
Is there SPAN margin reduction (as can be replicated by 12 calendar spreads which gets SPAN reduction)
5/ buy Green Pack (all 4 qtrs of 3rd year)
6/ buy Green Pack (all 4 qtrs of 3rd year), sell white pack.
Expect average price to rise
Is there SPAN margin reduction (as can be replicated by 4 calendar spreads)
Thoughts on Pros & Cons?
Let's start with, bullish on what? I don't know what product you are talking about. I assume euro dollars but I figure it's better to ask.
I want to point out an observation here. The monthly A up in the ES is at 1900. Nice round pretty number. I don't like round numbers like that as they are very obvious and usually have a lot of noise around them. So keep that in mind whenever you have an A level that falls on a significant number.
thanks for sharing your work Mav
http://i.imgur.com/IVAujwj.png oval denotes line using 2000/2007 and dec 2013 highs
http://i.imgur.com/3etnFra.png same line today is 16655 ish
http://i.imgur.com/lNbTOWl.png 573 was the pre mrkt high 78 is the diff tween cash and futures 16655 minus 78 is 16 577,
It's nice when you get res or supp in 2 or more correlating markets at the same time
http://i.imgur.com/IVAujwj.png oval denotes line using 2000/2007 and dec 2013 highs
http://i.imgur.com/3etnFra.png same line today is 16655 ish
http://i.imgur.com/lNbTOWl.png 573 was the pre mrkt high 78 is the diff tween cash and futures 16655 minus 78 is 16 577,
It's nice when you get res or supp in 2 or more correlating markets at the same time
The monthly A up in the ES is at 1900. Nice round pretty number..
Please, what is the calculation that you do that gives you the Monthly A up at 1900?
I want to point out an observation here. The monthly A up in the ES is at 1900. Nice round pretty number. I don't like round numbers like that as they are very obvious and usually have a lot of noise around them. So keep that in mind whenever you have an A level that falls on a significant number.
Thank you for that Mav. Good to know. Mine is at 1906
I keep a summary sheet of my number lines. I've removed a number of them but here's a few that may be of general interest.
I keep a summary sheet of my number lines. I've removed a number of them but here's a few that may be of general interest.
Nice job Robert. Looks good!