Trade idea: Short US10y bond, short EURJPY

[TrAndy2022]

Why not? What's the secret? Lots of funds are listed online, showing performance and looking for engagement. Wouldn't you be interested in finding new clients?

I am just one of the contracted trader not the manager or owner. I cannot disclose the name by agreement or I am not anymore a hedge fund trader for them.

By the way what is your sharpe ratio or risk adjusted returns ? You can tell what kind of strategies (not in details) are your butter and bread ?

 

[maxinger]

Divergence growing.

You could add a short USDJPY as well into the mix

Here's a chart.

Cheers.

View attachment 326914

Where is your BUY STOP for

EURJPY and US 10-year bond?

If you don't declare your STOP,
we won't be able to track your trading performance.

______________

 

[M.W.]

They generally move together, not recently. You really need to do more homework and study historic data points and events. Hence my saying that this is not an anomaly by any means. And I also said it makes zero sense to be short, both, USDJPY and 10yr. You are just doubling risk in highly correlating assets. Anyway, I don't think you comprehend even such simple terms. Out of here.

Again, i'm short ej, uj and us10y bond (or long yield) just like the title says. I know that bond price and usdjpy diverge but recently they've been moving together, soi'm playing towards the divergence. HENCE the short in BOTH. That divergence i mentioned is for usdjpy and bond YIELD which is the opposite of bond price. My attached chart was bond YIELD! How are you not getting this??

 

[maxinger]

Divergence growing.

You could add a short USDJPY as well into the mix

Here's a chart.

Cheers.

View attachment 326914

You should plot

EURJPY - C(US 10yrbond)

and

EURJPY + C(US 10yrbond).

Then decide what to do next.


C is a constant.

 

[tsfx]

I am just one of the contracted trader not the manager or owner. I cannot disclose the name by agreement or I am not anymore a hedge fund trader for them.

By the way what is your sharpe ratio or risk adjusted returns ? You can tell what kind of strategies (not in details) are your butter and bread ?

appx 1:3 open drawdown to gain ratio.

Algo strategies focus on underlying and its options price relationships.

So, tell me, why don't you post trade calls yourself with your sharpe 4? As you said, noone cares about some anonymous writer in an online forum. So why not call out trades, let's see how they go

 

[tsfx]

You should plot

EURJPY - C(US 10yrbond)

and

EURJPY + C(US 10yrbond).

Then decide what to do next.


C is a constant.

what are you talking about? I know very well what to do, your advice is confusing and gets me nowhere.

 

[tsfx]

They generally move together, not recently. You really need to do more homework and study historic data points and events. Hence my saying that this is not an anomaly by any means. And I also said it makes zero sense to be short, both, USDJPY and 10yr. You are just doubling risk in highly correlating assets. Anyway, I don't think you comprehend even such simple terms. Out of here.

OMG, you rarely seem to get it and yet you keep coming back.

And I also said it makes zero sense to be short, both, USDJPY and 10yr.

I guess then just observe and don't take the trade.

 

[maxinger]

what are you talking about? I know very well what to do, your advice is confusing and gets me nowhere.

Then ignore my comment.

Or you can ask the administrator to delete my comment.

 

[tsfx]

Then ignore my comment.

Or you can ask the administrator to delete my comment.

all good.

 

[SunTrader]

IMO a change in USDJPY trend does not seem imminent. Why not wait for some "small cracks" to appear?

Also although it can change at any time, the US10Y vs JP10Y has been strengthening lately (since 11/1) which of course might benefit UJ longs.