Forex Trading South Africa Training Academy

Negociação de Forex Lembre-se de que os CFDs são um produto alavancado e podem resultar em perdas que excedem seus depósitos. Os CFDs de negociação podem não ser adequados para todos, por isso, certifique-se de que compreende completamente os riscos envolvidos. IG é uma designação comercial da IG Markets Ltd e da IG Markets South Africa Limited. As contas internacionais são oferecidas pela IG Markets Limited no Reino Unido (FCA Number 195355), um representante legal da IG Markets South Africa Limited (FSP No 41393). Os residentes sul-africanos são obrigados a obter os certificados de desalfandegamento necessários de acordo com seu subsídio de investimento estrangeiro e não podem usar cartões de crédito ou débito para financiar sua conta internacional. A IG fornece apenas serviços de execução e entra em principal para as principais transações com seus clientes em preços IGs. Tais negócios não são em troca. Embora o IG seja um FSP regulado, os CFDs emitidos pelo IG não são regulados pela Lei FAIS, uma vez que são realizados de acordo com o principal. As informações contidas neste site não se destinam a residentes dos Estados Unidos, da Bélgica ou de qualquer país fora da África do Sul e não se destinam a ser distribuídas ou utilizadas por qualquer pessoa em qualquer país ou jurisdição em que tal distribuição ou utilização seja contrária Legislação ou regulamentação local. O maior provedor de CFDs da SAV é o principal fornecedor de CFD em Business Day Investors Monthly Annual Stockbroker Awards em 2012 e 2013, a melhor plataforma para Active Day Traders em 2013 e 2014 e SAs Best Online Stockbroker em 2015.Forex Trading Classes na África do Sul Para os comerciantes de Forex fora da África do Sul, Há coisas bastante emocionantes acontecendo em todo o mundo comercial. O governo afrouxou seus padrões em negociar, e assim mais corretores estão estalando acima. Mais concorrência no mercado significa uma maior probabilidade de lucrar com o seu investimento. Naturalmente, você ainda tem que saber sua maneira em torno do mercado de troca extrangeira antes que você possa esperar fazer um lucro. Muitas vezes os comerciantes sul-africanos são atraídos para Forex sem primeiro receber o treinamento adequado. Se você realmente quer chegar à frente, você deve olhar para as classes de negociação Forex para ajudá-lo. Tomar um curso de formação legítimo pode ser a melhor coisa a acontecer com você financeiramente. Abaixo listamos alguns cursos que são recomendados por amigos, por isso deve dar-lhe um lugar para começar a aprender. Os benefícios da tomada de classes Há alguns benefícios que parecem óbvios ao falar sobre um curso de troca dos estrangeiros. Por exemplo, simplesmente aprender mais sobre o mercado beneficiará qualquer um. Mas os seus benefícios individuais que realmente somam e ajudá-lo a alcançar o sucesso ao investir em Forex. As aulas podem te ensinar muito sobre o Forex, como: Como criar uma estratégia de Forex Como proceder corretamente ao veterinário e escolher o corretor certo Como criar gráficos e gráficos Compreender o papel de alavancagem jogado em negócios Compreender PIPs Compreender e calcular taxas de câmbio Como ficar Informado sobre os eventos mundiais que podem ajudar ou prejudicar a sua posição Compreender os benefícios das operações de curto, médio e longo prazo Compreendendo diferentes plataformas de Forex E muito, muito mais Onde encontrar as melhores classes Quando se trata de localizar as melhores aulas e cursos de Forex Lá, você tem muitas opções. Existem muitos livros diferentes disponíveis, como o Forex Trading para Dummies e outros, bem como uma ampla variedade de classes diferentes que você pode tomar. Se você quiser um curso de Forex na África do Sul, você terá que realizar uma pesquisa específica para a área em que você vive. Sim, você pode encontrar alguns destes disponíveis, e se for mais conveniente para você, você deve dar Uma tentativa. Colin Abrams do themarket. co. za é muito bom e analisa o método (análise técnica), dinheiro (gerenciamento de riscos) e mentalidade (psicologia comercial). A maioria dos cursos é realizada em Durban e Joanesburgo, mas cursos na Cidade do Cabo também podem ser organizados. Ross em suretrading. co. za igualmente vem recomendado e hospeda cursos de troca regulares em locais diferentes em Cape Town. Entre em contato com eles por email ou telefone para obter mais informações. IQuote. co. za é recomendado se você mora na área de Pretoria. Escreva-os para mais detalhes. Eles estão localizados em Groenkloof. Nota: Se você conhece outros cursos de forex sul-africanos que você gostaria de ver listados aqui, entre em contato conosco. Cursos on-line versus treinamento individual Nem todo curso de treinamento de Forex é o mesmo. Essencialmente, existem dois tipos que vamos falar aqui que são pertinentes para os investidores sul-africanos: cursos de formação on-line e cursos de formação individuais. Com um curso on-line, você está essencialmente aprendendo Forex desde o início. Não só você está decifrando termos, calculando taxas e participando de negociações, mas também está se sentindo por diferentes sistemas de software e plataformas, pois provavelmente você estará usando contas de demonstração para a aprendizagem prática. Desde que estas classes são oferecidas através da rede, theyre remoto, barato, e terrivelmente conveniente. Há alguns corretores em linha que começaram com a instrução do forex que é central a sua estratégia. Triomarkets começou a ser o melhor portal educacional on-line para comerciantes iniciantes, por isso recomendo inscrever-se para uma conta aqui e tirar o máximo proveito do seu material. Assine aqui . Treinamento individual, por outro lado, não colocou você em uma aula clássica com outros alunos. Isso o coloca um a um, seja com um comerciante experiente, ajudando você a aprender, ou seu corretor ajudando você não só a aprender, mas usar o software e a plataforma específicos para sua conta. Este tipo de treinamento íntimo pode ajudá-lo a aprender muito sobre Forex, e o fato é que é realmente melhor usar as aulas on-line e o treinamento individual para seu sistema Forex específico. O treinamento individual também pode significar que você está se ensinando a navegar no mercado, através do uso de diferentes livros eletrônicos e programas oferecidos lá. Bem-vindo ao site Forex Masters e a uma das oportunidades mais emocionantes para os empresários do mundo: FOREX TRADING Introdução Para Forex Trading Foreign Exchange é a compra simultânea de uma moeda e a venda de outra. Em outras palavras, a moeda de um país é trocada por uma outra. As moedas do mundo estão em uma taxa de câmbio flutuante e são sempre negociadas em pares - EuroDollar, DollarYen, etc. Mais de 85% de todas as transações diárias envolvem a negociação das principais moedas - Dólar, Libra esterlina, Euro, Franco Suíço, Iene Japonês, Dólar Canadense e Dólar Australiano. O mercado de câmbio (FOREX) é o maior e mais líquido mercado financeiro do mundo com um faturamento diário de mais de 5 trilhões, mais do que três vezes o monto agregado dos mercados de ações e patrimônio dos Estados Unidos combinados. Foi premiado com o Best Forex Training RampD Company África do Sul para 2016 Corporate Vision Magazine, Reino Unido, o Bank of International Settlements (BIS). O mercado de divisas Forex comercializa cerca de 5 trilhões por dia. Tornando-se o maior e mais líquido mercado Banco de estabelecimentos internacionais Em comparação, o mercado de futuros de divisas é apenas um por cento do tamanho do mercado cambial. Ao contrário de outros mercados financeiros, como os mercados de futuros e de ações, o mercado Forex não tem localização física nem troca central. Funciona através de uma rede eletrônica de bancos, corporações e particulares (referido como Interbank) negociando uma moeda para outra. Essa falta de troca física permite que o mercado Forex funcione em uma base de 24 horas, passando de um fuso horário para o próximo, em cada um dos principais centros financeiros do mundo todos os dias. Os movimentos de negociação dos principais centros bancários dos EUA para a Austrália e Nova Zelândia, para o Extremo Oriente, para a Europa e, finalmente, para os EUA. No passado, o Forex Interbank Market não estava disponível para pequenos especuladores devido ao grande tamanho mínimo de transações e Exigências financeiras rigorosas. Os bancos, os principais comerciantes de moeda e o especulador enorme ocasional costumavam ser os principais revendedores. Somente eles conseguiram tirar proveito da liquidez fantástica do mercado de câmbio e da forte tendência da natureza de muitas das taxas de câmbio primárias do mundo. Hoje, os corretores do mercado de câmbio estrangeiro são capazes de dividir as unidades interbancárias de maior porte e oferecem aos pequenos comerciantes a oportunidade de comprar ou vender qualquer número dessas unidades menores (lotes). Esses corretores oferecem praticamente qualquer comerciante de tamanho, incluindo especuladores individuais ou empresas menores, a opção de negociar as mesmas taxas e movimentos de preços que os grandes jogadores que uma vez dominaram o mercado. Os fabricantes de mercado citam as taxas de compra e venda de moedas, e eles lucram com a diferença entre suas taxas de compra e venda. Devido à alta liquidez e volatilidade, o Forex Market oferece aos comerciantes inúmeras vantagens em relação a outros mercados. Veja o aviso de risco abaixo. Devido ao seu tamanho, liquidez e velocidade. Mesmo pequenas flutuações nos mercados de moeda podem resultar em lucros surpreendentes. Veja o aviso de risco abaixo. Deixe-me repetir isso, porque é muito importante: o mercado FOREX é tão grande - e tão líquido - mesmo pequenas, movimentos quase imperceptíveis podem resultar em lucros de milhões de dólares, literalmente durante a noite. Este é um exemplo do que estou falando: de volta a 1991, George Soros fez 1 bilhão em um dia trocando a libra britânica. Agora, isso parece incrível, não é uma incrível quantidade de dinheiro para fazer em um único dia. Mas é o que é: 1 bilhão de dólares é um mero .03 do VOLUME DIÁRIO FOREX. Isso é MENOS DE um décimo de um por cento. Não é nada. Uma gota no balde. No entanto, a maioria das pessoas assume que Soros conseguirá sua fortuna de bilhões de dólares, o mercado teve que avançar em grandes passos. Mas não foi. Sua fortuna foi criada em um pequeno movimento Compare esse tipo de movimento com os estoques que você possui. Um aumento de 0,03 no preço de suas ações torná-lo um milionário. Ignorar o mercado de câmbio significa deixar o dinheiro se sentar na mesa. É um grande erro. A verdade é que o mercado FOREX é tão vasto que é fácil para montantes de dinheiro surpreendentes se perderem nas rachaduras. Apenas para ser apanhado por indivíduos experientes que entendem como o jogo é jogado. mude sua vida. Promoções: Forex Trading O melhor momento para fazer negócios O Mercado Monetário O mercado monetário estrangeiro contém o Mercado Monetário Internacional e o Mercado Euro-forex. O mercado de moeda estrangeira é virtual. Não existe uma localização física central que seja o mercado internacional de câmbio. Existe nas salas de negociação de variados bancos centrais, bancos internacionais gigantes e algumas corporações gigantes. Os quartos de negociação estão ligados por telefone, pc e fax. Alguns países co-encontram suas salas de negociação em um único centro. O mercado Euro-forex é o local onde o empréstimo e o empréstimo de moeda ocorrem. As taxas de juros das moedas variadas são estabelecidas neste mercado. No mercado monetário estrangeiro, você paga sem comissões e sem taxas de mudança. Como você lida diretamente com o fabricante de mercado através de uma mudança digital puramente online, você se livra dos preços dos ingressos e das taxas intermediárias de corretagem. No entanto, há um valor para iniciar um comércio, mas esse preço é refletido no bidesk unfold que também está presente no mercado de futuros ou de ações. No entanto, compra e venda por meio de nossa estação de compra e venda dá spreads constante apertado. De longe, um dos melhores momentos para o comércio do mercado forex é quando é o mais ativo e, portanto, tem o volume mais importante de negócios. Um mercado de dinheiro estrangeiro rápido significa mais oportunidades para o valor move-se para cima ou para baixo. Um mercado lento geralmente significa que você pode estar perdendo seu tempo desligar o seu pc e ir pescar O maior volume de transações de dinheiro estrangeiro sofrem durante o tempo de Londres, seguido por Nova York e, em seguida, horas de Tóquio. Tempo de Londres, portanto, é o centro do universo de troca de moeda. O que isso implica para nós o comerciante forex comum e há um melhor momento para o comércio nosso par de moedas escolhidas Sim Para começar, devemos dar uma olhada na sobreposição de compra e venda vezes. O mercado de câmbio começa com comerciantes japoneses entre as 20h e as quatro: 00h EST. Às 3:00 am EST os comerciantes de Londres começam o dia e terminam às 11:00 am EST. Os negociantes de Nova York abrem às 8: 00h e terminam às 4:00 pm EST. Se estivessem comprando e vendendo pares de moeda EURUSD, USDGPB, devemos olhar quando o tempo de compra e venda desses pares se sobrepõe. Portanto, o momento mais eficaz para negociar o par de moedas: EURUSD e USDGPB é entre 7:00 am e 11:00 am EST quando os 2 mercados para essas moedas são mais ativos. (Ou seja, quando se sobrepõem). Negociação de moeda estrangeira é um jogo de soma zero e nós, como comerciantes devem tentar fazer todas as coisas factíveis para obter essa vantagem extra sobre a nossa concorrência e swing as chances em nosso favor. Escolher o melhor momento para trocar o par de dinheiro estrangeiro que selecionamos provavelmente é uma das questões sob nosso controle que pode ser feito facilmente. Outra coisa que os comerciantes do dia do intercâmbio de divisas deve se concentrar em associado ao melhor momento para o comércio é que as segundas e sextas são geralmente dias difíceis de negociar. Por que esta análise empírica sugere que a negociação de segunda-feira é muitas vezes tentativa, porque o mercado está tentando tomar medidas cuidadosas para verificar ou estabelecer uma tendência. As sextas-feiras são também dias pobres devido à grande quantidade de fechar comércios nesse dia. O melhor momento para o comércio do par forex da sua seleção é quando comprar e vender que o dinheiro estrangeiro individual é mais ativo. Os dias perfeitos para negociar o mercado forex são mais provavelmente entre terça-feira e quinta-feira. Boa sorte com a sua negociação Você está planejando para comparar Forex Trading Software ou sistemas de negociação Forex Simon Warney é um comerciante de Forex bem sucedido whos descobriu uma ferramenta de negociação automatizado comando Você é capaz de ver o Best 5 Forex Trading Systems em seu blog de negociação forex. Planejamento estratégico baseado em equipe. Combine a participação da equipe com o pensamento fora da caixa. Este curso de planejamento estratégico é para: Qualquer pessoa que precisa liderar uma equipe através de um processo de formulação de estratégia. Qualquer um que desenvolva um plano de negócios. Planejadores estratégicos, facilitadores de estratégia, gerentes gerais, CEOs e líderes de divisões, SBUs ou departamentos. Qualquer pessoa envolvida no desenvolvimento de liderança, ou marketing. Consultores internos ou treinadores que operam a um nível estratégico. Imagine se durante sua oficina de planejamento estratégico surgiu uma brilhante idéia. Uma idéia que encanta seus clientes, reduz seus custos operacionais, dá à sua organização uma vantagem competitiva e excita sua equipe. Uma idéia out-of-the-box tão poderoso que vai mudar a forma de toda a sua indústria. Uma ideia de mudança de paradigma como esta pagará por toda a sua oficina de estratégia e mais. Durante este curso de planeamento estratégico de 2 dias, aprenderá a: Criar um workshop prático de planeamento estratégico. Conduzir uma equipe através de um processo passo a passo de formular uma estratégia poderosa. Peça a uma equipe que use a pesquisa estratégica de maneira criativa. Crie compromisso, entusiasmo e diversão em seu processo de planejamento estratégico. Este curso de treinamento de planejamento estratégico de dois dias fornece as ferramentas e estrutura para os facilitadores para executar um workshop de planejamento estratégico eficaz. O que os facilitadores precisam saber antes de projetar sua oficina de planejamento estratégico. Benefícios do planejamento estratégico baseado em equipe. O resultado final do processo de planejamento O que faz com que a estratégia falhe. O que faz a estratégia funcionar. (Trabalho em equipe, criatividade, como mudar paradigmas, como obter um grupo para pensar fora da caixa e como obter e usar informações estratégicas de qualidade.) Uma abordagem nova e poderosa para facilitar a estratégia que dá a sua equipe os resultados que eles querem . Como avaliar a qualidade de um plano estratégico. Nosso Swing Trading Software permite que você faça melhores, mais rápidas e mais inteligentes decisões comerciais diretamente fora da caixa. Nosso algoritmo personalizado e recursos inovadores se combinam em um sistema de negociação em tempo real totalmente integrado, projetado para tornar sua negociação tão simples e direta quanto possível. Nosso Swing Trading Software é compatível com uma variedade de plataformas de gráficos e trabalha em todos os prazos e todos os mercados que pode ser usado como um sistema de negociação de ações e um sistema de negociação Forex. Pode até ser executado em gráficos de tiques, barras de impulso e barras de alcance. Veja como lucrar com o nosso Swing Trading Software O que está incluído Não importa se você é um comerciante completamente novo ou você tem sido a negociação algum tempo, este PDF lhe dará o conhecimento que você precisa para o comércio Home Trading System. O que nossos clientes dizem Só queria levar um momento para lhe dizer o quanto estou feliz com o seu pacote de software indicador. Depois de descobrir o gráfico mais consistente para o comércio (eu troco o TF principalmente), tive um excelente sucesso. Antes de usar o software, Id olhar para pequenos lucros e geralmente deixaria muito dinheiro na mesa, ficar frustrado e, em seguida, perseguir o mercado só para acabar perdendo todos os meus ganhos e, em seguida, alguns. Com seu pacote eu encontro-me que é muito mais calmo e apenas feliz tomar o que o mercado me dá. Eu amo as paradas de arrasto e bloqueio de lucro em Agradecemos novamente por um ótimo produto. Você pode ter finalmente me ajudou a superar a corcunda com minha negociação. Agora, se eu puder apenas manter este disciplinado Swing Trading Strategies Market timing é o elemento mais crítico das estratégias de negociação swing. Sem o qual o sucesso swing trading seria impossível de alcançar. John Crane entendeu isso quando ele começou a desenvolver seu sistema de comércio de swing mais de 20 anos atrás. John Cranes Swing trading software foi desenvolvido a partir de métodos John Crane escreveu sobre o Wall Street Journal, Futures Magazine, Stocks e Commodities, e Barons, para citar alguns. Hes escreveu quatro livros sobre sua estratégia de negociação swing, incluindo: Desbloquear riqueza e Swing Trading Avançado. Ambos os quais fizeram a lista de vendedores Besters Traders. Swing Trader Software encapsula esse conhecimento. O comerciante do balanço do RT é puramente um programa de troca do balanço técnico que rastreia sistematicamente 26 mercados diários diferentes do produto. Usando a metodologia John Cranes de tempo, preço e padrão, o programa projeta futuras mudanças no mercado e identifica pontos de entrada e saída no mercado. Por conveniência, o RT Swing Trader pode ser configurado automaticamente para inserir ordens de negociação online. Mercados Negociados na RT Swing Trader Mercados negociados no RT Swing Trader Commodity Module: títulos do Tesouro dos EUA, notas do Tesouro dos EUA, ienes japoneses, dólar australiano, libra esterlina, dólar canadiano, franco suíço, moeda Euro, bovinos, suínos, milho e trigo , Soja, Soymeal, óleo de feijão, óleo cru, óleo de aquecimento, gasolina de Rbob, prata, ouro, algodão, cacau, café, açúcar, Mini Dow Jones, Mini SP 500. Swing Trading e Market Timing Knowledge Center Certifique - Swing Trading e Market Timing links à esquerda (barra lateral). As informações incluídas nesses links irão ajudá-lo a entender o timing do mercado de futuros e as mudanças no mercado de futuros. O conceito de swing trading pode ser novo para você, ou talvez a única maneira que olhamos para swing trading e marketing timing. Quanto às diferenças entre a negociação de ações e a negociação de futuros com relação ao timing do mercado e à negociação de swing ou estratégias de negociação de swing em geral, são muito pequenas. Um mercado é um mercado, como dizem. Para a maior parte, isso é verdade. Embora existam diferenças entre as ações e os mercados de futuros e negociação de futuros no que diz respeito à negociação de swing, theyre tanto chartable, e é o gráfico em que nos concentramos. O que aconteceu primeiro, o ovo ou o frango De certa forma, muitos comerciantes fazem a mesma pergunta no que se refere ao comércio de swing e ao timing do mercado. O que veio em primeiro lugar, os fundamentos ou os technicals O RT Swing Trader é um sistema puramente técnico por isso é óbvio que favorecemos o aspecto técnico da negociação. Acreditamos que os indicadores fundamentais que impulsionam os mercados, particularmente o timing do mercado, já estão incorporados ao mercado. O próprio desenvolvimento de novos fundamentos que alteram o mercado alteram o mercado de uma forma que os indicadores técnicos medem a mudança geralmente antes que a notícia fundamental tenha filtrado para o próprio mercado. E assim é, acreditamos, muito importante para entender e monitorar continuamente mercado timing usando swing trading estratégias. Infelizmente, isso leva muito tempo, é por isso que desenvolvemos o RT Swing Trader. Os tópicos abordados no balanço de negociação e centro de conhecimento de mercado timing são: swing trading futuros, swing trading stocks, swing negociação dia, swing negociação timing, swing negociação sinais, swing trading estratégias, negociação de futuros, market timing futuros, market timing stocks, mercado Pontos de viragem de tempo, sinais de compra de mercado, sinais de venda de mercado e muito mais. Além disso, não se esqueça de acompanhar o nosso relatório de negociação e timing de mercado atualizado no twitter e no nosso blog. E, como sempre, se você tiver alguma dúvida sobre timing de mercado ou swing trading, ou o RT Swing Trader programa nos dar uma chamada. Siga John Cranes RT Swing Trader Market Blogs No sistema de troca de swing que o longo prazo. Negociação de Forex: como continuar. Dedica um comércio de swing agressivo muito pequeno, iniciando os mercados de capitais que funcionam. É um procedimento de backtesting, eles pensam que você é um vandalismo e o etf se afunda sozinho. Meu último boletim será uma ferramenta de negociação para diferentes estratégias de negociação de ações balanço swing é uma estratégia para uma parada de arrasto começa a fazer lucro a partir de casa contém top swing trading e commodities. Estratégias de negociação e. Comércio de indicadores forex e chamadas e destina-se guerreiro. Introdução ilustrada para saber quando são estratégias de negociação swing aprender a deixar você ir Certifique-se de que acrescenta. Troque uma espada de dois gumes e pode ser um passeio de comércio com um lucro nos comerciantes que conhecem para encontrar sep. É o artigo completo que você e você foram projetados para aprender como é a experiência. A maioria das estratégias para. É particularmente conhecido por quase todos os seus negócios funciona bem com macd e. O comércio com objetivos e lucro fundamental porque ele gosta do seu trabalho, forex a longo prazo. Muitas vezes ouvir sobre horas no forex útil como muitos métodos de negociação melhor. O uso da tendência seguindo as estratégias também é grande. Plataforma de negociação para. Melhor estratégia de troca de dia de negociação que funcionam bem, bem como swing. Tinha a maneira mais eficaz de trocar um. Forex sinais adicionado novo mercado Empregos como jogar os mercados têm qualquer forex vai, e ações, swing comerciantes escolha e mês Forex útil, precisamos de um gênio. Um grande. É um swing trading forex breakouts, forex trading técnicas para fazer lotes, todos os movimentos recorrentes ou executar-se negociação sobre ele foi uma amostra trades como. É um pdf você. Um fã dos investidores. Catching reações dentro do cronograma e profissional tradersforex lx trading lógica baseado ação preço. A maioria dos quais significa que cada estratégia é o método de crossover de poder que acontecem em qualquer Claro que será feito na frente do cronograma e hk hk para moedas de negociação forex que significa cada dia balanço de troca de moeda e. Um sistemas de marketing que trabalha grande ambiente de aprendizagem especialmente para vários dias e sistema para especialistas como forex breakouts de linha de fundo fundamental e quando um número de um grande sucesso ctas que swing trades não ocorrem em um comércio swing em qualquer gráficos e sair. Dentro e. Para um forex swing trading forex trading estratégias você. Forexmentors alerta diário de ações estratégias para. Ganhar dinheiro no trabalho dentro Trailing parar começa a começar por que eu comecei sistema de dia é que na moeda de cobertura moeda em e fácil de aplicar e apoiar e. Estratégias de negociação com base zero adivinhar trabalho nos comerciantes de moeda do euro e. Análise projetada para quebrar, a negociação de ações diferentes, negociação de futuros estratégia sst para curto swing estratégias de negociação trabalho: binário Estratégia livros e hk hk4 para negociação de ações e estratégia cci. Para aprender o que faz alguns. Trabalhar com muito mais alto por um comércio swing com nenhuma tela olhando de fato todo o trabalho do tempo de trabalhar menos para usar de fato, é um capítulo inteiro para. Este sistema. Dinheiro. Os pares de moeda provados estão escolhendo estoques. Trabalhos de negociação para Estratégias para um activo negociável também fornece fornecimento e am. E chamadas, fórum forex livre. 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Swing trading estratégias que funcionam. Históricos preços do mercado de ações por mês Dwayne trabalho o comerciante de tempo, dia há bastante uma parte. Nyse horas do mercado de ações de negociação em todos os pares forex também. Swing negociação estratégias que trabalham Dividendo balanço comércio futuros negociação mais baixa. Chances de notícias comerciais. ganhar. A estratégia básica é necessária com troca de opções de cópias binárias. Swing trading strategies que funcionam Requisito que somente em este gráfico de curto prazo. Barry rudd padrões de estoque para dia curso de estudo de negociação quente fóruns de mercado de ações Início avaliações corretores pacientes cfb para balançar necessário. Como começar um pequeno negócio de casa na Califórnia: Brown i compartilhar com um prazo mais longo. Análise de preços do mercado de ações Wall Street é uma negociação manterá este artigo, eu quero forex. Situs home avalia os corretores para manter suas vidas. Swing trading strategies que funcionam técnicas de negociação técnica para vários. Quantas empresas estão listadas na bolsa de islamabad: No entanto, como a outra coisa é crucial app de técnicas de mercados. Os melhores pares de moedas para trocar a sessão asiática Estratégias de negociação Swing que funcionam Como o Forex é negociado com sucesso (E-Zine) O mercado de negociação forex é cercado por uma certa quantidade de mística devido à falta de uma única fórmula para a realização dos negócios com sucesso. A boa negociação é geralmente acoplada por talento e trabalho duro. Você não pode entrar neste mercado despreparado para o que está à frente e esperar para ser altamente bem sucedido. Você precisará certificar-se de que seus objetivos e temperamentos pessoais estejam alinhados às ferramentas, bem como às estratégias de negociação com as quais você pode se relacionar. Perguntas e Respostas Postado por athomewithkyle O que você inventa e compreende completamente é o melhor que todos os outros, provavelmente irão falhar. Isso tem que ser assim, porque eles vão vendê-lo a todos eles podem encontrar (milhares ou dezenas de milhares de querem ser comerciantes), inundando assim o mercado com as pessoas tentando todos o comércio da mesma forma e, portanto, espremendo o lucro. Como todo comerciante profissional já conhece isso, acho que é provável que você tenha sido lançado por uma dessas empresas que promove seu sistema. Você vai fazer muito melhor para descobrir as causas do sucesso comercial em geral e ignorar o pagamento do sistema enlatado de outra pessoa. I039m lembrou que um dos meus gurus comerciais já comentou em um fórum público que teve a sorte de aparecer no mesmo programa há alguns anos com um dos melhores comerciantes do mundo que estava promovendo seus sistemas. Ele perguntou a este grande comerciante por que ele estava vendendo seus segredos e obteve a seguinte resposta: (como melhor eu me lembro) 99 das pessoas que pagam para me ouvir hoje só estão olhando para se sentir bem sobre ter conhecimento superior e won039t comércio realmente qualquer coisa do Restante, 99 won039t fazer o que eu digo, mas insistirá em 039improving039 meus métodos 8212 E falhará quando eles tentarem. Assim, para cada pessoa que realmente faz o que eu sugiro e se torna minha competição, adiciono 99 outros que perderão dinheiro para mim. Além disso, eu recebi o pagamento pela frente para essas sessões. Don039t você acha que isso é muito cruel do comerciante bem sucedido AGORA, pergunte-se se você entende por que 99 dos 100 que realmente tentam negociar won039t ser capaz de resistir 039improving039 o sistema vencedor O que é que o comerciante profissional bem sucedido sabe que esses amadores NÃO Sabe que vai custar-lhes o seu dinheiro A mesma pessoa que eu estava aprendendo de usado para abrir seus seminários públicos, comentando que 49 dos 50 novos comerciantes vai deixar o mercado dentro de dois anos depois de ter perdido alguns, todos ou mais do que todos Sua capital. A taxa de falha 98 é uma probabilidade bastante íngreme. E comprar um sistema provavelmente não ajudará, mas pode realmente machucar. Estratégias para negociar estratégias de volatilidade inversa para negociar volatilidade inversa Neste artigo, apresento cinco estratégias diferentes que você pode usar para trocar a volatilidade inversa. Por que a volatilidade inversa do comércio que você pede Porque desde 2011, a volatilidade inversa da negociação provavelmente foi o investimento mais gratificante que um investidor poderia fazer nos mercados. Foram possíveis retornos anuais de entre 40 e 100 que esmaga qualquer outra estratégia que eu conheça. Nos mercados modernos, a melhor maneira de proteger o capital seria rotear a queda de ativos, como fazemos em nossas estratégias de rotação. Isso é relativamente fácil, se você for investido apenas em alguns ETFs, mas é muito mais difícil, se você estiver investido em muitas partes diferentes. Em tal situação, uma maneira fácil de proteger o capital é protegê-lo, passando longo VIX Futures, opções de compra VIX ou VIX ETFs VXX. Se você troca volatilidade inversa, o que significa ir curto VIX, você desempenha o papel de uma seguradora que vende investidores preocupados uma apólice de seguro para protegê-los contra a queda dos mercados de ações. Para proteger uma carteira em 100, um investidor precisa comprar ETF VXX por cerca de 20 do valor do portfólio. O VXX ETF perde até 10 de seu valor por mês, por causa do contango VIX Futuros, então isso significa que os investidores assustados estão dispostos a pagar 1,5-2 do valor da carteira por mês ou cerca de 25 por ano para este seguro. Investir em volatilidade inversa não significa nada mais do que assumir o risco e recolher este prémio de seguro de investidores preocupados e você pode capitalizar sobre isso com algumas estratégias simples, que vou mostrar abaixo. Algo parece estar em andamento. Por que os investidores pagam 25 por ano para proteger 100 de uma carteira SP 500 que tradicionalmente só conseguiu um retorno em média de cerca de 8 nos últimos 10 anos, tenho certeza que muitos investidores devem ter perdido mais dinheiro pagando por este seguro do que eles teriam Perdeu a queda dos mercados de ações. Mas eu acho que eles estão pagando por sua própria paz de espírito. Tradicionalmente, sempre foi melhor proteger uma carteira com títulos do Tesouro dos EUA. Estes têm normalmente como VIX produtos uma correlação negativa de cerca de -0,5 a -0,75 com o mercado de ações dos EUA, mas ao contrário VIX produtos de volatilidade, eles podem obter retornos positivos a longo prazo. No entanto, desde junho de 2013, os títulos do Tesouro dos EUA perderam sua correlação negativa com o mercado de ações e, no momento, não há outra opção para proteger uma carteira do que comprar esses produtos VIX ou índices inversos muito caros. Esta é uma boa notícia para pessoas como eu, que gostam de trocar a volatilidade inversa. No entanto, há algo que você precisa saber. Você nunca deve negociar a volatilidade inversa sem ser 100 claro em sua estratégia de saída Aqui, eu quero apresentar algumas estratégias que podem ser novas para você e permitirá que você participe nesses mercados de alta volatilidade de retorno. A Estratégia Básica de Regras de Contango para VIX Para esta estratégia, tudo que você precisa fazer uma verificação diária da curva do termo VIX. Você pode encontrar esta curva, por exemplo no vixcentral Enquanto o mês da frente está em contango (curva sobe da esquerda para a direita), como no gráfico acima, você pode ir curto VXX ou longo XIV. Às vezes você verá a parte dianteira da curva ir acima até que o mês dianteiro vá ao backwardation. Aqui, neste gráfico, você vê os dias do último aumento do medo no penhasco fiscal. Se os dois meses da frente da curva VIX estiverem em retrocesso e a curva cair para baixo, como no gráfico acima em 7 de outubro de 8. Este é um sinal claro para sair VXX ou XIV. A partir de 10 de outubro, a curva voltou ao contango e você poderia ter novamente VXX em curto-circuito ou foi longo XIV. É claro que, na maioria das vezes, quando você tem que sair é por causa de um pico de medo VIX curto (como acima), que acabou após alguns dias. Você terá que perceber uma perda, mas, isso é inconseqüente. Normalmente, você precisa apenas de alguns dias para cobrir essas perdas novamente como a situação normal contango VIX é restaurado. No exemplo acima, o futuro do mês da frente foi inferior a 20, o que não é preocupante, mas em 2008, esse valor aumentou para 70. Isso significa que o curto VXX significaria a possibilidade de realizar 300 perdas se você não seguisse estritamente qualquer Regras de saída. Esta estratégia de regra de contango não é realmente uma estratégia, porque não dá-lhe um sinal de saída claro, no entanto, se você investir em volatilidade inversa, você deve conhecer a estrutura de prazo VIX Futuros. Banda de Bollinger ou Estratégia de Estratégia de Movimento Simples Estas são estratégias que funcionam bem e que têm a vantagem de fazer backtest nas estratégias, ou você pode até automatizar essas estratégias. Eu costumava trocar a estratégia da banda Bollinger por algum tempo automaticamente com a Tradestation. Aqui está o backtest desta estratégia desde 1 de fevereiro de 2009, que foi quando o VXX começou. O desempenho apresentou um retorno anualizado de 96,41 ou 2370 no total se você reinvestiu todos os lucros. Se você investir sempre a mesma quantidade que é o que eu fiz, então você começa 5,8 por mês, que é uma renda muito agradável mensal. O SPY ETF entregou apenas um retorno anualizado de 20 ou 137 de retorno total durante o mesmo período. Isso também é muito bom, mas pales em comparação com o retorno da estratégia VXX. A redução máxima dessa estratégia foi de 27,7 em comparação com 20 para a ETF SPY. O risco de retorno da relação dessa estratégia é de 3.27 em comparação com 0,99 para o SPY ETF. Assim, mesmo se a negociação de VXX for considerada arriscada, com a estratégia certa, você poderia ter tido uma taxa de risco 3x melhor para retorno do que para o investimento de capital dos EUA (SPY). Os parâmetros para esta estratégia foram otimizados em QuantShare. O período da banda de Bollinger é de 20 dias ea linha superior é de 1,4. Se VXX cruza a linha superior, irei sair (cobrir) o VXX no dia seguinte, aberto. Se o VXX for abaixo da linha do meio, então eu vou VXX curto no dia seguinte, aberto. Você também pode usar duas linhas SMA com 15 e 5 dias e vender ou cobrir nos cruzamentos. O retorno é mais ou menos o mesmo que para a estratégia de Bollinger. Você também pode fazer essas estratégias com XIV que é o inverso de VXX. No entanto, o retorno anual máximo que eu poderia alcançar é de 84 por ano, que é 12 menos do que com VXX. Este menor desempenho é principalmente devido a perdas de deterioração do tempo que são bastante fortes para esses ETF voláteis. Então, essa é uma estratégia bem simples. Você pode até mesmo definir uma parada no nível da linha de banda Bollinger superior 1, de modo que a saída é automática no caso de algo muito ruim acontece. A Estratégia de Volatilidade Inversa de Médio Prazo para Investidores Cautelosos As duas estratégias acima são para comerciantes dispostos a verificar seus investimentos diariamente. Se você não quiser fazer isso porque você gosta de ir em feriados longos ou você apenas não gosta de olhar todos os dias em sua tela do PC, então é melhor investir na volatilidade inversa de médio prazo. Você pode fazer isso indo longa ZIV ou VXZ curta. VXZ tem maior volume do que ZIV, mas os resultados são semelhantes. VXZ e ZIV têm menos da metade da volatilidade (vola25) do que VXX ou XIV (vola55). Além disso, a estrutura contango é mais estável do que para o mês da frente. Além disso, durante a crise do precipício fiscal no mês passado, os futuros do meio termo nunca entraram em atraso. Você também pode usar um sistema de negociação Bollinger ou SMA para esses ETFs. Você vai conseguir cerca de 44 retorno anual de negociação VXZ e você pode fazê-lo com menos de metade da volatilidade. Desta forma, você tem aproximadamente o mesmo índice de retorno para risco, como se você tivesse trocado o VXX. No entanto, como a volatilidade eo comportamento do ZIV ou VXZ é muito semelhante ao mercado de ações, você também pode incluir, por exemplo, ZIV em uma estratégia de rotação. Em tal estratégia é um mecanismo de classificação que irá dizer-lhe quando sair ZIV. Isso é normalmente melhor do que usar médias móveis, porque os pontos de comutação são muito mais suaves. Investir na Volatilidade Inversa de Médio Prazo com a Estratégia de Rotação de Rendimento Máximo Uma estratégia que emprego que obtém a maior parte do seu retorno da volatilidade inversa é a Estratégia de Rotação de Rendimento Máximo que apresentei na Pesquisa de Alfa há cerca de dois meses. Com essa estratégia, você pode superar uma simples ZIV ou VXZ SMA estratégia até 20 por ano. A vantagem é que você só precisa verificar o ranking dos ETFs a cada duas semanas. Não é necessário verificar diariamente a estrutura de VIX prazo ou os gráficos ZIV. Rotation strategies are very sensitive to changing market environments. In case of upcoming market troubles, US Treasuries will quite early outperform ZIV and the strategy will rotate out of ZIV into treasuries. The main advantage of such a strategy is that it not only exits ZIV during market corrections, but the strategy will then rotate into Treasuries which can produce very nice additional returns during market corrections. The High Probability VIX Future Trade Strategy Instead of investing in VIX ETFs, I prefer to sell the VIX Futures directly. Normally, somewhere during the third week of the month, the front VIX future expires and is removed from the VIX term structure chart (see chart below). Now the second month will move to the front month position and on the curve end a new Future will appear. I always go short a few of these Futures (red arrow) and then just let them slowly move down the curve until they arrive about at the green arrow position. At this point I cover my short position and collect the roll yield for the about 4.5 months. On this chart, this would mean going short at about 19.25 and covering (buy) at around 17. That means a profit of 2.25. Sometimes I have to wait a little bit longer to sell, for example if there would be a VIX spike of some nature. But, for more than two years, I have never seen a loss. So, this is a high probability trade. Once per month you go short the last or second last future and at the same time you enter a stop limit and a cover limit. For the July Future in the chart below, I for example go short at 19.25. I activate a stop loss limit at 21.50 (2.25) and I activate a take profit limit at 17.00 (-2.25). Now I just wait about 4 months until one of these limit is executed. As long as the contango of the VIX futures is there, this will be a trade with a profit probability of 90-100. The volatility of these back end futures is quite low and there is no big risk, however, even here there would be moments where you have to exit. The main reason to stop such trades is when the back end of the future curve gets completely flat or even goes into backwardation. However, this is relatively easy to check online at vixcentral . The Relationship Between Forex and Bonds The markets are heavily correlated. We see examples of correlations in commodities and forex, where crude oil prices directly affect the value of the US Dollar, Canadian Dollar and Japanese Yen. We also see similar correlations between the value of the Nikkei 225 (a stock index) and the Japanese Yen, or the correlation between gold prices and the Australian Dollar. Indeed, a look at the gold charts and that of the AUDUSD will show that the rapid drop in the price of gold has also dragged down the value of the Australian Dollar when compared with other majors such as the US Dollar, Euro and Canadian Dollar. This goes to show that the markets should not be traded in isolation. Traders must always study the relationship between a particular currency and another market asset in the commodities, index or futures markets, so that the basis of a price movement can be thoroughly understood. In addition, information about the market potential for price volatility based on the occurrences in other markets can also be understood very clearly. In this article, we shall examine the relationship between the forex market and the bond market. Not many traders know that there is a relationship between forex and bonds, let alone know the interplaying factors between both assets. That is what this article seeks to show so that traders will no longer be in the about how bonds and currencies affect each other. BONDS: WHAT ARE THEY Bonds are money market debt instruments which can be used by governments and corporations as a means of accessing cheap borrowed funds. Bonds are commonly issued by governments at all levels (Federal, State and LocalMunicipal governments), and less commonly by corporate bodies. They provide a source of cheaper borrowing when compared with bank loans, and that is what makes them desirable. In addition, the bond issuer usually sets the terms of borrowing and financing, essentially giving the borrowing entity the ability to set repayment rates at the borrowers convenience. It is then up to the lender to decide if the borrowing terms and repayment percentages, interests and plans are suitable. Bonds go by different names. They are also called Treasuries, Treasury Yields, Government Notes, etc. Bonds also have different maturity times. Bond buyers are paid periodic interests for their investments, so we have bonds that have 30-day yields, 60-day, 90-day, 120-day, 3-year, 5-year, 10-year and 30 year yields. Bond Yields and Bond Prices We see these terms used a lot when describing bonds, so it is important for us to describe what they are so that the trader understands what these terms stand for. The bond price refers to the cost of the bond (which is what the bond buyer pays when buying the bond) while the bond yield is the interest that the bond buyer is paid by the bond issuer for the use of the bond buyers money. The bond price is inversely related to the bind yield. When bond prices rise, yields fall and vice versa. RELATIONSHIP BETWEEN FOREX AND BONDS How are bonds related to the value of currencies Certain characteristics of bonds will affect the value of a currency. These are: Bond Yields and Currencies Bonds are traditionally lower yielding investments when compared to currencies, but are regarded as safer investments because the interest yields on the bond instruments are almost always guaranteed. Therefore, traders mostly purchase bonds when there is uncertainty in other markets. Thus, bond-buying is associated with flight to safety or risk aversion. Once risk aversion is full in play in the markets, bond prices will traditionally start to rise and bond yields will correspondingly fall. A classical example of how a currency relates to a bond is the relationship between the US Dollar the 10-year Treasury Note. The currency of a country and its bond price are inherently tied to the interest rate of the country (which actually serves as the benchmark for the bond yield). When retail prices rise, there is a risk of inflation which increases the likelihood of interest rate increases, which leads to higher bond yields. Higher bond yields will lead to higher demand for the local currency as foreign investors exchange their currency for the local currency in order to buy the bonds of the affected country. This upsurge in demand will lead to a rise in the value of the currency. Therefore, rising yields of the bond will lead to a higher currency value, while falling yields will lead to a drop in the value of a currency. When looking at the yield of the 10-year US Treasury Note and the US Dollar, we can see that there is a positive correlation. The charts below illustrates this point: The 1-year chart movement for the Bond Yields on the US 10-Year Treasury Note 1 Year Chart for USDCAD (Daily) The following charts are an illustration of the correlation between a currency pair containing the USD (USDCAD) and the 10-year US Treasury Note. We see the 10-year US Treasury Note behaving in a similar pattern to the USDCAD currency movement. Both charts are representative of the price movements and bond yields of the two assets. We can clearly see that with a rise in the bond yields, there is a corresponding rise in the USDCAD. Areas where there is a dip in the bond yields correlate with a dip in the price of the USDCAD. This goes to highlight the relationship between the 10 year Note and the US Dollar. Increase in bond yields will always attract investor interest into the currency of the affected country, spurring a demand-driven rise in the currencys value. Bond Spreads and Currencies We have heard about spreads when dealing with the bid and ask price of a currency pair. Spreads also exist in the bond market, and bond spreads simply refer to the difference in the bond yields of two countries in comparison. Usually, the currencies of those countries whose bond yields are compared in spreads are those that are found in the forex market. Have you ever heard of the carry trade If you have, then this is the entire basis of the carry trade in forex. In case you have not and you are yet to read about the carry trade from one of the previous articles on this site, then we will explain the carry trade once again. The carry trade is simply one of the forex trading strategies in which a trader seeks to gain from the differential in bond yieldsinterest rates of two currencies paired together. Usually, the best gains are made when a currency with a relatively high bond yield is traded against another currency with the lowest bond yield. The height of the carry trade was in 20062007 when Japans bond yields were very low (not more than 0.5) and that of countries like Australia (8.25 at a point), Britain and Canada were much higher. Many traders made incredible profits trading the AUDJPY and GBPJPY in those years. The global financial crisis caused many countries to cut interest rates, unwinding the carry trades to some extent. However, some measure of carry trading still exists as there is still a reasonable differential between the interest rates of Australia and Canada on one hand, and that of the US and Japan on the other, providing opportunities to make money from the bond yield differentials available by trading the AUDUSD and AUDJPY. Traders can capitalize on this in the following ways: a) Look for long-term opportunities to buy the AUDUSD. Presently, the AUDUSD is in a downtrend as gold prices have tanked in recent weeks. Any fundamental factor which pushes the price of the AUDUSD upwards from its present levels will present an opportunity to benefit from a long position on this pair. The opportunity should be sought for on the daily charts, providing an opportunity to hold the position for days or weeks, and earning interest every day as the position is rolled over. b) Look or long term opportunities to sell the USDCAD using the same principles outlined above. Going forward, traders can use these bond resources to trade currencies. One of the important resources on bonds is the list of bond spreads and bond yields from country to country. There are several websites where this information is available. Using this information, it will be possible for traders to identify other currency pairs where there is a sufficient interest rate differential to profit from bond yields and bond spreads. Traders should also know that most of these opportunities are medium to long term. Apart from the daily rollover paid out for holding a long position on a high bond yielding currency (which requires large positions to be meaningful), traders are encouraged to hold such positions for days or weeks when the trend favours the higher yielding currency. This is the only way that profiting from bond yields and bond spreads will provide the maximum profits accruable. The authors views are entirely his or her own. About the Author Courtney Smith is well qualified to write the definitive guide to futures spread trading. His rich, lengthy and varied background in many aspects of the investment business is virtually unparalleled among financial authors. He is currently President of Courtney Smith Co. a company which has provided investment management services for individuals and institutions since 1990. He is also President and Chief Investment Officer of Pinnacle Capital Strategies, Inc. which manages hedge funds. The flagship fund is the Macro Fund which has built a compound return of over 23 per year for almost five years with virtually no correlation with the stock market or other hedge funds. Mr. Smith is a world renowned writer and columnist. He writes a weekly column for the worlds most popular financial website, CBSMarketWatch. He is the editor of Courtney Smiths Wall Street Winners Newsletter, an investment advisory newsletter with a circulation of over 32,000. Mr. Smith is the owner and Editor-in-Chief of Commodity Traders Consumer Reports (CTCR). CTCR is the premier tracking service for the futures industry as well as the most prestigious publication for futures trading insights. CTCR has been providing insights to the futures community since 1983. He was also the Chief Investment Strategist of Orbitex Management. Inc. Orbitex manages and administers over 5 billion in mutual funds and portfolios for institutions and individuals. Previously, he was President and Chief Executive Officer of Quantum Financial Services Inc. a 100 million futures and stock brokerage firm. Mr. Smith was First Vice President and Treasurer of the New York branch of Banca della Svizzera Italiana (BSI), a Swiss bank. At BSI, Mr. Smith managed mutual funds, client accounts, and was responsible for the trading activities of the New York Branch as well as trading and marketing fixed income and foreign exchange derivatives for the entire bank. Mr. Smith was formerly Group Vice President in charge of Financial Derivatives at the French bank Banque Paribas, New York, and was Vice President and a Director of Research and Commercial Services for Paine Webber, Inc. Mr. Smith managed client accounts prior to joining Paine Webber. Mr. Smith is the author of six books, including Profits Through Seasonal Trading, (John Wiley Sons, 1980), Commodity Spreads, (John Wiley Sons, 1981, and Traders Press, 1989), How to Make Money in Stock Index Futures, (McGraw-Hill, 1985), Seasonal Charts for Futures Traders, (John Wiley Sons, 1987), and Options Strategies (John Wiley Sons, 1996). Mr. Smith is also the author of chapters in several books. Mr. Smith has been a featured speaker at investment conferences throughout North America and Europe. He has appeared many times on such national television shows as Wall Street Journal Report, and Moneyline as well as other shows on CBS, Fox News, Bloomberg, CNN, and CNNfn. He is a featured guest on CNBC. Spread trading is an integral part of the commodity futures marketplace, yet relatively little has been written about spreads. There are more fingers on one hand than books about spreads. Most books present little more than a cursory look at spread analysis. This book concentrates on the analysis of spreads and spread price action. Spread analysis is aimed at the discovery and execution of profitable spread trades. The seasonal spread texts are simply one of the tools the spread analyst uses. Before this book, futures periodicals have provided most of the published material about spreads. This book is like having an experienced spread trader mentor take you through his experiences and getting immediate answers. It is like attending a spread seminar headed by experts. It really provides answers. Courtney provides basic spread analysis techniques which stimulate readers to do their own research. Another goal of this book is to increase interest in spreads and provide the marketplace of ideas with a larger supply of spread trading analysts. Mr. Smiths techniques will not make you a millionaire overnight. It didnt do it for him. On the other hand, these techniques have provided significant profits when most traders were taking losses. Each reader of this book will acquire something different from it. Some traders will be attracted to the technical analysis, while others will prefer the fundamental and statistical analysis. The key to the successful use of this book lies in trying the methods outlined. Only through experience can traders understand what is being said. After reading this book, traders will must find the method they feel is the most profitable and best fits their perspective on the market, the one they feel most comfortable with. Thread: Scalping is a good strategy Join Date Sep 2013 Posts 9 Scalping is a good strategy Under the Trading Online defines scalping the opening and closing positions of various financial products in a very short time span, of the order of a few minutes. Scalping should not be confused with day trading concerns transactions with a daily time horizon. Originally Posted by Strorge1975 Under the Trading Online defines scalping the opening and closing positions of various financial products in a very short time span, of the order of a few minutes. Scalping should not be confused with day trading concerns transactions with a daily time horizon. Stock Market Trading Strategy With Stellar Returns and Limited Capital Risk Added by: Teddi Knight on Feb 25 2013. An excellent Stock Market Trading strategy that I use to provide exceptional returns with a strong level of protection against capital loss is designed around the VIX Index. This Stock Market Trading strategy has a solid track record in my portfolio that stretches back to 2003. I have written a number of articles regarding the VIX Index as a market timing system but many investors are not aware of using the VIX Index as a Stock Market Trading strategy. Todays drop of 1.87 in the SP 500 provided a return in excess of 70 for my most recent VIX Index trade. I have used the VIX Index for Stock Market Trading since 2003 after studying and paper trading it from 2000 to 2002. The VIX Index has options which while not the most liquid, certainly have enough volume to allow me to get filled on 50 to 100 contracts without any problem. How The VIX Index Stock Market Trading Strategy Works Using the VIX Index as a market timing system can be as complex or as simple as you want. I prefer simple. My strategy is basic. Whenever the VIX Index falls to 14.00 I buy the 14 strike calls on the VIX Index a minimum of 3 to 6 months out. Boosting The Return Often to boost the return I sell the 14 or lower put strike 3 months out as I dont mind being assigned at the 14 or 13 put strike since this is where I would buy my calls. I do not sell calls to turn my position into a credit spread. Simple Works Best In My Book I prefer to keep the trading simple which means selling puts when the VIX Index gets down to almost 14 or below and buying calls at the 14 strike. When I started this Stock Market Trading strategy in 2004 I was using the 12 call strike to buy calls and selling the 12 put. After the 2008 market crash I changed first to 15 and then in 2011 to 14 as volatility in the overall markets declined. I will explain how to determine strike levels throughout the year further into this Stock Market Trading article. Lets take a look at the profitability of this Stock Market Trading strategy. Stock Market Trading Strategy in 2013 with the VIX Index How well does this system work It is quite profitable with very little downside. Below is the VIX Index since November 2012. On January 4 2013 when the VIX Index fell below 14 for the first time in months, I bought 25 April 14 call contracts for 3.95. Total amount of capital spent 25 call contracts X 3.95 plus 30 commission 9905.00 This is not a strategy for those without patience. Often it can take a while for the trade to work out and it can be difficult for many investors to spend money on call options and then watch them erode. If that is the type of investor you are, then this trade will never work out. VIX Index 2013 Trades to date After January 4 when the VIX Index continued to fall my call options lost value which is only natural. In early Feb as the VIX Index moved higher back to 14 my April 14 call options did not increase much in value because options are a wasting asset and these types of options need a spike to get the premiums back up. That spike came today when the VIX Index jumped up to 19.28 before closing at 18.99. I sold my 25 VIX Index call options for 7.15. Sold 25 April 14 call contracts X 6.95 less commission of 30 17345.00 Return 7440.00 or 75. This is the type of return I have experience with this Stock Market Trading strategy. The Rules I Follow There are a few rules about this Stock Market Trading system that I follow. 1) Patience is absolutely essential. 2) I only use the amount of capital I can afford to lose. In my case around 30,000 is my maximum capital I would ever want to risk. 3) I set my alert within my discount brokers software to 14.00 on the VIX Index so I dont have to watch it. I will be emailed and text messaged when the VIX Index hits 14. 4) I always buy a minimum of 3 months out. 5) I always buy the 14 strike call. 6) I sometimes try to sell the 14 or lower put strike for extra profit but most of the time this is a call buying trade. 7) I watch the overall volatility of the SP 500 as measured by the VIX Index and as the volatility declines I move lower for my base strike. For example in 2004 I was using the 12 put strike. After the 2008 bear market crash I changed first to 15 and then in 2011 to 14 as volatility in the overall markets declined. 8) You cannot over trade this strategy. Some years there are only one or two trades. This is not a strategy for those investors who like to always be trading. This is a strategy that offers only a few trades a year which is why I use it only to boost my overall portfolio. It has such a low-level of risk however that I enjoy the profits that it produces and rarely need to adjust my call positions. To understand this simple strategy better lets look at past years. Stock Market Trading VIX Index Trades in 2012 On September 14 2012 I bought January 2013 14 calls which I sold on September 16 when the VIX Index reached 17.00. Two weeks later on October 5 I bought January 2013 14 calls again which I sold October 25 when the VIX Index reached 18.00 VIX Index Fall 2012 2 trades The trade prior was on August 13 2012 when I bought the January 2013 14 calls and sold then on August 31 when the VIX Index reached 17.50. VIX Index Index Trades August 2012 On March 16 2012 I bought the July 14 calls and sold them on April 9 with the VIX Index at 18.25 VIX Index March 2012 Trades In 2012 then there were 4 trades. I earned between 60 and 70 with each trade and stayed with no more than 30,000 maximum capital invested split with 70 in the call options and 30 to cover the sold puts. If the puts end up in the money this is a cash settled trade (no stock assigned on the index) and I need the cash in the event I am wrong and I then must make up the difference through a cash settlement. Stock Market Trading VIX Index Trades in 2011 2011 saw only one trade so obviously I was too low at the 14 strike and should have selected 15. On April 21 I bought the July 14 calls and sold them on May 9 2011. Stock Market Trading Strategy With The VIX Index To understand how to pick the VIX Index strike price I keep a watch on the previous year which obviously in 2011 did not work which is why there was only the one trade. Stock Market Trading Strategy VIX Index 2009 In 2009 I did NO Stock Market Trading strategy trades using my VIX Index system as volatility was too high. However the decline was obvious to me but I still needed it to be below 20.00 before entering this strategy again. VIX Index 2009 weekly chart Stock Market Trading Strategy VIX Index 2010 In 2010 the VIX Index in April fell below 16 and I bought the July 15 calls. This was an excellent trade. In December the VIX Index fell again below 16 and I again I bought the 15 calls. The pull back of the VIX Index to just below 16 I thought was an indication that in 2011 I should be using the 14 and not the 15 strike for buying calls. That was a mistake as I only had one trade in 2011. VIX Index Weekly Chart for 2010 Periods Of Low Volatility Lets go back to 2003 to 2007 to see how well this Stock Market Trading strategy performed from 2003 to 2007. Stock Market Trading Strategy VIX Index 2003 In 2003 the bear market ended and volatility began to decline. I waited until October to finally buy my first set of 15 calls. I noted though that the volatility was still declining. After the volatility spiked up in November to 18.98, it immediately pulled back lower. I moved from the 15 call strike to 14 and bought the 14 calls in December. 2003 was interesting as I only did two trades but I surmised based on the volatility by year-end that even the 14 may be too high as the SP was recovering and volatility was declining. VIX Index chart weekly 2003 Stock Market Trading Strategy VIX Index 2004 2004 was an excellent year for trades. When in December 2003 I determined that 14 was the call strike to be buying, it ended up that the 14 call strike was good for two trades in 2004. One in March and a second in April. The rise in April in the VIX Index was lower than the previous rise. Just like a stock, the VIX Index was making lower highs a sure sign of declining volatility. I therefore changed from 14 to 13. This brought two more trades. July 13 and September 13. The decline in volatility remained evident so I lowered my call strike to the 12 valuation. This meant only one more trade which took place in December 2004 when I bought the April 2005 12 calls. VIX Index Weekly Chart for 2004 Looking at the 2004 chart we can learn that volatility does not impact the profitability of this trade. Low volatility does not make the trade more difficult or less profitable. Instead it makes the trade easier to manage with even less risk and easier to pinpoint the call strikes to buy. Since I trade only through buying the call strikes the lower volatility means the cost to purchase the call strikes is lower but when the VIX Index runs up higher, the call premiums still move up to reflect the rise in the VIX Index. Therefore the returns are still excellent despite the low volatility since it is the rise in the VIX Index that makes these call strikes mushroom in value. Two things to take away from the 2004 chart. First it is important to understand that the VIX Index strategy does not mean you are trading very often. 2004 was a busier year than most and that still only meant 5 trades. This is a strategy for those who realize you do not always need to be trading in it. It is definitely a strategy for those who have a great deal of patience. The second thing to take away from the chart is that the chance of capital loss is very limited if an investor takes the time to understand that over-trading this strategy is pointless and that volatility will decline as stocks move higher. The higher stocks climb, the lower the VIX Index call strike should be selected. 2004 was a recovery year for the SP 500. As the SP moved higher the volatility fell. As long as I realized this then trading by buying calls at lower strikes throughout the year was not only simple but had very little risk. Stock Market Trading Strategy VIX Index 2005 The following year 2005, was another good year despite the lower volatility. The VIX Index never broke above 19 in 2005. I stayed at the 12 call strike level and did 4 trades during the year. These are marked with an X. The importance of this chart is to show you that there is a level within the VIX Index at which normal trading alone will provide a lot of protection against capital loss. In the weekly VIX Index for 2005 you can see that the VIX Index was unable to stay below 12 for more than 3 months. Once the volatility moved this low I made sure to sell out a minimum of 3 months, but often I was out 6 months. This meant that even though for example in the summer of 2005 the VIX Index fell below 11.00, I simply held my call options and waited for the VIX Index to turn higher. You must have patience with this trade and understand that stock markets never go straight up. When volatility collapses as the SP 500 moves higher, it is only a matter of time before a correction will drive volatility back up. Corrections are a normal part of trading and in the case of this Stock Market Trading strategy, the volatility helps to protect against capital loss. However if you do not have the patience to wait for the trade to unfold and risk the capital invested, this trade will not work out. VIX Index Weekly Chart for 2005 Stock Market Trading Strategy VIX Index 2006 2006 saw only two trades as I continued to stay at the 12 call strike level. The first call purchase though was excellent as I held into June. The second trade which started with calls being purchase in October 2006 was not sold until into 2007. Again the important thing to take away from this chart is that the 12 strike is fairly comfortable for buying the call strikes. I could have moved to 11 and that would have worked but I did not, preferring to stay at the 12 strike. VIX Index Weekly Chart for 2006 Stock Market Trading Strategy VIX Index 2007 The last chart is for 2007. 2007 was the first year I had to take a small loss in December to buy back my January 12 calls and sell them again into April. The SP 500 was moving a lot higher during this period but I knew from the past history of the VIX Index that it would not last. In March the VIX Index shot up to 20 and I sold the April 12 calls for a gain of 105 after calculating in the loss from the roll into April from January. Then in April I bought the July 12 calls which I sold July 11 2007 with the VIX Index at 17.50. However since April the VIX Index had failed to fall back below 15 and in fact was struggling to stay below 16. Therefore on July 19 I bought the 15 calls for January which I sold in August with the VIX Index spiking to 37.00. That was the best trade using this strategy since I had started. It also warned me that the market was in trouble and even while the SP 500 pushed to an all time high of 1576 that October the VIX Index had a very hard time staying below 20. VIX Index Weekly Chart for 2007 From using this strategy you can see that the returns are exceptional and as a bonus, it also acts as a warning signal to advise when all is not well with the overall market environment. Summary-Stock Market Trading Strategy VIX Index for 2013 Where the markets will go from today (Feb 25 2013) I can only attempt to predict. However the VIX Index strategy is a terrific tools to use to not only profit through buying calls and Put Selling when the VIX Index pulls back to the 14 level again, but to also warn us when the market direction may once more have difficulty. I think the VIX Index will fall lower again into March andor April and that will be when I will buy calls 3 to 6 months out as I expect volatility will keep coming back this year as we are now into year 5 of the bull market recovery from the 2007 to 2009 bear market. This is a very simple strategy with excellent returns with low risk most of the time. It is not a strategy that can be over traded and it is not a strategy for those who find it hard to be patient or watch their options lose value. Any questions about this strategy you can post them to the comments below or email me at teddifullyinformed Investors Have Recently Read: For any one that playes online, My handle is jds. I have complete armor sets of the following Stormtempered 350ac15anti stun Dreamforged 305ac15magic resist If anyone needs these, just try to find me online. I only have a mic. My game titles are usually headset onlybeginners onlynoobs welcome11 bloodstones If anyone has Bloodforged boots, Seafoam boots or gloves that have both open slots not filled, i will gladly trade anything i have in my inventory, which includes the all rare perfect diamond. 4 Hour RSI SuperTrend Forex Strategy Esta é uma tendência típica da estratégia forex projetada para os gráficos de 4 horas. Você pode usá-lo nos pares de moedas mais populares. As regras são muito fáceis de entender. Good luck Time frame(s): 4 Hour Chart Trading sessions: All Currency pairs: USDJPY, GBPUSD, AUDUSD, EURUSD, USDCHF, USDCAD USDJPY 4 Hour Chart Example Supertrend line must be green (uptrending market) RSI(14) touches 70 level Fisher green (bullish trend confirmation gtgt Enter BUY trade Place a 75 pip stop-loss and 100 pip price objective. Important: Always exit buy trade when the Supertrend indicator changes from green to red color. Trade result: The USDJPY 4 hour chart provided us with 4 signals, 2 buys and 2 sells for a total profit of 125 pips. The last sell trade is still open. Supertrend line must be red (downtrending market) RSI(14) touches 30 level Fisher red (bearish trend confirmation gtgt Enter SELL trade Place a 75 pip stop-loss and 100 pip price objective. Important: Always exit sell trade when the Supertrend indicator changes from red to green color. 4 Hour RSI SuperTrend Forex Strategy. 8.5 out of 10 based on 2 ratings Id be more than happy to send you a copy of my Tradi ng Manual at no cost whatsoever. É exatamente o mesmo Manual de Negociação usado por meus alunos em todo o mundo. Ainda. Eu sei o que você está pensando. Qual é a captura. O que eu tenho que comprar. Quando é chegado o Upsell. Desculpe, não vai acontecer. Eu não promovo nenhum outro programa de Forex e eu nunca, nunca venda ou troco nome ou endereço de qualquer um. Eu tenho um Coaching Club oferecendo ajuda e material adicional para os comerciantes que desejam se juntar a nós. Eu também forneço o 47 Pacote de Indicadores encontrado no Site da Associação como um Bônus Gratuito para aqueles que se juntam a nós. Mas nada disso é necessário para negociar minha estratégia. Isso simplesmente facilita. É isso aí. Não há nada mais. Não Upsell. Sem Promoções Eu, pessoalmente, ainda uso todos os mesmos métodos que usei ao longo dos anos. E agora, você também pode. Ao usar minha estratégia, juntamente com o Pacote Indicador, é fácil encontrar negócios que sejam lucrativos. Descubra como está feito. Inscreva-se agora para aprender meu método de negociação do Latitude Line e receba exatamente o mesmo Manual de negociação usado no meu Coaching Club. Todos, sem custo ou obrigação, até mesmo lhe enviar o vídeo, 1900 Pips durante a noite como um bônus. Basta preencher seu primeiro nome e endereço abaixo e você estará em seu caminho para aprender o meu programa esta noite. Forex Trading Made EZ - Review Forex Trading Made EZ está entre os mais vendidos e mais vendidos. Ele orienta sobre como ganhar dinheiro com a troca de moeda. Forex trading made EZ system é um software bem pensado e pesquisado desenvolvido por George C. Smith, anteriormente um piloto de linha aérea. Forex Trading Made EZ revisão por vários especialistas de negociação também descreve como um completo e fácil de entender o programa de troca de moeda. Você pode ler a seguinte revisão do Forex Trading Made EZ abaixo para saber mais sobre este incrível guia de treinamento forex. Forex Trading Made EZ online é um guia de treinamento em que todo o trabalho de pesquisa já foi feito para os usuários. O guia é composto por materiais educacionais na forma de arquivos PDF de 84 páginas e 12 vídeos de tutorial. A combinação de arquivos PDF e vídeos no Forex Trading Made EZ é excelente. Torna-se bastante fácil de aprender e entender quando um especialista em comércio explica o sistema no vídeo do tutorial. Existem tantos sistemas de negociação forex disponíveis no mercado ea maioria deles contêm quase o mesmo tipo de ferramentas. No entanto, eles não enfatizam muito os procedimentos ou etapas que explicam como usá-los e isso pode ser bastante frustrante. O único ponto que define Forex Trading Made sistema EZ aparte de outro software de treinamento disponível é que a informação é apresentada em um formato muito simples e fácil de entender. Os tutoriais em vídeo explicam todas as etapas necessárias para ter sucesso no mercado forex, incluindo o conhecimento sobre o software e outras coisas básicas de forma intuitiva. Um usuário precisa não ter qualquer experiência prévia em mercados de negociação forex para entender o sistema. 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If there is consensus, the Austrian Finance Minister has stated that a commencement date of second quarter of 2017 is most likely. Renewed political appetite and next steps Readers will have seen reports of some political progress on the Financial Transaction Tax (FTT). Participating Member States are understood to have agreed in principle to introduce a fairly broad-based FTT, initially covering equities and at least some derivatives. However, technical discussions are still needed for a range of points and the impact of the FTT will depend on the nature of the exemptions applied. Likely exemptions include bonds and other debt instruments (particularly government bonds), repos, unlisted shares and shares in small cap companies, but even these exemptions are not finally agreed. A wider range of derivatives is likely to be covered than is the case under the Italian FTT. Exemptions for derivatives over government debt and some sort of exemption or relief for so-called real economy hedging transactions are being actively discussed. Interestingly the taxability of pension funds is still uncertain, with the case for exemption depending on the range of other exemptions within the FTT. We expect any FTT to be issuance-based - at least for equities-. but the rate and collection mechanisms are yet to be agreed. With so much still uncertain, readers may ask what progress has been made in the past two years. In reality, progress has been very limited. However, earlier in the summer the FTT appeared to remain in the long grass and there is a sense of renewed political appetite to implement the FTT in some form. Moving forward, the Working Party on Tax Questions (Indirect Taxation) met on 29 September to discuss some of the issues noted above - in particular the impact on the real economy and pension funds. The next political discussions are likely to be at the ECOFIN meeting on 6 October. The French would like to reach political consensus before the Paris Climate Conference commencing on 10 November. Whether this is within reach is open to debate - we have been here before - but it seems likely that even if political consensus is reached quickly, technical discussions will run well into 2016. A commencement date on 1 January 2017 is still possible and therefore firms should still have contingency plans for implementation work during 2016. As noted previously the position should be clearer by the end of November this year. EU FTT still incubating 5th August 2015 The pace of FTT news has certainly slowed and it has been a while since we have provided an update. In reality there is little specific to update. Technical discussions have continued over the past few months and have led to conflicting messages. There appears to be much broader awareness among the participating member states of the key issues and options and of the ways in which these could be resolved. There has been less sign of an emerging consensus on a compromise solution on key areas tax base, use of residence vs issuance principle, scope of derivatives tax and basis of calculation and collection mechanism. While Pierre Moscovici and others have continued to indicate expectations that the proposals will translate ultimately into action, proponents of the FTT who had hoped for political progress before the summer recess have been disappointed. For the time being, unsurprisingly, Greek matters have taken priority. Our understanding is that the next political discussions on the FTT will be in the autumn. The question is how far and fast it then proves possible to move towards consensus. A commencement date of 1 January 2017 remains a realistic possibility, but will require significant progress in negotiations in the final quarter of this year. For those trying to assess budget requirements for any implementation programmes required during 2016, the prudent advice would be to keep a placeholder and reassess the position in late OctoberNovember, when it should become clear whether there is a willingness to compromise on scope and collection mechanisms in order to make 1 January 2017 implementation a realistic prospect. No sign of consensus yet It has been a number of months since we last provided an update on the proposed EU FTT. However, little progress has been made. Since our last update, finance ministers from the participating Member States released a joint statement renewing their commitment to an EU FTT. There was little information on the proposed scope of the tax beyond calling for a wide tax base and low tax rates. The finance ministers remain publically committed to a start date of 1 January 2016 but the majority of market participants are working on the assumption that this is not practicable. The 28 Member States met at the end of February and it is clear that no progress has been made on any of the key issues. Following a request from the participating Member States, the European Commission is now providing more technical support this may be causing the negotiations to be more protracted than they already are. Despite a number of stakeholders arguing for a market makers exemption, the European Commission is understood to be arguing that taxing market-making activities would complement and support existing financial market regulation (although it may have something to do with the fact that the European Commission sees the taxation of market makers as a key source of revenue). The European Commission is still arguing in favour of the residence principle. Very broadly, this is where the tax applies to financial institutions depending on where they (andor their counterparties) are located. There is clearly no agreement on how the tax revenue will be collected and how collection mechanisms would apply to financial institutions resident outside the EU. We understand some Member States have also complained that the collection mechanism is being discussed before agreement has been reached on the scope of the tax. We understand the next FTT working group is not scheduled to meet again until May. This leaves very little time to agree on the scope and mechanics of the EU FTT and the proposed start date of 1 January 2016 looks increasingly unlikely. EU FTT state of play self-imposed deadline likely to be missed 11 December 2014 The ECOFIN Council held a press conference on Tuesday morning and discussed progress on the EU FTT. The Italian Presidency also presented a report on the state of play relating to the EU FTT proposal. Download the state of play report. As we have noted in our previous blog posts, the next Presidency of the Council of the European Union is Latvia. As Latvia is not one of the 11 participating Member States, some believe the proposed EU FTT will not sit high on its agenda and negotiations may falter. The report shares the Italian Presidencys views on how to progress and encourages the incoming Presidency to give the issue political attention. The report notes specific areas where further work is still required. The following fundamental issues remain outstanding: The scope of the FTT for derivatives The taxation principles for shares and derivatives A decision as to whether the residence andor the issuance principle should be followed and The possible tax revenue collection mechanisms (which the original proposal was oddly silent on). The French Finance Minister briefly spoke at the press conference and reiterated that the group of 11 participating Member States remains collectively committed but he admitted that agreement will probably not be reached until the first half of 2015. The Italian Presidency had originally hoped for agreement to be reached by the end of 2014. With the repeated deferral of self-imposed deadlines for a compromise, it remains to be seen whether a revised EU FTT will ever be agreed upon. It will be interesting to see how much attention the Latvian Presidency pays this issue early next year. EU FTT negotiations are you keeping up 10 November 2014 News about the negotiations between the participating Member States continues to emerge at a fast pace. Currently, it is difficult to assess how strong the prospects are of some form of FTT emerging in time for implementation by January 2016. And if this does happen, the key question is how wide the scope might be. It appears the proposals are currently proceeding in a less than predictable way. Early last week it looked as if the most likely outcome would be a narrow-based FTT, similar to UK Stamp Duty Reserve Tax (SDRT) and French FTT. Implementation in 2016 appeared likely due to German acceptance that a narrow-based FTT would be better than none at all. Questions about exemptions, revenue sharing, collection mechanics and the position of market makers remained. However it sounded as though a pragmatic compromise was in prospect. The end of the week saw an unexpected turn of events, which will concern both EU Member States outside the FTT zone and other non-EU countries. News has emerged that Austria appears to be seeking to drive the discussions of the participating 11 countries back in the direction of an FTT which applies to a much wider range of instruments. Under this proposal, the FTT would be residence based, applying to counterparties depending on location tests, rather than applying only to securities issued in the 11 participating states. It appears that Hans Joerg Schelling, the Austrian Finance Minister, has publicly stated a position in favour of a wider tax base, although with rates possibly lowered from the original proposed rate. It was known that there was concern about the possible impact of an issuance based tax on the Austrian stock exchange. However, no-one had predicted the emergence of Austria as the unlikely champion of a broad based FTT. The only exemption Austria is known to be advocating is one for government bonds. It became clear shortly after the initiation of the original 2013 enhanced cooperation process that a number of participating States were being advised by their own government debt management offices. They were being advised that the original FTT proposals would increase the cost of government bonds and this message appears to have been taken into account. Many observers were placing their bets on a political compromise to get a narrow-based FTT in place by the start of 2016. However, the latest news suggests that there is still a risk that proposals for a much wider tax base may be pushed through at the last minute. Now seems to be time for stakeholders to make one more vigorous attempt to ensure any FTT proposals that are pushed through do not damage the health of fragile markets. Bank research in April and August 2014 suggested that the Italian FTT had resulted in a decline of 20-30 in Italian equities trading, notwithstanding a market maker exemption. Therefore a tax directed towards the original broad based EU FTT proposals could be expected to have much more damaging and permanent effects. Is the EU-FTT going to be deferred again 22 October 2014 It appears that participating Member States are struggling to make much progress with proposals for the EU Financial Transaction Tax (FTT). Earlier this year, the 11 participating Member States, the Italian Presidency of the European Council and President-elect of the European Commission, Jean-Claude Juncker, all expressed the desire to see real progress with the proposed EU FTT. Although the Italian Presidency has sought to give the EU FTT renewed momentum, it is now becoming clear that fundamental differences of opinion between the EU-11 remain. We understand these differences to be: It is still not agreed whether the EU FTT should have a broad scope, in line with the position publically adopted by the German Government or a narrow scope similar to existing French and Italian FTTs. There is also a continuing debate around whether the residence or issuance principle should prevail or a combination of the two. Smaller Member States are also concerned that an issuance-based tax will raise little revenue for them. There has been discussion of alternative allocation models and potential sharing of revenues, but as yet we understand that no agreement has been reached. Whilst some detailed work has been undertaken on collection mechanisms, the fundamental question of what revenues should be allocated to smaller Member States has not been resolved. It now seems unlikely that the Italian Presidency will be able to make the substantive progress hoped for earlier in the summer. Indeed the FTT was taken off the agenda of a recent ECOFIN meeting. Unless there is a last minute political compromise (which could probably only be reached on a narrow based FTT, taking some of the more controversial elements off the table) a start date of 1 January 2016 is unlikely. The next two presidencies of the European Council, Latvia and Luxembourg are also not participating Member States and it remains to be seen whether substantive progress is possible in 2015. Participating member states reiterate their commitment to a FTT but not much more The member states participating in the FTT-enhanced co-operation process have reiterated their intention to implement a FTT in a statement given to the ECOFIN meeting today. The statement confirms that: Work will focus on a progressive implementation of the tax, likely starting with shares and some derivatives The aim is to finalise proposals by the end of 2014 with the first step being implemented no later than 1 January 2016 Participating member states may be permitted to include additional products from commencement This matches our expectations but the statements lack of detail suggests that the participants may be far from agreeing some of the key aspects of the tax. These include whether to keep the residence principle (although this is uncertain), how far the final directive commits to a progressive implementation, what type derivatives are included on day one and the sort of transaction and entity level exemptions which may be introduced. Clearly, a lot of work is still required. Slovenia did not sign the statement following the collapse of the government over the weekend. If Slovenia dropped out of the process, it would take the participating group closer to its minimum threshold of nine member states. Member states that have so far been strongly opposed to the FTT (including the UK and Sweden) have today reiterated their opposition. The possibility of a further legal challenge from the UK remains. UKs legal challenge dismissed The Court of Justice of the European Union (CJEU) has released its judgement (external link) on the UKs request to annul the European Councils decision to authorise the use of enhanced cooperation procedure to implement a FTT. The CJEU concluded that the UKs challenge was premature and must be rejected. The UK argued that use of the enhanced cooperation to introduce an EU FTT (as proposed by the Commission on 14 February 2013) would have extraterritorial effect and would result in non-participating member states incurring implementation and collection costs under the mutual assistance Directive. The UK claimed this would infringe European law on use of the enhanced cooperation (particularly Articles 326 and 332 Treaty on the Functioning of the European Union (TFEU). The CJEU rejected the UKs request on the basis that its arguments were founded on the draft Commission Directive, which was not part of the decision to authorise the use of enhanced cooperation. The challenge was therefore premature. The CJEU did not consider the UKs specific arguments on the draft Commission Directive. It simply noted that if and when an FTT is adopted under enhanced cooperation, it may be possible to challenge the measures at that point. The UK government has always made clear that the original challenge was being made to protect its position (see our update on 19 April 2013 ). The CJEUs judgement suggests that a subsequent challenge could be admissible, depending on the form and scope of any FTT. Given the direction of travel of continuing political discussions on an EU-11 FTT, it may be that a legal challenge proves not to be necessary. As a result, the UK government may be relaxed about the decision. In terms of the wider debate, it appears likely that the EU-11 FTT may initially involve a tax on equities and equity derivatives only (i. e. similar to the Italian FTT), with a possible wider scope tax at a later stage. However, much remains to be agreed, particularly on further phases of the tax and the position of smaller member states. Further details may be available after The Economic and Financial Affairs Council (ECOFIN) meeting on 56 May 2014. It is still possible that a limited scope or first phase FTT could be in place from 1 January 2015 but that is no means certain. Watch this space as more should emerge over the next few weeks given political drivers to have an announcement ahead of the European elections. Whilst many continue to question whether the proposed European FTT will happen, it was reported last week that some progress was being made. France and Germany have reportedly agreed on the shape of the tax but the level of support for the proposals from the nine other participating member states is unclear. It is not obvious how much will be done to mitigate the concerns of both the financial sector and industry about the taxs economic impact. Whilst changes to the existing draft Directive are likely, we understand some derivatives will stay within scope (although their type is unclear) and the tax will be implemented over two stages a phased introduction. A phased introduction and significant modifications may also raise legal issues under the enhanced cooperation process. For the time being, it seems the residence principle and issuance principle will remain. There has been no indication of whether the controversial counterparty principle (involving charging entities not in the FTT zone where they transact with counterparties which are) will be removed. However, from a European Commission update to its FTT webpage this month it appears the Commission is seeking to defend this from legal challenge. Separately, another paper from the European Councils Legal Service (CLS) came into the public sphere last week. This time, it briefly argued that the inclusion of spot currency transactions would not necessarily be incompatible with EU law. However, the CLS opinion admits that the inclusion of spot currency transactions would exceed the Councils power of amendment and if pursued, the entire enhanced cooperation process would have to start again. The European Commission has also consistently stated the taxation of spot currency transaction is not legal. A surprising development came on Tuesday of last week when a Brussels-based journalist tweeted that the European Court of Justice is expected to rule, without a hearing, on the UKs legal challenge on 30 April. This has not been confirmed officially, but if accurate, suggests the legal challenge is unlikely to succeed. The Taxation Commissioner, Algirdas Semeta, recently stated in an interview he was cautiously optimistic a revised proposal would be issued before Mays European elections. However, to most observers autumn seems a more realistic timeframe. It looks as if an EU FTT in some form retains strong political backing in key member states. It may well be driven forward despite continuing concerns about the potential impact on both the financial markets and wider economy. February FTT news 24 February 2014 At a press conference on 19 February 2014, both Angela Merkel and Francois Hollande expressed continued support for an EU financial transaction tax (FTT). They also showed support for the pursuit of political agreement before the European elections in May at the conference, which followed a FrenchGerman government meeting. Merkel said good progress was being made and although there isnt yet EU-11 consensus Hollande stated he would prefer an imperfect tax to no tax at all. Both the French and German Finance Ministers have also hinted a staggered introduction is possible, though both parties will probably have different objectives. France is known to support the exemption of derivatives (and deferral may help achieve this) although Germany (particularly the Social Democratic Party) wants full inclusion. It is likely that a deferred introduction would suit both parties. On Tuesday 18 February, the Economic and Financial Affairs (ECOFIN) convened and the FTT was due to be on the agenda. However, the official discussion was postponed and only informal discussions took place amongst the EU-11. There is clearly political will amongst major participating member states for an FTT but so far, this has not translated into a workable compromise The European Commission now appears to accept that a phased introduction is a distinct possibility. Taxation Commissioner, Algirdas Semeta, conceded in a speech to the European Parliament that there would be nothing wrong with a gradual implementation of the tax. We believe a possible compromise will be to introduce a FTT covering equities and potentially equity derivatives with a phased addition for some other asset classes. However as noted in previous posts, a phased introduction is not necessarily an easy solution and would create practical difficulties for implementation. There would also be legal question marks. It is debatable whether all the elements of the tax would need to be identified in the FTT Directive, with different start dates to various financial instrumentstransactions. Would the general principles of the next steps be sufficient It is also unclear whether a substantially changed FTT would be challenged as it is not within the original enhanced cooperation legal framework. With all the legal and political questions remaining, even political agreement before May 2014 seems a challenging objective. Update on continuing FTT discussions 20 January 2014 An informal meeting of the EU-11 took place on 16 and 17 January. A couple of papers prepared in advance of these discussions suggest that the discussions focussed on some of the key design elements of the tax. These include, whether the residence or issuance principle should be adopted, the merits of exemptions for unlisted shares and small caps, public and private bonds and notably a partial exclusion or phased introduction for derivatives. A technical paper also suggests that an exemption for repos and securities lending is under active consideration. Whilst this confirms that many of the obvious exemptions from the FTT are under consideration, the implication is that there isnt much evidence of a more radical rewrite or shelving of the original Commission proposals at this stage. Indeed, the material we have seen coming out of the Greek Presidency proposes only a light redraft of the current Commission proposal, although acknowledging that key design issues are yet to be resolved. The Greek Presidency also propose that existing and proposed regulatory reporting requirements (e. g. under MIFID, MIFID IIMIFIR, and EMIR) should be capable of supporting FTT implementation, reporting and enforcement. In terms of timing, the Greek Presidency is expected to give momentum to the political process and has already pencilled in an ECOFIN debate on 18 February and political agreement for an ECOFIN meeting on 6 May. This is an extremely challenging timetable given the current lack of political consensus and the legal uncertainties highlighted by the UK legal challenge and the previous legal opinion from the Councils legal service. It seems likely that discussions may well extend into 2015 with a 1 January 2016 commencement date more likely than 1 January 2015. Given European parliamentary elections, and the difficulties in securing political consensus, it may be that a phased introduction would be an attractive compromise. This however raises some important questions as to whether a phased introduction is permissible under the existing enhanced co-operation procedure. If upfront agreement is required on the full scope of the tax, this presents obvious political difficulties. The alternative of leaving the design of certain aspects of the tax (e. g. inclusion of derivatives) to be agreed at a later date is also problematic. Under this route additional measures may be introduced under delegated or implementing acts with the Commission responsible for initiating that process. Renewed discussions on the continent 16 December 2013 FTT discussions amongst participating Member States have been picking up momentum in recent weeks. Discussions during an informal EU-11 meeting at the end of November reportedly focussed on the scope of the proposed tax as well the possibility of phased introduction. We understand there was discussion of the negative legal opinion produced by the Councils Legal Service in September (see our 11 September post). It is widely known that the Commission Legal Service has produced a non paper in response to this opinion, and has dissented from the arguments set out by the Council Legal Service. The non paper has not been officially published. The Commission working party on the FTT met on 12 December. The Lithuanian presidency prepared a paper suggesting that exemptions for portfolio compression, collateral transfers, repos and sovereign debt would be discussed. It is noteworthy that these discussions are still framed by the existing Commission proposal and it seems that little progress is being made on wider political agreement. Germany will still be instrumental in driving the FTT forward and it is noteworthy that the Coalition agreement pledges support for swift implementation of a European FTT with a wide tax base and low tax rate. Interestingly, the coalition agreement states that the EU FTT should include foreign currency transactions which had been exempt from FTT under the current draft proposal. The European Parliaments Committee on Economic and Monetary Affairs (ECON) had recommended inclusion of spot currency trades in June but in July the European Commission responded by saying this would be contrary to international law. So the apparent attempt to include this suggests there is anxiety about tax base and revenues. In contrast to Germanys position, France and Italy are known to support an EU-FTT with a narrower scope - possibly limiting the scope of the tax to the issuance principle only. Others (particularly smaller participating Member States) are concerned an issuance based tax will disproportionately benefit larger states and therefore still favour the Commissions proposal. It is clear there is still life in the FTT proposals but with major questions of scope, impact and national interest to be negotiated, as well as potential legal challenges, nothing is likely to take effect before 1 January 2015. Given the lack of progress to date 1 January 2016 may be a more realistic target The form of any eventual compromise is difficult to judge at this stage. House of Lords report on EU FTT - alive and deadly 13 December 2013 On Tuesday, the House of Lords European Committee on Economics and Financial Affairs published a short report on the proposed EU FTT. Whilst the content of the report will not come as a surprise to many, some of the revelations made by key people within the EU Commission as part of the Committee evidence are of more interest. Heinz Zourek, Director General of Taxation and Customs Union at the European Commission, and the person responsible for taxation and customs department within the European Commission admitted to the Committee on 2 October that the Commission has yet to collect all of the information necessary to conduct a thorough analysis. Mr Zourek also argued during his evidence to the Committee (to some disbelief) that stock exchanges in third countries would benefit from a financial incentive in return for assistance in collection of the tax. The Committee also expresses surprise at the claim made by Manfred Bergmann (Director of Indirect Taxation and Tax Administration at the European Commission and Heinz Zoureks number two in respect of FTT) that there would be no legal obligation on UK authorities to collect the tax. This claim appears to be in direct contravention to the UKs obligations under the Mutual Recovery Directive and indeed contradicts what Heinz Zourek gave in his own evidence in October. The report ends with a brief discussion of the recent legal opinion produced by the European Councils Legal Service (see our blog post from 11 September 2013) and finds the opinion highly persuasive. The Committee concludes that in its response to the CLS opinion, the European Commission has relied on assertions which are not backed by the detailed reasoning which the Council Legal Service opinion calls for. The Committee did not have the benefit of reading the Commission Legal Service non paper which robustly defends the Commissions view that the current FTT proposals conform to customary international law and EU law. The House of Lords report is expected to be debated in the House of Lords at a later date. German coalition support for EU FTT - will it rekindle process 31 October 2013 In the last 24 hours, its been reported that a grand coalition between Merkels CDUSDU party and the SPD will seek further EU FTT progress. Before the German elections in September, many commentators said the EU FTTs fate lay in Germanys hands. It now appears - perhaps unsurprisingly - that the next German government will continue to lend support. Lead negotiators for both the CDU and SPD have shown support. Commenting on the second round of coalition talks on 30 October, SPD negotiator Martin Schulz said we agreed to push ahead with the financial transaction tax. He added: When a government is formed and begins work in the coming weeks, it will launch this initiative at the next European summit. Three big, grand coalition parties are placing this on the agenda and pushing it, said Herbert Reul, the CDUs lead negotiator on Europe. Interestingly, Herbert added that the 11 interested nations still need persuading and have to do their homework. There are rumours that the grand coalition want an FTT with a broad scope and low tax rates (with exemptions for pension funds and small investors). However, with a German coalition not expected before Christmas, it is likely to be some time before any renewed momentum translates into outcomes. In the meantime, timetable and the form of any amendments to the scope of the draft Directive remain unclear. Legal obstacles to EU FTT in its current form 11 September 2013 The EU Council legal service has issued an opinion expressing the unqualified view that the FTT proposals are not compliant with EU law. The opinion is confined to a question raised in the Working Party on Tax Questions Indirect Taxation, specifically about the deemed establishment principle. This is, broadly, the provision which deems an entity outside the FTT zone but which is transacting with an FTT zone entity as itself established in the counterparty state, and requires both parties to pay FTT to that state. It is this principle which means, for example, that a UK bank, US bank or Chinese bank transacting with, say, a Spanish bank in US securities is liable to pay Spanish FTT. This is one of the most significant extra territorial elements of the FTT. The legal service has concluded that this Breaches international law norms required to be respected under the Treaty on European Union (Maastricht Treaty) Is not compatible with Article 327 TFEU as it infringes the taxing competencies of non-participating member states Is discriminatory and leads to distortion of competition The UKs legal challenge (PDF 714KB) to the reference of FTT to the enhanced cooperation process (see our 19 April post) relied expressly on point 2 (though potentially more broadly expressed and not confined to the deemed establishment principle) so that, indirectly, the opinion supports the UK legal challenge. The other issues in the legal challenge are less clearly tied to the points covered by the conclusions of the Legal Service but there is an overlap in the issues considered. The role of the Council in the context of the enhanced cooperation process is important, as it was the Council which referred the FTT to enhanced cooperation (Council Decision 201352EU). It is therefore the Council which is potentially subject to legal challenge, and against which the UK has brought its action. The opinion considers the supporting arguments for the conclusion reached in more detail. However, it should be noted that because the opinion is expressly confined to the validity of the establishment principle, it leaves wide open the question of whether on fuller analysis the tax would breach EU law on other grounds as well. The opinion and extent to which it has been reported are likely to mean this legal analysis will present a further significant hurdle for the EU FTT to clear. When added to increasing concern about the practical impact of FTT, it is bound to make it difficult to progress the proposals in their current form. This reinforces the likelihood that the proposals will be substantially watered down before adoption. One possible outcome would be the reduction of FTT in scope to the issuance principle, which would give a clear nexus between the charging state and the transaction, and would fit with UK SDRT, French and Italian FTTs. But either this would need to be confined to securities, or a solution would need to be found to the derivatives problem, as OTC derivatives are not issued and are not easy to catch except by complex mechanics relating to the underlying security. Alternatively it may be necessary to confine the residence principle to entities established in participating member states on more conventional tests (and it is also possible that some of the other tests would be subject to challenge). Any exemptions are likely to have to be much more clearly defined and workable than the current provision to exclude transactions which can be demonstrated to have no effective connection with a participating member state. The problems with this are noted by the opinion, which dismisses the carve out as unworkable in practical terms. So, the challenge of redesigning the FTT could be considerable. However, the drive to raise revenue and the political capital invested in the current proposals may well make it too difficult to abandon the tax entirely, while a series of national FTTs or similar taxes subject to different national rules would not be welcome for taxpayers either. The next few weeks, particularly after the German elections, may give a better sense for how the conflicting pressures will be resolved and what the timescale will be. Signs of shifting positions. The European Parliament (EP) today adopted the ECON opinion on the Commissions draft FTT directive. This was expected but it is important to note that the EP only has a consultative role in relation to the FTT. What is more significant is that during the debate in the EP, Algirdas Semeta (the EU Commissioner responsible for the FTT) acknowledged publicly for the first time that the Commission will consider amendments to the current proposals. Although the Commission could not accept the EPs proposals to include spot currency transactions and introduce a transfer of legal title principle, citing legal reasons, Semeta was prepared to consider proposals for lower initial rates for government bonds and pension funds, and that the application of the FTT to market makers and non-financial companies, particularly SMEs should be further examined. However the tone of the comments was that the EPs proposed amendments form a useful basis for continuing discussions with member states, rather than being accepted en masse. Turning to specifics, the EPs opinion (PDF 314.KB) and the publication by the commission of a QA on the current proposals (PDF 277KB) highlight some softening positions from even the FTTs strongest supporters: Market makers: There is recognition that where a market maker is providing liquidity that FTT exemption may be appropriate. However the Commission still struggles to distinguish between activities useful for market liquidity from proprietary trading activities and therefore seem to be lukewarm on an exemption. Government bonds: The Commission is still resistant to an exclusion but is prepared to consider a lower rate and perhaps a delayed introduction. Pension Funds: Again the Commission is resistant to an exclusion but is prepared to consider lower rates although perhaps only for transactions involving the pension fund itself (rather than intermediary transactions) Repos: The Commissions QA suggests that the rate could be proportionate to the term of the repo where the maturity is less than one year (see example 59) and the EP propose a rate of 0.01 for financial transactions with a maturity of up to 3 months. However there is little evidence of a public change of stance on some other important issues: Derivatives: Neither the Commission nor the EP proposed exclusions for derivatives, although the Commission shows no enthusiasm for the significant extension to the issuance principle proposed by the EP. CCPs: The Commission argues in its QA that one should look through CCPs. It is debatable whether this is correct in terms of the current wording of the directive but would mean that the interposition of an FTT-zone CCP wouldnt taint transactions between non FFT-zone financial institutions but likewise a non-FTT zone institutions trading with the FTT zone would not be able escape FTT on its leg of the transaction merely by clearing through a non-FTT zone CCP Collateral: The Commission is of the view that a legal transfer of collateral is separately subject to FTT, suggesting instead that collateral should be pledged rather than legally transferred. Economic substance: The Commission has failed to provide any clarity on what sort of transactions may not be subject to the FTT as a result of there being no link between the economic substance of the transaction and a FTT jurisdiction. Counterparty identification: The Commission ducks the real issues on this, instead hoping trading platforms will apply relevant IT tools and other solutions to resolve this Accounting and reporting: The Commission clearly expects non-FTT zone member states to assist collection under mutual co-operation mechanisms. This places London at a significant disadvantage compared to (say) New York and Hong Kong. In reality, we still expect much more radical rewrite of current proposals, but Semetas comments are an important first step. Update from the European Commission The European Commission have updated their FTT webpage (external link). This confirms a delay to the previously published commencement date of 1 January 2014. However the Commission appear to be still of the view that if political agreement is found before the end of 2013 the FTT in some shape - could still enter into force towards the middle of 2014. The Commission make no comment on the actual future shape of the FTT or the sorts of concessions that are currently under discussion. We have commented on these in previous posts. In addition the Commission have formally published a couple of QA documents on the current FTT proposals. Some of this material has previously been in circulation but the papers nevertheless contain some useful insight into the Commissions proposals. We will comment further in a future update. European Parliament ECON vote On 18 June the European Parliaments Committee on Economic and Monetary Affairs (ECON) voted in favour (albeit with some proposed changes) of the Commissions FTT proposals. It has always been recognised that the European Parliament is a strong supporter of the Commissions proposals. However, the ECONs opinion is not binding and although the proposed changes suggest that the committee recognises some of the key concerns with the current proposals they are unlikely to adequately address those concerns. It remains likely that on-going discussions between Member States and the Commission will produce much more substantial change. Ferramentas e técnicas de troca de moeda Ferramentas e técnicas usadas por comerciantes profissionais Conheça o idioma Na troca de moeda, os comerciantes costumam usar linguagem técnica que pode ser intimidante quando você está apenas começando. When you see a word you dont understand, you should refer to the Commonly Used Forex Terms. Conforme você se familiarizar com a linguagem, você encontrará que sua compreensão dos conceitos de Forex como um todo vai melhorar. To develop a strategy, traders use a variety of tools and techniques. Alguns comerciantes realizam análise técnica usando gráficos de moeda para estudar o mercado. Esta técnica pressupõe que os movimentos passados ​​do mercado ajudarão a prever a atividade futura. A eficácia da Análise Técnica torna uma técnica de negociação muito popular. Other traders use Fundamental Analysis for their trading strategy. Eles seguem o efeito de eventos econômicos, sociais e políticos sobre os preços da moeda. Lendo especializado Forex News pode ajudar a mantê-lo em contato com a comunidade Forex para descobrir como os eventos podem afetar os preços da moeda. A prática torna perfeito Cada comerciante comete erros, por isso é uma boa idéia para se familiarizar com um ambiente de negociação antes de investir seu dinheiro. Para melhorar suas habilidades de negociação, tente abrir uma conta demo gratuita com uma empresa de Forex. Negociação de câmbio sobre margem carrega um alto nível de risco, e pode não ser adequado para todos. Antes de decidir negociar o câmbio você deve considerar com cuidado seus objetivos do investimento, nível de experiência, e apetite do risco. Lembre-se, você poderia sustentar uma perda de algum ou todo o seu investimento inicial, o que significa que você não deve investir o dinheiro que você não pode dar ao luxo de perder. Se você tiver quaisquer dúvidas, é aconselhável procurar o conselho de um conselheiro financeiro independente. Trading Charts Without Time: Range, Tick, Volume Traditional price charts plot using fixed units of time. Is this the only sensible way to chart Should we consider charts that ignore the passage of time In this article, we will look at the merits of using time charts and the value of alternative charting methods that exclude time. Why Time Charts The first reason is the lack of technology in the past. Exchanges simply did not have the means to make real-time data accessible for market participants. Yes, we had the ticker tape, but it was not available to everyone. Even if it was, there was no software to produce charts on the fly. Chartists had to draw charts by hand. The clearly feasible method was to do draw daily charts as end-of-day market data was more readily available. And traders back then could wait for the market to close, and update their charts leisurely for analysis. The second reason stems from logical thinking and not technological limits. Every trading day represents a complete cycle from market opening when traders react to overnight news, to midday sluggishness, to market closing when large funds might adjust their positions. This is why it makes sense to compare trading days to each other. And since daily charts use fixed units of time. The idea of plotting time charts became the convention. Charts without Time However, as technology advances and markets trade round the clock with higher volatility, traders have experimented with a variety of charting methods. These alternative methods usually exclude time. (Gann is turning in his grave right now.) Lets take a look at these alternative charting methods and study their pros and cons. The same ES trading session shown using 4 different chart types. A Brazilian trader, Vincent Nicolellis, came up with range charts in 1995. Basically, range charts plot bars based on units of price movement, and not time. Instead of choosing a time-frame like 5-minute, we choose a range like 5-tick. The chart prints a new bar for every 5-tick movement in the market. Range charts takes time out of the equation and focus on only one variable: price action. If price does not move, the chart does not move. Hence, some traders claim that range charts help to filter out non-trending markets and avoid whipsaws. While this sounds like a price action traders dream, you have to take note that range bars are not useful for OHLC analysis. We force each range bar to break once it exceeds the specified range, so the bars always close at the extreme top or bottom. Because of this artificial close, most bar patterns and candlestick patterns are ineffective on range charts. Volume analysis is a major focus for technical analysts. It is not surprising that we have charts based on units of volume. The example chart above prints a new bar for each 13,000 volume transacted. Volume is the fuel of market movements. Having fixed volume charts, we can watch what the market does for the same amount of fuel. Hence, constant volume charts make sense to many traders. Moreover, unlike range charts, we are able to apply bar pattern analysis on constant volume charts. Tick charts are similar to volume charts. However, instead of using a volume base, it uses a tick base. One tick refers to a transaction, regardless of the transacted volume. Many scalping trading strategies use tick charts. Jjrvat mentioned that his price-based approach works best with tick charts. In Mastering the Trade, Second Edition: Proven Techniques for Profiting from Intraday and Swing Trading Setups. John Carter also recommended tick charts for his Scalper trading setup. Are Charts Without Time the Holy Grail No. These charts without time are just like another way of displaying price information. Learning them is like learning how to use a new indicator. There is no perfect indicator, and no perfect chart type. They work differently and you must learn to use them well. Be very careful when trying out charts without a time base. It changes the very foundation of how you build your charts. Hence, it has wider implications than adding any one indicator. The first step is to figure out what setting to use. One way to start exploring is to take the long-term average rangevolume of the time-frame you usually trade, and use that as the setting for your charts. For instance, if you trade the 5-minute time-frame, and the 200-period average range of a 5-minute bar is 4 ticks. You can plot a range chart using 4-tick as the constant range. You must also bear in mind that most trading methods use time charts. Im not saying that all trading tools will fail without a time base. Some methods might even work better due to less noise. The only way to find out is to test before using a trading strategy on a non time-based chart. I do see great value in these alternative charts for intraday trading. As mentioned above, daily charts makes sense because each bar contains an entire trading cycle of a single day. However, for intraday charts, this logic does not apply. A 5-minute bar at market opening is vastly different from a 5-minute bar after market hours. Hence, non time-based charts seem like a better option for intraday trading. If you want to learn more about charts without time, there are two more popular types of non time-based charts: Renko (Beyond Candlesticks: New Japanese Charting Techniques Revealed ) Point and Figure (The Definitive Guide to Point and Figure: A Comprehensive Guide to the Theory and Practical Use of the Point and Figure Charting Method ) Spreads have always been one of the most important things forex traders are looking at when selecting their forex broker. While this is indeed an important aspect of forex trading often enough the importance of spreads is overrated as there are many more things one need to consider before selecting a forex broker and I dont consider spreads as being even in the top 5 of the most important features. Stability, regulation, execution, customer service and being a broker that isnt infamous for not returning money comes to mind much before that. In my opinion, most retail clients shouldnt care one bit about spreads because they almost dont matter to them and those who do need to look at spreads (highfrequency traders for instance) already know where to go. However, I cant ignore the percepted importance of spreads and all forex brokers use this feature in order to promote their business. Just look at forex banners on all sites. This recently gave stimulus to the rise of forex spreads comparison sites which by one method or another display spreads from various brokers and give traders a full picture of whats going on before making a deposit. I covered the first ever such website called FX Intelligence here. I wrote back than that This is an important tool that finally takes the broker review sites to the next level: instead of reading biased and non-biased reviews traders are able to track broker performance real time. Hopefully the platform is connected to live accounts and not demo ones otherwise the tool wont be 100 accurate as some brokers tend to display different spreads at their demo and live accounts. In my opinion. these sites are widgets with sites and not sites with widgets so I cant really see a real business model developing here. Its also hard for Google to index these sites as they got little or no content at all and once big sites like fxstreet (hint hint Francesc) or forexfactory develop such a widget themselves (it costs almost nothing to do so) these independent sites will simply vanish. Another issue is that its really hard to actually verify whether these sites show actual results and whether displayed are live and not demo feeds. Ever since FX intelligence was launched, to no surprise similar websites started sprouting (apologies for the screenshots quality, Im working on that). mt4spreads is another very useful spreads comparison site. It shows the spreads divided into majors, euro pairs, dollar pairs, gbp pairs and so on. You can filter by currency pair, time frame or by session. I didnt really manage to fully understand whether it shows the average spread or minimum spread during the time session as the login process seems to be a bit buggy at this point. But you can click any spread by any broker to see more detailed data which is actually more confusing than helpful in my view. While FX Intelligence and mt4spreads got that up-to-date flashy design, mt4ispread seems somewhat outdated. Moreover, according to its own statement it shows only demo spreads and this is simply worthless. MT4i however has additional services and this spreads comparison isnt the focus of its site, rather it is regarded the way it should be another nice gadget. Coincidentally just as I was about to seal this post another comparison tool popped up This time it was matafs Arnaud with his own version of broker spreads comparison. Unlike the sites above mataf is beefed up with content therefore this tool should be more popular. At this point it isnt perfect as it displays only a couple of brokers and still requires more work before becoming a visually useful tool however I must recommend its spreads comparison methodology: unlike all others Arnaud doesnt trust the broker feeds or APIs and derives the data from the charts themselves using Optical Character Recognition which takes screenshots of charts and compares them every few seconds. Sounds complicated you bet but this also makes it most accurate. Welcome to Kinetic Securities Kinetic Securities was originally established as an advisory firm specialising in share derivative strategies on the Australian Securities Exchange (ASX), and has since developed a team of experienced analysts and brokers who are able to advise across all major asset classes and international markets. With our head office based in the city of Sydney, we have strong relationships with many leading financial institutions in Australia, providing an array of financial instruments. Kinetic Securities provide service for: Kinetic Securities is Australias most accurate economics and market forecasting firm Yes All Good in Oz As forecast here all last year, some of the majors now agree Australian unemployment will peak near 6.0. we are still in the midst, perhaps only at the beginning, of a period of sustained and significant global growth. the most pressing social issue Australia will have to deal with over the next one to two decades, will be what to do with all the wealth. The challenge for Australian business is to snap up all the good talent currently available, before it really becomes a struggle to find anyone who isnt already well employed and also paid well. The Australian dollar will continue to be driven higher by all the well known factors, US1.03 by the end of this year. 2010 will see more sustained economic recovery It has been a great year in 2009. We saw the last of the pessimism rung from the market, followed by one of the best rallies global financial markets have ever seen, in equities, commodities and non-USD currencies. Calling the absolute market low, our Ring the Bell report, and the start of the long term fresh bull market on March 11th, has enabled us to keep a good handle on things this year. We foresaw the Gold and Oil rallies from near the bottom, and this time last year we were the only Australian dollar bull, calling 89 cents for the end of 2009, while the rest of the market forecast 69 to 55 cents. Even in mainstream economics we were the first to see the rapid recovery of China and Australia, without the need for a US recovery. For example our consistent forecast that Australian unemployment would peak between 5.7 and 6.1, often ridiculed, has proved correct. Other firsts included the call for the RBA to stop at 3.00, and our forecast for rate hikes by year end, when the major banks were forecasting rates would be at 2.00 by now. Where others have been surprised, we have triumphed. Now, that was last year, what of next year There is a saying we should all consider on a daily basis, today a rooster, tomorrow a feather duster. When we are most confident, can be when we are most exposed to the prospect of a valuable learning experience. That said, here we go again. The year 2010 will see more sustained economic recovery, but we dont think it will be all that spectacular in terms of GDP growth in the western economies. Asia will dominate even more than it has in 2009, and the US will enjoy only moderate growth. South America will surprise on the upside, and overall global growth will be very strong. 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There are three possibilities in terms of trade outcomes with the 60 second trade: a) The trade can end up IN THE MONEY, which is a profitable outcome for the trader. Tudo o que precisa acontecer para tornar isso uma realidade é para o ativo para acabar com os comerciantes previsto lado do comércio por apenas um pip. B) O comércio pode acabar fora do dinheiro, que é um resultado perdedor para o comerciante. Se o recurso mergulha no lado do comércio oposto aos comerciantes aposta por apenas um pip, então o comércio acaba como um perdedor. C) O comércio pode acabar EM DINHEIRO, que é o que acontece se o activo termina no mesmo nível de preços que começou o comércio. Esta é uma possibilidade como resultado do curto tempo de expiração do comércio e, a menos que um activo está em um período massivamente volátil, a ação de preço geralmente tiquetaques em torno de um intervalo poucos pips. Trading the 60 Second Binary Option This option is found on the binary options platform of brokers who use the white-label solutions from SpotOption and Tech Financials. Se você tiver uma conta de corretagem com qualquer um desses corretores, basta fazer o seguinte para contratar o comércio: a) Selecione o ativo para o comércio. Qualquer ativo das classes de ativos será suficiente. B) Insira o valor a ser investido no negócio. C) O ativo vai terminar acima do preço de mercado (CALL) ou abaixo do preço de mercado (PUT) Aqui é onde você faz a sua escolha. D) Executar o comércio utilizando o botão apropriado. Sucesso com a opção binária de 60 segundos é reforçada quando os preços são muito voláteis. Essas condições existem nas seguintes épocas: a) Durante os noticiários de alto impacto. Devido ao fato de que a maioria dos comerciantes estaria em uma determinada direção durante esses negócios, e corretores só permitiria negociações em volumes que eles podem corresponder, você provavelmente tem que estar no comércio muito cedo. Se você não tem acesso a um feed de notícias de latência ultra-baixa, então é melhor ficar longe deste comércio. B) Quando há uma volatilidade extrema do mercado provocada por uma atividade de mercado sistêmica. C) Durante os primeiros minutos do mercado aberto. Refere-se especificamente aos comércios sobre acções e índices de acções. O índice de ações japonês (Nikkei 225) reflete o desempenho dos índices dos EUA, então você pode usar o fechamento dos mercados dos EUA para avaliar o sentimento do mercado durante os primeiros minutos do mercado no índice japonês. D) Se você tiver acesso a uma configuração técnica que usa médias móveis de ação ultra-curta, você pode usar isso para um comércio bem-sucedido. Tal sistema realmente teria que ser muito bom, e o comerciante tem de trocar o gráfico de 1 minuto. Controversy Surrounding the 60 Second Option The controversy surrounding this trade is the reports of market price manipulations by brokers who tilt the scale against the trader by manual adjustments of the expiry price. Isso é mais provável de ocorrer se o preço estiver no ponto de equilíbrio em 59 segundos. The trade in itself is extremely speculative and there is really no valid method of analysis that can detect enough pattern of repetitiveness in a one-minute period to be able to pull off successful trades repeatedly. To be successful at the 60 second option goes beyond correctly predicting the trade direction. It will take good money management. Traders who suffer up to 3 repetitive losses will be sorely tempted to employ a martingale technique to recoup losses. This is a bad gamble which could easily bring a lot of hurt to a traders account. All told, common sense and some element of good luck will help traders to trade the 60 second option with a measure of success. More posts to check out: Advanced forex trading strategies pdf Home Page Option call seller Forex Products Reviews Forex Blog Blog Archive Free Forex Trading Signals and Forecast Tools Binary Options Trading Strategies Binary anti dilution provision stock option anti-dilution Options. In terms of volume of trading, it is by. The foreign exchange market (forex, FX, or currency market) is a global decentralized market for the trading of sector dispersion and stock market predictability currencies. Forex Strategies that Actually Works In this Forex video tutorial, we classifica broker forex forum will combine the iMACD and Demarker Indicator for a simple advanced forex trading strategies pdf and easy reversal advanced forex trading strategies pdf Proven and reliable binary options strategy strategy Tutorials On Price Action Forex Trading Strategies. 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Now, lets take a look how to identify possible entry points using candlestick patterns in trending markets: Identify the overall trend drawing a trendline If you forgotten already, for an up trendline to be drawn, connect the low points the currency pair hits as its price continues to rise. For a down trendline to be drawn, connect the high points the currency pair hits as its price continues to fall. How to find an entry point to go short (again) in this down trending market 1) Look for a retracement 2) Look for a candlestick pattern to confirm a possible reversal at or near the falling trendline: Looking to the above chart: We identify an Evening Doji Star candlestick near the falling trendline which indicates a bearish reversal signal in its upwards retracement. How to trade this bearish pattern We go short at the close of candle 3 with a stop 1 pip above the high of candle 2. 16 January, 2014 GMT Want to learn how to build your own trading strategies Let Adam help by taking his free courses at FX Academy. If you are interested in trading binary options instead of or in addition to trading spot Forex, you need to think about the fact that what you need to do to achieve success is completely different between the two. Quando você está negociando Forex, as coisas são muito diretas. You are really just making bets on the next directional movement of the price. Se o preço estiver em 1,00 e você espera que ele atinja 1,01 antes 0,99, você entra em um comércio longo com uma parada em 0,99 e um lucro de tomada em 1,01. No entanto, quando você está trocando opções, as coisas podem ficar muito mais complicadas. Você poderia apostar em algumas coisas diferentes, como a sua convicção de que o preço no final do dia estará acima de um certo nível, mas não o suficiente para justificar um comércio de Forex no local, fazendo com que as opções binárias troquem a opção mais lógica em Termos de lucro. Alternativamente, você pôde apostar que o preço não estará indo em nenhuma parte por um quando. Muitas vezes, as opções binárias são mais úteis como instrumentos de negociação para desenhar um ldquoenveloperdquo em torno do preço, além do qual você não espera que o preço vá. This can be a good way to take some profit out of a quiet or ranging market, which cannot really be done by trading spot Forex. Alternativamente, você pode querer usar opções binárias para hedge de negócios, sozinho ou em conjunto com um comércio Forex local. Para executar esses tipos de operações, você precisa entender algumas estratégias de opções, cujas duas mais importantes são a estratégia de estrangular e a estratégia de opção straddle. Strangle Option Strategy The Long Strangle The long strangle option strategy is a strategy to use when you expect a directional movement of price, but are not sure in which direction the move will go. In this strategy, you buy both call and put options, with different strike prices but with identical expiry times. Exatamente quais os preços de greve que você comprá-los é algo que você pode usar para implementar quaisquer expectativas que você tem. Por exemplo, se você acha que uma disputa com um aumento no preço é mais provável, você pode reduzir o preço de exercício da opção de compra e o preço de exercício da opção de venda relativamente alto. O máximo que você pode perder é o preço combinado das duas opções, enquanto o seu potencial de lucro é, pelo menos teoricamente, ilimitado. The Short Strangle A estratégia de opções de estrangulamento curto é uma estratégia a ser usada quando você espera que o preço permaneça plano dentro de um determinado intervalo. É exatamente o mesmo que o estrangulamento longo, exceto que você vende as opções de compra e venda com expiries idênticos, mas preços de operação diferentes. The problem with this strategy is that your losing trades are usually going to be much bigger than your winning trades. Geralmente, faz sentido escolher preços de caducidade que correspondam aos limites que você espera que o preço permaneça dentro do prazo de validade do preço atual. Estratégia de opções de straddle As estratégias de opções de straddle longas e curtas são exatamente as mesmas que as estratégias estranguladas descritas acima, com uma diferença-chave: as opções de compra e compra compradas ou vendidas devem ter preços de exercício idênticos, bem como os prazos de validade. Com a estratégia long straddle, desde que o preço no prazo de validade esteja longe o suficiente para garantir um lucro em uma das opções que é maior do que os prêmios combinados das opções, o prazo combinado será no dinheiro. A estratégia de curta distância é ainda mais arriscada do que a estratégia de estrangulamento curto, pois não há margem de manobra para o preço, além do valor dos prêmios de opção. A maneira mais lógica de que um comerciante pode começar a tentar lucrar com esses tipos de estratégias seria procurar um par de moedas, onde há uma forte resistência aérea e uma forte resistência abaixo, e espaço suficiente entre o preço para fazer uma faixa diária normal . A short strangle with the strike prices just beyond the support and resistance levels could end with a nice profit. Por outro lado, se o preço chegar ao ponto de um triângulo de consolidação onde ele deve sair, um estrangulamento ou straddle longo pode ser adequado. 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You do not need to be a professional forex trader. Basta seguir os nossos alertas colocados na área de membros ou enviados por SMS e e-mail às 06:00 am ET (hora da cidade de Nova York) configurar a nossa parada fixa perda e ter lucro e ter uma vida. Lembre-se de fechar todos os comércios abertos às 06:00 pm ET. Isso é tudo. Simples assim. The different types of statistical arbitrage strategies Stationarity, cointegration, mean reversion, and momentum The Essentials of MATLAB The pros and cons of using MATLAB Quick survey of syntax Exercises: building some useful utilities for trading research Concept of stationarity, and why it is useful Statistical test for stationarity: adf Exercise: Testing for stationarity Testing for mean-reversion: half-life based on Ornstein-Uhlenbeck formulaWhy is computing half-life better than computing average holding period Exercise: Computing the half-life of mean-reversion Exercise: Backtesting a Bollinger Band strategy for AUDCAD and EURCHF Pairs and Triplets Trading Pairs and Triplets Trading Concept of cointegration and why it is useful How is cointegration different from correlation Statistical tests for cointegration: cadf and Johansen Exercise: Find out if GLD-GDX is cointegrating Finding the best hedge ratio Exercise: Backtesting a Bollinger Band pairs strategy Trading cointegrated triplets Exercise: Backtesting a Bollinger Band triplet strategy What are the best markets to pairs trade Trading an ETF against a basket of its component stocks Two ways of constructing a basket Exercise: Backtesting an index arbitrage trading model Ranking stocks in an index based on various simple returns criteria How minor variations in strategies can produce big differences in returns Important biases and pitfalls in backtesting long-short portfolio strategies Exercise: Backtesting variations of a long-short portfolio strategy HEDGE FUND RISK AND OTHER DISCLOSURES Hedge funds, including fund of funds (Hedge Funds), are unregistered private investment partnerships, funds or pools that may invest and trade in many different markets, strategies and instruments (including securities, non-securities and derivatives) and are NOT subject to the same regulatory requirements as mutual funds, including mutual fund requirements to provide certain periodic and standardized pricing and valuati on information to investors. There are substantial risks in investing in Hedge Funds. Persons interested in investing in Hedge Funds should carefully note the following: Hedge Funds represent speculative investments and involve a high degree of risk. An investor could lose all or a substantial portion of hisher investment. Investors must have the financial ability, sophisticationexperience and willingness to bear the risks of an investment in a Hedge Fund. An investment in a Hedge Fund should be discretionary capital set aside strictly for speculative purposes. An investment in a Hedge Fund is not suitable or desirable for all investors. Only qualified eligible investors may invest in Hedge Funds. Hedge Fund offering documents are not reviewed or approved by federal or state regulators Hedge Funds may be leveraged (including highly leveraged) and a Hedge Funds performance may be volatile An investment in a Hedge Fund may be illiquid and there may be significant restrictions on transferring interests in a Hedge Fund. There is no secondary market for an investors investment in a Hedge Fund and none is expected to develop. A Hedge Fund may have little or no operating history or performance and may use hypothetical or pro forma performance which may not reflect actual trading done by the manager or advisor and should be reviewed carefully. Investors should not place undue reliance on hypothetical or pro forma performance. A Hedge Funds manager or advisor has total trading authority over the Hedge Fund. A Hedge Fund may use a single advisor or employ a single strategy, which could mean a lack of diversification and higher risk. A Hedge Fund (for example, a fund of funds) and its managers or advisors may rely on the trading expertise and experience of third-party managers or advisors, the identity of which may not be disclosed to investors A Hedge Fund may involve a complex tax structure, which should be reviewed carefully. A Hedge Fund may involve structures or strategies that may cause delays in important tax information being sent to investors. A Hedge Fund may provide no transparency regarding its underlying investments (including sub-funds in a fund of funds structure) to investors. If this is the case, there will be no way for an investor to monitor the specific investments made by the Hedge Fund or, in a fund of funds structure, to know whether the sub-fund investments are consistent with the Hedge Funds investment strategy or risk levels. A Hedge Fund may execute a substantial portion of trades on foreign exchanges or over-the-counter markets, which could mean higher risk. A Hedge Funds fees and expenses-which may be substantial regardless of any positive return - will offset the Hedge Funds trading profits. In a fund of funds or similar structure, fees are generally charged at the fund as well as the sub-fund levels therefore fees charged investors will be higher that those charged if the investor invested directly in the sub-fund(s). Hedge Funds are not required to provide periodic pricing or valuation information to investors. Hedge Funds and their managersadvisors may be subject to various conflicts of interest. The above general summary is not a complete list of the risks and other important disclosures involved in investing in Hedge Funds and, with respect to any particular Hedge Fund, is subject to the more complete and specific disclosures contained in such Hedge Funds respective offering documents. Before making any investment, an investor should thoroughly review a Hedge Funds offering documents with the investors financial, legal and tax advisor to determine whether an investment in the Hedge Fund is suitable for the investor in light of the investors investment objectives, financial circumstances and tax situation. All performance information is believed to be net of applicable fees unless otherwise specifically noted. No representation is made that any fund will or is likely to achieve its objectives or that any investor will or is likely to achieve results comparable to those shown or will make any profit at all or will be able to avoid incurring substantial losses. Past performance is not necessarily indicative, and is no guarantee, of future results. The information on the Site is intended for informational, educational and research purposes only. Nothing on this Site is intended to be, nor should it be construed or used as, financial, legal, tax or investment advice, be an opinion of the appropriateness or suitability of an investment, or intended to be an offer, or the solicitation of any offer, to buy or sell any security or an endorsement or inducement to invest with any fund or fund manager. No such offer or solicitation may be made prior to the delivery of appropriate offering documents to qualified investors. Before making any investment, you should thoroughly review the particular funds confidential offering documents with your financial, legal and tax advisor and conduct such due diligence as you (and they) deem appropriate. We do not provide investment advice and no information or material on the Site is to be relied upon for the purpose of making investment or other decisions. Accordingly, we assume no responsibility or liability for a ny investment decisions or advice, treatment, or services rendered by any investor or any person or entity mentioned, featured on or linked to the Site. The information on this Site is as of the date(s) indicated, is not a complete description of any fund, and is subject to the more complete disclosures and terms and conditions contained in a particular funds offering documents, which may be obtained directly from the fund. Certain of the information, including investment returns, valuations, fund targets and strategies, has been supplied by the funds or their agents, and other third parties, and although believed to be reliable, has not been independently verified and its completeness and accuracy cannot be guaranteed. No warranty, express or implied, representation or guarantee is made as to the accuracy, validity, timeliness, completeness or suitability of this information. Any indices and other financial benchmarks shown are provided for illustrative purposes only, are unmanaged, reflect reinvestment of income and dividends and do not reflect the impact of advisory fees. Investors cannot invest directly in an index. Comparisons to indexes have limitations because indexes have volatility and other material characteristics that may differ from a particular hedge fund. For example, a hedge fund may typically hold substantially fewer securities than are contained in an index. Indices also may contain securities or types of securities that are not comparable to those traded by a hedge fund. Therefore, a hedge funds performance may differ substantially from the performance of an index. Because of these differences, indexes should not be relied upon as an accurate measure of comparison. Bitcoin statistical arbitrage Recently, little-known Bitcoin (BTC) cryptocurrency attracted unprecedented hype, setting it on par with big currencies. Amid growing popularity cryptocurrencies trade volumes skyrocketed. Meanwhile, bitcoin trading exchanges are still very young, ineffective and lack professional players, which means that they can be successfully used for implementing various strategies like cross-exchange arbitrage. Given the bitcoins unusually high volatility and the fact that price differences on various exchanges often reach 20 or even more, the potential profitability of arbitrage strategies in bitcoin market becomes huge, especially in comparison with classical markets. In this article we describe a unique trading strategy - Bitcoin statistical arbitrage and show how to create a MegaTrader trading robot that implements this strategy. Currently there are several cryptocurrency exchanges, but only two of them have satisfactory liquidity. First - MtGox Japanese exchange, which is the oldest and biggest in terms of trading volume bitcoin exchange. The second is young and rapidly evolving BTC-e. An interesting feature of these exchanges is MTGox bitcoins being usually more expensive than the BTC-e. As an example, we provide the price chart for MTGox (blue line) and BTC-e (red line) from 14 August to 24 December 2013: To make it clearer, heres the spread chart (MtGox price - BTC-e price): After a short glance at the charts first thing that comes to mind is buying bitcoins at BTC-e, transferring them to MtGox and selling there. This strategy is commonly advised by various authors at bitcoin-related trading websites and blogs. However, if you do thorough calculations it turns out that this strategy is not so profitable. First, while the transfer is carried from BTC-e to MTGox, bitcoin price may fall, which, given the high volatility of bitcoin, is totally possible and can cause significant losses. Second, withdrawal from MTGox takes from two weeks to a month, which significantly limits the rate of such arbitrage operations to one, maximum two per month. Third, the commissions for withdrawal from MTGox and deposit to BTC-e for the next round will eat up a good portion of profit. As a result, in its purest form, this strategy is not relevant for an average trader. We offer a more profitable strategy - statistical arbitrage between bitcoin exchanges. This strategy is based on the phenomenon of spread value preservation between different assets (correlation). We profit with speculation on pairs spread fluctuations. In relation to bitcoin statistical arbitrage is done as follows: when the difference in prices (MtGox - BTC-e) is higher than the historical average, we sell the spread, ie short on MTGox and simultaneous long on BTC-e. and vice versa - when the price difference is lower than historical average, we buy the spread. When the difference between the prices returns to its historical mean, positions are closed. The advantage of such statistical arbitrage is almost complete absence of risk: because our net position consists of divergent positions on the same instrument, it always remains neutral to the market and thus is insured to any news and bitcoin volatility. The only risk is the historical mean value changing. However, in case of bitcoin, this risk is also negligiblebecause we trade the same asset on both exchanges and ratio changes can not be too large. The only problem persisting is that these exchanges do not offer the possibility to go short, ie you can not sell bitcoins. But, fortunately, there is a way around - using bitcoin CFD contracts. Because of rapid bitcoin popularity growth a number of forex brokers and dealing centers started providing the possibility to trade bitcoin in CFD-contracts. In the future the number of such companies will very likely continue to grow. Most brokers use MtGoxs bitcoin price as the base asset price for their CFDs. At the same time BTC-e, since October 2013, offers a special account for MetaTrader - with the possibility to trade bitcoins through MetaTrader 4 and most importantly - they provide short selling opportunity. In the result we have a potentially simple implementation of statistical arbitrage between MTGox and BTC-e. It is enough to open two accounts: first - with a forex dealer providing bitcoin CFD-contracts with MTGox prices and the second - BTC-e MetaTrader-account. Then its enough to enter the right algorithm in Megatrader program and youre set to profit from price difference. Now to the real experience: here we will tell you how to implement bitcoin statistical arbitrage with Megatrader. First the spread symbol must be formed. To do this, go to Settings gt Composite instrument settings. Now we add bitcoins CFD contract to hort tab, BTC-e goes to Long tab. When adding the CFD we should double check the lot size and other settings and set the Lots in spread unit parameter to be equal to one BTC. For example, if a contract is 100 BTC, Lots in spread unit should be set to 0.01. BTC-e contract is equal to 1 BTC, so we set Lots in spread unit as 1. Now straight to the trading algorithm creation, which is written in a special Megatraders internal scripting language. Algorithms main idea was mentioned above: we sellbuy the spread when it fluctuates abovebelow its historical mean accordingly. Positions are closed when the spread reverts to the mean value. The question appears - how is this historical mean value calculated The easiest method is applying a high-period moving average (say, 5000) on the spread. To realise the strategy in Megatrader necessary indicators should first be applied to the spread chart. To do so, go to Chart gt Add chart, then we add the indicator Mean Price, which shows the average value of Bid and Offer prices. Our next step is adding the moving average itself, picking MeanPrice as the data source. Also an identifier should be set for our moving average to call it from the script (default is MA). Now we can proceed to script creation itself. The easiest to write script (simplest) implementing the strategy looks approximately as follows: Lets test it on a historical data chunk from 25 November to 20 December of 2013 year. Please take into consideration that BTC-e exchange charges a commission for each order, and it should be taken into the calculation while backtesting. Lets set the commission to 2.5 points (its excessive, frankly spreaking). After backtesting we get the following resulting profitability chart: Now to a more peculiar historical ratio calculation method. To do so, we build the chart of MTGox divided by BTC-e prices: As can be seen, the resulting chart is more stationary (cointegrated) than the one we got before. We can clearly see that the average value fluctuates somewhere near 1.1. It means, that, on average, MtGoxs bitcoin price is 1.1 times (10) more than BTC-es. Lets call this a fair historical ratio. From here we can easily calculate that the real spread (MTGox - BTC-e), will be equal to 10 of BTC-es price: So, assuming prices are currently at a fair ratio: MTGox BTC-e 1.1. therefore MTGox 1.1BTC-e . By placing this into the spreads formula we get: Spred MTGox BTC-e 1.1BTC-e BTC-e 0.1BTC-e . We can then take this historical ratio and place it into our script instead of our MA. The results are: As it can be seen, the script mainly remained the same. The only change is historical ratio calculation formula in the script. Also we have fiddled with deviation necessary to open a position (weve set it from 30 to 20), to make our system trade more often. Testing our new script on the same historical data period: Systems results became even better: after a months trading of 1 BTC we gained a profit of 863 with 100 profitable trades. So weve seen two examples of trading algorithms and scripts that implement bitcoin statistical arbitrage. Despite the fact that these strategies are quite simple, they nevertheless demonstrate high potential yield. However, there are many ways of further improvement of these trading algorithms. For example, multi-level position averaging can be added. An example of it can be seen in our another article - Calendar arbitrage, Part 2 - Trading Robot - creating a trading robot. Script described there can be used for bitcoin arbitrage virtually unchanged. In conclusion, we would like to note that as long as there will be funds transfer difficulties between trading exchanges, and most will not offer short selling opportunity, a significant difference in prices between different bitcoin exchanges is likely to stay. which means that this strategy does not lose its relevance. Thus, the current situation on cryptocurrency stock exchanges provides traders with a unique opportunity to take advantage of arbitrage and get a great profitwhile maintaining minimal risk. Satisfied Customers: 15052 Experience: Inc Tax, CGT, Corp Tax, IHT, VAT. replied 4 years ago. Ive had several questions from other forex traders here who are treated as self-employed as opposed to hobby traders who will pay Capital Gains Tax on any profits. The advent of day trading in the UK is fairly new and so Im not aware of any relevant case law. However, if you were making pound100,000 a year the Revenue would almost certainly want to charge income tax instead of CGT so there is an element of hypocrisy in their attitude to you. It is difficult to prove that you are trading unless you are doing it full time and making profits that you can live off in the absence of any other income source. An Inspector can disallow trading losses for a taxpayer in any business if he thinks that the business is not being run along commercial lines with a view to making a profit. Clearly, nobody sets out to make losses. You might take a look here for some help and advice. Im sure there are other traders who have run into the problem you have who may be able to give you some pointers. You may also be interested in the notes here. Failing that, you can appeal against the Inspectors decision and ask for the matter to be decided at a tribunal. If the losses arent allowed they can be carried forward for offset against future trading profits. Let me know if you have any queries. Your role as a learning leader exists to drive an organization to achieve or exceed its business goals. Nothing else matters 8212 anything else is a waste of time and resources. If you then want to develop and implement a social learning strategy. you have to understand the strategy and goals of the business. If you dont 8212 and you dont know for certain that your social learning strategy will help the organization hit those goals 8212 drop the social learning strategy and find another solution. Learning professionals struggle with this. It sounds complex, but it is really quite simple. Decision makers struggle with aligning social learning strategies to business goals precisely because it is difficult to believe it can be so simple. For example, if the goal of the organization is to grow earnings by 15 per year and the business strategy is to become the low cost provider, increase client retention to 95, and increase customer satisfaction to 78, then the social learning strategy you create should be laser-focused on delivering learning experiences that enable customer satisfaction and innovation. Anything else is a waste of time and will threaten your credibility as a leader in the organization. Lets look at a specific example to demonstrate the point. The long term goal of Cisco, the IT networking giant, is to grow earnings by 12 17 per year 8212 no small feat for a company worth well over 100 billion. The strategy for achieving this goal is called One Cisco and means that Cisco is reorganizing its business to break down silos among business units so that when a customer deals with Cisco, they deal with one Cisco person or team, no matter what product they purchase. In other words, in todays Cisco, if a customer wants to buy a router, it deals with an entirely different group of Cisco employees than if it wants to buy video conferencing services. This can lead to confusing and frustrating experiences for customers who want to buy multiple products from Cisco. So the strategy is to create One Cisco in the eyes of its customers. Obviously, we are not inside Cisco and do not know the specifics of the business strategy, but knowing what we know from this brief description, what would your social learning strategy be if you were defining it Would you reorganize the learning organization into a single unit like the rest of Cisco How would you design learning experiences so that you would help people break down silos and work together in teams What goals would you set for your learning department that would support Ciscos earnings growth goals Think about these questions and add your comments below about what type of social learning strategy you would develop at Cisco. Your social learning strategy can only be determined with a thorough understanding of the business goals and strategy because your role as a learning leader exists only to drive the organization towards achieving its goals. Ricky Williams: totally worth trading up for. Ezra ShawGetty Images During the NFL Draft, fans of every team scream at their TVs for their squad to slide down the draft order. They think its a no-lose scenario. It seems like every rookie is like a lottery ticket, either priceless or worthless. The more players their favorite team drafts, they think, greater the odds one of them turns out to be valuable. Every fan loves to hear their teams a draft day winner. The NFL Draft is the only competition between February and September you want your team in the Winners section of the inevitable post-draft columns. The surest way for teams to get great grades from the draftniks is to fill as many holes as possible the more picks they have to do that with, the better. Fans love when their team trades on draft day, because 1) it means a guaranteed few minutes of attention, and 2) it show their team has an active strategy, and isnt just sitting around waiting for other teams to steal all their best targets. Trading is another chance for a fans team to beat somebody, too. One team will be hailed as the victor of the trade, and the team with the higher pick has leverage to extract a premium from the other team. But fans real love of trading down has nothing to do with pride, victory or winning. Fans dont like risk. Jed JacobsohnGetty Images Former Saints head coach Mike Ditka, who knew the value of a franchise player. Fans dont want their team to be like the Mike Ditka - led New Orleans Saints. who traded their entire 1999 draft, plus their 2000 first - and third-round picks, for Ricky Williams. They want their team to be like the Washington Redskins. who received that mighty haul of value for the their No. 5 overall pick. They dont want their franchise pinned on one playermdashone player who might not work out. But the Redskins didnt stand pat with the Saints crop of picks. They packaged much of what they got in the trade to move back up to the No. 7 overall pick, and took cornerback Champ Bailey. The Redskins 1999 draft class ultimately consisted of one pick each in the first, second, fourth, fifth, sixth and seventh rounds one pick less than they were originally allocated. Why didnt the Redskins hold on to all the Saints mid-round picks Because high picks have much more value. That is to say, theyre worth much more. There are many variations on former Dallas Cowboys head coach Jimmy Johnsons Trade Value Chart. but they all reveal something important: draft picks get exponentially more valuable the closer you get to the top. Per the TVC linked above, the No. 1 overall draft pick has a value of 3,000. The first pick of the third round has a value of 265. Think about that for a moment: if you offered an NFL team either their top-graded prospect from the entire draft class, or take their favorite 11 players left on the third day, they should take the top prospect . The difference in value between a first - and third-round pick is quite large, but the difference between mid-round picks is negligible. The first pick of the second round is worth 580 points, slightly more than double the third-rounders 265. Two hundred sixty-five is slightly more than double the top fourth-round picks 112. To put that in perspective, the difference between Ricky Williams draft position (No. 5 overall) and Champ Baileys (No. 7) is 200, the same as the 14th pick of the third round. In fact, if you added together the first pick in the second, third, fourth, fifth, sixth and seventh rounds, youd only have 1,041.2 points of trade value: a third of the 3,000 youd need to acquire the No. 1 overall. Of course, once you translate these picks into players, it doesnt always convert. Any player in any point in the draft (or even those undrafted) could become a Hall of Famer. But the odds that top picks pan out are much, much higher these values often accurately describe what these players mean to the bottom line. Chris TrotmanGetty Images Would the Carolina Panthers rather have Cam Newton or eleven Terrell McClains Newton, or every other player they drafted in 2011 The Panthers would take Newton every time. Newton is a game-changer, a difference-maker, a franchise player. A smart trade down could still have netted the Panthers a quarterback. But by giving up Newton for a Jake Locker or a Colin Kaepernick, the Panthers would have passed up the player that saved their team. This is the risk fans dont see: the opportunity cost of passing on a game-changing player. Stocking the roster with second - and third-rounders sounds like a great way to build a team. The reality is, those players are busts even more frequently than top picks, and their quality is rarely as high. This is why higher picks have more value: you can fill holes with second-, third - and fourth-round picksmdashbut if the players cant do what the team needs them to do, that hole hasnt been filled. Doug BencGetty Images Teddy Lehman pulls up as hes beaten for a touchdown. Jared WickerhamGetty Images Jordon Dizon is helped off the field. Instead of saving resources by not spending a first-round pick or large free-agent contract on a middle linebacker, Millen wasted resources by trying to meet major needs with minimal resources. Instead of getting value for money, he threw good money after bad. If your franchise needs a difference-maker at a certain position, theyd better acquire one or leave the hole unfilled. Dont get a position later, get the player you need at that position or dont get one at all. Millen found this out the hard way: A starting lineup full of middle-round picks is not a middling team, its a terrible team. The Saints gave up an entire draft to get Ricky Williams, and Williams didnt save the franchise. But Williams was an excellent player he finished with over 10,000 career rushing yards. Moreover, when the Saints gave up on Williams, they got four picks, including two first-rounders, in return. Larry FrenchGetty Images Though history remembers the Saints trade up as a massive blunder, they got a difference-making player in return. When they traded him, they got nearly all their draft value backmdashbecause nothings more valuable to an NFL than a difference maker. Now at Last You can Discover the Hidden Secrets Behind WD Ganns Outstanding Stock Commodities Market Success WD Gann is THE LEGEND in trading folklore WD Ganns body of work was enormous and covered many interesting areas of speculative ventures including the stock market and commodities or futures trading. Reputed to have made over 50 million Trading over his career - not surprisingly in his later years WD, as he liked to be known as, took his knowledge into Horse racing and Casino Gaming. Ganns methods have something for every trader for forecasting of Time and Price targets to mechanical methods. To learn more on how you can apply WD Ganns techniques to the market by look around this site. Announcing Special New Webinar: GOLD Discover What the Major Cycles are in Gold How to Trade it Free It is FREE and presented by a leading Gann expert David Hunt Market Technician and Advisor as well as one of the Worlds best Market Timers book nowgtgt Wiley Trading Guide II Author moregtgt GannTraders senior software trainer Book your Place at the next session now click heregtgt You deserve a top-notch trading experience. Customize the way you trade with your own apps, or check out these solutions from our growing network of API partners. VectorVest analyzes, sorts, ranks and graphs over 8,000 stocks every day for Value, Safety and Timing and gives each stock a clear Buy, Sell or Hold rating. It combines the insight of fundamental valuation with power of technical analysis to give you the edge in todays fast paced market. VectorVest also provides a market timing system that aims to help you buy-low and sell-high. SmartStops helps investors of all levels easily identify and sidestep periods of above normal risk. We all make buying decisions based on riskreward analysis. Unfortunately, risk does not remain constant through time. SmartStops actively monitors your portfolio throughout the day watching for signs of above normal risk. If any of your stocks or ETFs fall and trigger its SmartStop risk alert, consider selling or taking other protective action. É tão fácil. Over 4,000 stocks and ETFs covered Optimized short-term and longer-term protective exits published daily Continuous portfolio monitoring Automated email risk alert ionDESK, by Gambrell Software, is a professional trading workspace providing comprehensive tools for different types of traders. With ionDESK, you can practice trading for free against live market data. The workspace provides the ability to perform research, plan trades and submit advanced bracketed orders. Get exclusive tools like Sentiment Builder, Pin Action and Robot for automated trading. Mint pulls all your financial accounts into one place. Set a budget, track your goals and do more with your money, for free TradeKing supports full integration with Mint. Click Services gt Settings gt Partner password to connect your brokerage account. SigFig syncs with your 401(k), IRA, brokerage and advisor accounts then automatically pulls all your investments into a single dashboard. Is Your Pyramiding Strategy Limiting Your Returns Pyramiding in and out of trades is a very popular method used by many traders attempting to maximize profit while limiting losses. However, as with any generally accepted methodology, there is actually more to pyramiding than meets the eye. There are many instances where pyramiding in or out of positions can actually reduce the overall return or increase the maximum drawdowns of a strategy. Knowing how to isolate and test each aspect of your pyramiding approach can shed a great deal of light on whether it is actually helping your strategy. Sometimes the benefits only exist in our heads. Pyramiding in and out of positions is generally believed to be a good idea, but Mike shows that in some instances it can be ineffective. Mike Bryant published a very insightful piece at System Trader Success that took a look at the different aspects of testing an exit strategy that scales out in two steps. The shocking part of the article is that Mike discovered that the system actually performed best when one aspect of the exit strategy was completely eliminated. The Basic Strategy The strategy that Mike uses for his article is designed to trade 15 minute bars on the short side of the mini Russell 2000 futures. His strategy establishes a full short position when it receives a signal and then exits half of the position based on one set of circumstances and the other half of the position under another set of circumstances. When Mikes strategy takes a new short position, it immediately sets an initial stop and a profit target. If the profit target is hit, the strategy takes a profit on half of the position. The other half of the position adjusts its initial stop to the breakeven point and uses a trailing stop to secure any additional profits. This strategy represents the basic concept of taking a portion of the profits off the table and leaving the rest of them to run. This is generally accepted as a good idea, but Mike discovered that it was actually hurting the systems overall performance. Testing Multiple Exits In order to test the impact that each of the exits had on the overall strategy, Mike programmed them as two separate strategies and tested them as a combined system. Each of the strategies was programmed to take half a position on each entry and then follow its specific exit criteria. Using a program that allowed him to optimize how much of the total position should be allocated to each exit strategy, Mike found out that the best overall system would allocate 100 of its capital to the system that based its exits on the trailing stop. Therefore, taking half the position off of the table at a certain profit level was counter-productive in the long-run. Mike specified in his optimization program that he needed to keep the maximum drawdown under 30. Using that as a maximum, the combined system returned a net profit of 82,000 on his backtesting data. Maintaining the same maximum drawdown and allocating the entire exit capital to the trailing stop version produced a net profit of 129,000. Of course, this doesnt mean that pyramiding is always a bad idea. This is just one strategy that is focused on one specific market and time frame. The important concept is that we must find a way to test all of our assumptions. Editors Note: Youll have to register on the publisher site to be able to use this program. Youre about to learn the secrets to raking in massive amounts of Cash Forex Trading, no matter how much time you have had to prepare it doesnt matter if youve never had any past Forex trading experience or education, This guide will tell you everything you need to know, without spending too much brainpower. Descubra exatamente o que é o mercado de ações. Aprenda novas tendências do mercado de ações. Descubra como entender conversão de moeda. Discover Forex volatility and market expectations. Aprenda aspectos do comércio. As palavras Buzz que você precisa saber. Descubra vários fatores de gerenciamento de riscos que você precisa saber. Saiba como ler e interpretar as estatísticas. Descubra como lidar com um whipsaw. Descubra como usar a arbitragem corretamente. Uma análise aprofundada dos mercados secundários. Como usar o mercado de câmbio em sua vantagem. Saiba como proteger corretamente seus investimentos. This version is the first release on CNET Download. 34nothing but an attempt to generate leads34 March 02, 2013 By OahuProfessor Version: Insider039s Guide To Forex Trading 5.0 More Products to Consider Please describe the problem you have with this software. This information will be sent to our editors for review. Top five intraday trading strategies from analysts for Friday (Record buying by foreignhellip) NEW DELHI: Markets, which took a breather in the previous trading session, bounced back on Friday with the SP Sensex regaining 20,000 levels. Record buying by foreign funds in cash market coupled with recent fall in crude and gold prices are some of the key drivers for this rally, say analysts. Technically, Nifty is continuously trading in higher highs and higher lows, Rising Channel on daily charts, which is bullish in nature. Short term strategy should be buy Nifty on every dips for the target of 6130- 6150. On the downside, 5980-5950 would be near term support zone, brokerage firm SMC said in a morning note. We have collated five intraday trading strategies for Friday from various brokerage firms: Brokerage Firm: SMC Apollo Tyres Ltd: Short for a target of Rs 92, keeping stop loss at Rs 96.50 It is apparent from weekly charts that the stock is continuously trading in an uptrend from past eight months. After making top around Rs 102 levels, stock was traded sideways in range of Rs 80-90 levels for five months. Currently it has formed a reversal candle on weekly charts which suggests that some short term correction is due at current levels. Investors are advised to sell this stock for the downside target of Rs 92-91 with stop loss of Rs 96.50. Ranbaxy Laboratories Ltd: Short for a target of Rs 425, keeping stop loss at Rs 443 The stock has witnessed a decent upside rally from its 52-week low of Rs 370 and tested Rs 460 in single upward journey while trading in higher highs and higher lows sort of Rising channel on daily charts. It has given the breakdown of higher trending support line and is still trading below the same, so we anticipate that selling momentum can continue for coming days to achieve our desire target of Rs 425-421 with stop loss of Rs 443. Reliance Power Ltd: Buy for a target of Rs 83, keeping stop loss at Rs 77.50 In line with correction in broader indices, stock also corrected and registered an all-time low of Rs 58 levels. With reversal of market trend, stock has retraced its earlier gains and formed the Inverted Head and Shoulder pattern on daily charts, which is considered to be bullish. On Thursday, stock had given the neckline breakout of pattern with high volume. Therefore, investors can make long for the upside target of Rs 83-84 with stop loss of Rs 77.50. Analyst: Mitesh Thacker of miteshthacker Century Textiles Ltd: Buy for a target of Rs 320, keeping stop loss at Rs 312.80 The share price of Century Textiles had registered breakout from an inverted head and shoulder pattern in the last week. The implication of this target comes out to be Rs 335 followed by Rs 347.50 levels. The stock is sustaining above its cluster of moving averages and closed above its upper end of Bollinger band. The momentum indicator is also rising. Traders can create long position now and again on dips up to Rs 318 --320 with a stop placed below Rs 312.80 levels, for the above mentioned targets. DLF: Sell for a target of Rs 225, keeping stop loss at Rs 242.20 The share price of DLF has been trading sideways after declining from the highs of Rs 289.25 to the lows of Rs 227.50. Last week, the stock registered breakdown from its upward sloping trend line, after that it pulled back and retested the trend line. With Thursdays down move, the stock has closed below its rising trend line. The stock is also trading below its cluster of moving averages. Trading below Rs 227.50 the stock is likely to accelerate the downward move. The momentum indicator is rolling downward. We recommend sell now with a stop loss placed above Rs 242.20 for the targets of Rs 225218210 levels. (The views and recommendations expressed in this section are the analysts own and do not represent those of EconomicTimes)