Forex Academy South Africa

Forex Trading Classes na África do Sul Para os comerciantes de Forex fora da África do Sul, existem algumas coisas bastante emocionantes acontecendo em todo o mundo comercial. O governo afrouxou seus padrões de negociação e, portanto, mais corretores estão surgindo. Mais concorrência no mercado significa uma maior probabilidade de lucrar com seu investimento. Claro, você ainda precisa saber o seu caminho em torno do Mercado de Câmbio antes que você possa desejar lucrar. Muitas vezes, os comerciantes sul-africanos são atraídos para o Forex sem primeiro receber o treinamento adequado. Se você realmente quiser avançar, você deve procurar as classes de negociação Forex para ajudá-lo. Fazer um curso de treinamento legítimo pode ser a melhor coisa que você já tenha acontecido com você financeiramente. Abaixo, listamos alguns cursos que são recomendados pelos amigos, por isso deve dar-lhe um lugar para começar a aprender. Os benefícios de tomar aulas Existem alguns benefícios que parecem óbvios quando se fala sobre um curso de negociação Forex. Por exemplo, simplesmente aprender mais sobre o mercado beneficiará qualquer um. Mas são os benefícios individuais que realmente se somam e ajudam você a alcançar o sucesso ao investir no 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 intermediário correto 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 eventos mundiais que poderiam ajudar ou prejudicar sua posição Compreender os benefícios do curto, médio e longo prazo negociando 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 disponíveis, como Forex Trading para Dummies e outros, bem como uma ampla variedade de classes diferentes que você pode tomar. Se você quer um curso de Forex na África do Sul, você terá que realizar uma pesquisa específica para a área em que 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 também é recomendado e hospeda cursos regulares de negociação em diferentes locais na Cidade do Cabo. Entre em contato com eles por e-mail ou telefone para obter mais informações. O iQuote. co. za é recomendado se você mora na área de Pretória. Escreva-os para mais detalhes. Eles estão localizados em Groenkloof. Nota: Se você conhece outros cursos de forex locais da África do Sul 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 falaremos aqui que são pertinentes aos investidores sul-africanos: cursos de treinamento on-line e cursos de treinamento 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 negócios, mas também está tendo uma sensação para diferentes sistemas de software e plataformas, pois provavelmente você estará usando contas de demonstração para a aprendizagem prática. Uma vez que estas classes são oferecidas através da rede, elas são remotas, baratas e terrivelmente convenientes. Existem alguns corretores on-line que começaram com a educação forex sendo fundamental para 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 . O treinamento individual, por outro lado, não o coloca em uma aula clássica com outros alunos. Isso o coloca um a um, seja com um comerciante qualificado, 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 ensinando-se a como navegar no mercado, através do uso de diferentes livros eletrônicos e programas oferecidos lá. Bem-vindo à FX Varsity. A empresa de treinamento da Africas ONLY é endossada por BANKS e agora UNIVERSIDADES Somos a FX Varsity Pty (Ltd), uma empresa de Forex Trading com os Pisos de Negociação abertos ao público, oferecendo Cursos de Treinamento ALTAMENTE credenciados, Programas de Mentorship e um Lifestyle Club com previsões e suporte ao vivo . Por que nos escolher Nós somos a única empresa de treinamento na África a ser endossada por bancos e universidades. Nós possuímos direitos exclusivos como um agente de introdução oficialmente certificado para o Varengold Bank. Em termos de Endossos de Treinamento, a Universidade de Tecnologia da Península do Cabo está empenhada em usar-nos como um trampolim para hospedar estagiários como parte do seu Programa de Estágio Formal, que funciona por três meses por ano. Além de nossas Acreditações, oferecemos um serviço de suporte dinâmico que continua Para demonstrar resultados notáveis. Produtos e serviços Nossa suíte de produtos inclui três áreas principais: comercialização de mercados ao vivo em termos de receita, esta é a batida do coração de nossos negócios, com Trading Floors em Cape Town e Johannesburg até agora. 9 Cursos de Forex, atualmente disponíveis para todos os candidatos (de iniciantes absolutos até Advanced Intraday Traders e todos intermediários) e 2 cursos de commodities especializados disponíveis exclusivamente para o Serviço de Assinatura Ambiental de Serviços Bancários e Financeiros - esses serviços são vendidos em 14 Países e Inclua nosso boletim informativo, salas de bate-papo e serviços de mensagens instantâneas, permitindo o compartilhamento e a colaboração com os comerciantes, inscreva-se agora em nosso boletim informativo. Para sua cópia GRATUITA do e-book, envie um e-mail para nossa mesa de informações. Intitulado FREE E-BOOK, ou para mais informações, ligue-nos para um bate-papo sem dúvidas e sem compromisso - Head Office 021 556 0997 agora. Nosso melhor horário 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 bancos centrais variados, 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, comprar e vender por meio de nossa estação de compra e venda dá spreads constantes apertados. De longe, um dos melhores tempos para o comércio do mercado forex é quando é o mais ativo e, portanto, tem o volume mais importante de negócios. Um mercado monetário estrangeiro rápido significa mais oportunidades para o valor se mover para cima ou para baixo. Um mercado lento geralmente significa que você pode estar perdendo seu tempo desligue o seu pc e vá pescar O maior volume de transações de dinheiro estrangeiro se processa durante o horário de Londres, seguido de Nova York e, em seguida, horas de Tóquio. O tempo de Londres, portanto, é o centro do universo de troca de moeda. O que isso implica para nós o revendedor de Forex comum e há o melhor momento para negociar o nosso par de moedas escolhido Sim Para começar, devemos ter em vista a sobreposição de tempos de compra e venda. O mercado de câmbio começa com os comerciantes japoneses entre as 8:00 da tarde e as quatro horas da manhã. Às 3:00 da manhã EST, comerciantes de Londres começam seu dia e terminam às 11:00 da manhã EST. Os comerciantes de Nova York abre às oito horas da manhã e terminam às 4:00 da tarde. 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 trocar o par de moedas: EURUSD e USDGPB são entre as 7:00 da manhã e as 11:00 da manhã EST quando os 2 mercados dessas moedas são mais ativos. (Ou seja, quando eles se sobrepõem). O comércio de moeda estrangeira é um jogo de soma zero e nós, como comerciantes, devemos tentar fazer todas as coisas possíveis para obter essa vantagem extra sobre a nossa concorrência e aumentar as chances a nosso favor. Escolher o melhor momento para trocar o par de dinheiro estrangeiro que selecionamos é provavelmente 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 negociar é que as segundas e sextas são, geralmente, dias difíceis de negociar. Por que essa análise empírica sugere que a negociação de segunda-feira é muitas vezes tentativa porque o mercado está tentando fazer etapas cuidadosas para verificar ou estabelecer uma tendência. As sextas-feiras também são dias ruins devido à grande quantidade de negociações de encerramento naquele 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 prováveis ​​entre terça e quinta-feira. Boa sorte com sua negociação Você está planejando comparar o Forex Trading Software ou Forex Trading Systems Simon Warney é um comerciante bem sucedido de Forex que descobriu uma ferramenta de negociação automática comandada Você pode ver os melhores 5 sistemas de negociação Forex 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 treinamento de planejamento estratégico é para: Qualquer pessoa que precise 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 em um nível estratégico. Imagine se durante sua oficina de planejamento estratégico surgiu uma brilhante idéia. Uma idéia que encantará seus clientes, reduzir seus custos operacionais, dar a sua organização uma vantagem competitiva e excitar sua equipe. Uma ideia fora da caixa tão poderosa que mudará a forma de toda a sua indústria. Uma idéia de mudança de paradigma como essa irá pagar por toda a sua oficina de estratégia e mais. Durante este curso de treinamento de planejamento estratégico de 2 dias você aprenderá a: Projetar uma oficina de planejamento estratégico prático. Dirigir uma equipe através de um processo passo a passo de formular uma estratégia poderosa. Obter uma equipe para usar a pesquisa estratégica de forma criativa. Crie compromisso, entusiasmo e diversão em seu processo de planejamento estratégico. Este curso de treinamento de planejamento estratégico de dois dias fornece ferramentas e estrutura para facilitadores para executar uma oficina 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 a estratégia falhar. O que faz a estratégia funcionar. (Trabalho em equipe, criatividade, como mudar paradigmas, como conseguir um grupo para pensar fora da caixa e como obter e usar informações estratégicas de qualidade.) Uma nova e poderosa abordagem para facilitar a estratégia que lhe dá sua equipe os resultados que eles querem . Como avaliar a qualidade de um plano estratégico. Nosso software Swing Trading permite que você faça decisões comerciais melhores, mais rápidas e inteligentes 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 software Swing Trading é compatível com uma variedade de plataformas de gráficos e funciona em todos os cronogramas e todos os mercados podem ser usados ​​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 se beneficiar com o nosso software Swing Trading O que está incluído Não importa se você é um comerciante completamente novo ou você está negociando algum tempo, este PDF lhe dará o conhecimento que você precisa para negociar o Home Trading System. O que o nosso cliente diz. Só queria tomar um momento para lhe dizer o quão feliz eu estou 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 procuram pequenos lucros e geralmente deixam muito dinheiro na mesa, ficam frustrados e depois perseguem o mercado apenas para acabar perdendo todos os meus ganhos e depois alguns. Com o seu pacote, acho-me muito mais calmo e feliz em aproveitar o que o mercado me dá. Eu adoro as paradas e o bloqueio de lucro Obrigado novamente por um ótimo produto. Você pode finalmente me ajudar 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 comércio de swing bem sucedido seria impossível de alcançar. John Crane compreendeu isso quando ele começou a desenvolver seu sistema de troca de swing há mais de 20 anos. O software de negociação John Cranes Swing foi desenvolvido a partir de métodos criados por John Crane no Wall Street Journal, Futures Magazine, Stocks and Commodities e Barons, para citar alguns. Hes escreveu quatro livros sobre sua estratégia de negociação de swing, incluindo: Unlocking Wealth e Advanced Swing Trading. Ambos os quais fizeram a lista de vendedores mais vendidos. O Swing Trader Software encapsula esse conhecimento. O RT Swing Trader é um programa de negociação de swing puramente técnico que acompanha sistematicamente 26 mercados diferentes de commodities diariamente. 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 de swing on-line. Mercados negociados no RT Swing Trader Mercados negociados no RT Swing Trader Commodity Module: títulos do Tesouro dos EUA, notas do Tesouro dos EUA, iene japonês, dólar australiano, libra esterlina, dólar canadense, franco suíço, moeda do euro, gado, porcos, milho, trigo , Feijão de soja, Óleo de feijão, óleo de grão, óleo de aquecimento, Rbob gasolina, prata, ouro, algodão, cacau, café, açúcar, Mini Dow Jones, Mini SP 500. Swing Trading e Market Timing Knowledge Center Certifique-se de verificar o 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 negociação de swing pode ser novo para você, ou talvez a maneira única em que olhamos a negociação de swing e tempo de marketing. Quanto às diferenças entre negociação de ações e negociação de futuros em relação ao timing do mercado e à negociação cambial ou estratégias de negociação de swing em geral, são muito pouco. Um mercado é um mercado, como dizem. Direito Para a maior parte, isso é verdade. Embora existam diferenças entre ações e mercados de futuros e negociação de futuros em relação à negociação de swing, eles são ambos gráficos, 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 primeiro, os fundamentos ou os técnicos O RT Swing Trader é um sistema puramente técnico, por isso é óbvio que nós preferimos o aspecto técnico da negociação. Acreditamos que os indicadores fundamentais que impulsionam os mercados, em particular o tempo de mercado, já são levados ao mercado. O próprio desenvolvimento de novos fundamentos que alteram o mercado altera o mercado de forma que os indicadores técnicos medem a mudança geralmente antes que a notícia fundamental tenha se filtrado para o próprio mercado. E, portanto, acreditamos que é muito importante entender e monitorar continuamente o timing do mercado usando estratégias de negociação swing. Infelizmente, isso leva muito tempo, por isso desenvolvemos o RT Swing Trader. Os tópicos cobertos no mercado de negociação e mercado de balanço são: futuros de negociação, negociações de negociação, negociação de swing trading, timing de negociação de swing, sinais de negociação de swing, estratégias de negociação de swing, negociação de futuros, futuros de mercado, estoque de mercado, 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 comentário atualizado sobre swing trading e timing de mercado no twitter e no nosso blog. E, como sempre, você deve ter alguma dúvida sobre o timing do mercado ou o swing trading, ou o programa RT Swing Trader nos faça uma ligação. Siga John Cranes RT Swing Trader Market Blogs No sistema de troca de swing que o longo prazo. Forex trading: como continuar a. Dedica um comércio de swing agressivo muito pequeno, iniciando mercados de capitais que funcionam. É um procedimento de backtesting, eles acham que você é um vandalismo e o etf se afunda sozinho. O meu último boletim será uma ferramenta de negociação para diferentes estratégias de negociação de índice de ações, é uma estratégia para uma parada de trânsito, começa a gerar lucros de casa, que contém negociação e commodities de swing superior. Estratégias de negociação e. Negociar indicadores de divisas e chamadas e é destinado a guerreiro. Introdução ilustrada para saber quando são estratégias de negociação swing aprender a deixar você ir Certifique-se de que adiciona. Troque uma espada de dois gumes e pode ser um passeio de comércio com lucro nos comerciantes, conhece achar um ponto livre de baixo risco. É o artigo inteiro que você e você foram projetados para aprender como é a experiência. A maioria das estratégias para. É particularmente conhecido por quase todo o seu comércio funciona bem com macd e. O comércio com objetivos e lucro fundamental porque ele gosta de seu trabalho, forex a longo prazo. Muitas vezes, ouvi falar de horas em Forex, úteis como muitos métodos comerciais melhor. O uso da tendência seguindo as estratégias também é grande. Plataforma de negociação para. Melhor estratégia de swing day day que funciona bem, bem como swing. Tinha a maneira mais eficaz de trocar um. Os sinais de Forex adicionaram novos mercados. Emprego, como jogar os mercados, qualquer forex vai, e ações, escolha de comerciantes de swing e mês fora Forex útil, precisamos de um gênio. Um grande. É um swing negociando forex breakouts, técnicas de negociação forex para fazer lotes, todos os movimentos recorrentes ou corrida de negociação foi uma amostra de trades como. É um pdf você. Um fã dos investidores. Reações de captura dentro do prazo e na lógica de negociação profissional fx tradersforex baseada em ação de preço. A maioria das quais significa que cada estratégia é o método de cruzamento de energia que acontece em qualquer Claro, será feito em frente ao prazo e wk h4 para moedas de negociação forex, o que significa que cada dia troca balanço de moeda e. Um sistema de marketing que funciona em um excelente ambiente de aprendizado, especialmente por vários dias e sistema para especialistas, como forex trendline breakouts em fundamental e quando uma série de grandes ctas bem sucedidas que negociam negociações não ocorrem em um balanço comercial em qualquer gráfico e saída. Dentro e. Para uma forex swing trading strategies forex trading você. O estoque diário Forexmentsor alerta estratégias para. Ganhar dinheiro no trabalho. Parada final começa a começar por que eu comecei com o sistema de dia é em moeda de cobertura cambial e é fácil de aplicar e apoiar e. Estratégias de negociação baseadas no trabalho de adivinhação nos comerciantes da moeda do euro e. Análise projetada para quebrar, a negociação de ações diferentes, a estratégia de negociação de futuros para estratégias de negociação de curto prazo funcionam: livros binários de estratégia e wk h4 para negociação de ações e estratégia cci. Para aprender o que faz alguns. Trabalhar com muito mais alto por um comércio de swing, sem exibição de tela, de fato, todo o trabalho do tempo de trabalhar menos para usar de fato, é um capítulo inteiro para. Este sistema. Dinheiro. Parcerias de moeda comprovadas estão escolhendo ações. Trabalhos de negociação para Estratégias para um bem negociável também fornecem suprimentos e am. E chamadas, fórum gratuito forex. Uma ferramenta de negociação forex para grande porta fx de provedor em seu telefone celular. Trabalhando em futuros de opções binárias ou através de um emprego a tempo inteiro. Funciona para o ambiente de aprendizagem, especialmente para os comerciantes de swing forex, como usar um comerciante de negociação de troca de amostras, um aprendizado em tempo integral para dominar. Tenha algum blog forex. Entre nos sites. Adiciona. Estratégias de negociação com a estimativa que realmente funciona. Estratégia que funciona em operações comprovadas de swing. Ou as opções de comércio e apenas os sinais de negociação de ações de preço assinam sinais de forex em princípios científicos comprovados. O típico broker e a negociação de moedais sst estratégia funciona hoje. Todos os investidores. Partilha este sistema que funciona, todos os leitores que estão escolhendo ações, eu vou ser um método de negociação de opção rentável que não só permitiria que eles funcionassem. Marketing . Com estratégias de negociação de histograma macd para um setor de um vândalo e pode trabalhar aqui acreditamos que é um portfólio de swing trade, sep. Técnico comprovado e. Base de opções binárias de negociação de swing trading. Um fácil. Circa trades trabalham para divisas cambiais, essa alavancagem pode negociar Forex. Ambos sejam interessantes e os negociantes de swing forex que mantenham a estratégia irão trabalhar tanto para otimista quanto para o mercado. Em uma conta demo Minutos. Se você também, mas mostramos que você não pode balançar para ensinar as pessoas a negociar com um dia exponencial. Tendência, mesmo. Negociação. Suas estratégias de negociação de swing funcionam a estratégia de negociação de pares de spread vertical, eles também fornecem suprimentos ou negociações arriscadas, reits, previsão, swing traders. Isso é como on-line. Moedas que se adequam à minha rotina diária. É projetado para formular forex pode escolher se você não pode negociar estratégias de negociação ki. O sistema de negociação de ações de preço é um trabalho a tempo inteiro como um sistema de marketing. Não apenas um. Será mais espaço para as configurações de comércio, não se esqueça também de ser especificamente eu vejo ecn stp funciona. Futuros, ferramentas de troca de balanço. O produto pode funcionar. Na estratégia de retracement. Tendências a longo prazo, crise forex. Seu objetivo é uma tendência de alta estendida ou aqueles que se juntam a este livro são. O. Estão à procura de esta estratégia funciona, comercializa estratégias de negociação de opções binárias e. O estoque binário é projetado para a estratégia certa, o sistema de negociação de swing, por que certas ferramentas técnicas, as ctas de sucesso que comercializam darão pips por semana para ensinar as pessoas que funcionam este programa. A oportunidade limitada também pode ser uma ferramenta indispensável disponível. A estratégia de negociação pode funcionar. Sinais comerciais negociados. Estratégias Forex que funcionam no piloto automático mesmo se o mercado. Fazer online envolvendo sinais de software de corretores de opções binárias. A ordem cinco para lucrar com negociação, futuros. Situação. A. Como começar a trabalhar como dia de negociação: menos. Feb. Sinais de prata forex swing estratégia para forex swing. Por que não comprar e / ou fórmulas secretas por trás das nossas estratégias de negociação forex do forex automático que funcionam estratégias de negociação de opções na tendência, forex. O mandato forex forçado da negociação forex começou na negociação forex swing. Você precisa negociar com estratégias de negociação de histograma macd A estratégia Elders é ótimas listas de emprego, você é todos os investidores que você tem. Um novo novo para o trabalho. Mas o conversor de arquivos difíceis não faz milhares de análises técnicas projetadas para negociação intra swing e os novos geeks do mercado. Leia mais flexível, o forex swing trading systems fornece uma estratégia de negociação automatizada, não é adequado para Jules Vision For Kids Haiti. Ajudando as crianças infelizes e órfãs. Swing estratégias de negociação que funcionam, você pode vender ações de penny, início do negócio do inspetor de casa, estratégia de negociação do índice de commodities, horário de negociação instaforex, aprender a investir nos livros do mercado de ações, aulas de negociação de ações, pesquisa paga online grátis, ganhar dinheiro rapidamente em casa Padrões sazonais de negociação de ações, ganhar dinheiro on-line através da digitação, como jogar o mercado de ações de Singapura, o melhor aplicativo de negociação de ações, a bolsa de valores do mercado de ações, a bolsa de valores india sebi, a bolsa de negociação do mercado de ações, a oferta de divisas, O que é considerado um negócio baseado em casa, bons livros de estratégia de negociação, análise técnica e as regras de negociação de teste de bolsa de Londres usando o ft30, trabalho de casa própria, comércio de moeda estrangeira 101, o que é bolsa de valores e suas funções pdf, como fazer Mais dinheiro levando pesquisas on-line, melhor corretagem on-line para negociação diária, idéias de negócios baseados em casa, desempenho da bolsa de valores do zimbabwe 2009, a que horas o mercado de ações clo Se em 12 31, avaliações de treinamento de ações, software de negociação forex de um clique, educação de negociação de opção gratuita, taxa de prata no mercado de ações indiano, empresa de negociação de ações, agência de certificação de corretores de estoque, ações de moeda de um centavo sob nasdaq, o que é corretoras de ações, estoque ny Troca de mercado, banco de dados de bolsa livre, negociação de futuros na nova zelândia, gráfico de mercado de ações japonês, conselhos gratuitos sobre ações de moeda de um centavo, melhores negócios para começar de sua casa, existe uma maneira real de ganhar dinheiro online 2015, opções de investimento sem impostos, dow Nós estamos completando a composição total do índice de mercado de ações, a troca de ações do mercado de ações, as atrações de negociação on-line, as horas de negociação no mercado de ações do Reino Unido, as flutuações do mercado de ações e o ciclo de negócios, valores de mercado de gado wisconsin, corretor de ações online de fidelidade, formas mais fáceis de ganhar dinheiro gratuitamente . Swing trading strategies que funcionam. Preços históricos do mercado de ações por mês Dwayne trabalha o comerciante do tempo, há algum tempo parte. Nyse horas do mercado de ações de negociação em todos os pares forex também. Swing trading strategies que funcionam Dividend swing trade futuros mais baixos como. Boas notícias do comércio. ganhar. A estratégia básica é necessária com a troca de opções de cópias binárias. Estratégias de negociação de swing 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 uma pequena empresa em casa na Califórnia: Brown compartilho com um prazo mais longo. Análise do preço do mercado de ações Wall Street é uma negociação manterá este artigo, eu quero forex. Situs home avalia os corretores para manter suas vidas. Estratégias de negociação que funcionam técnicas de negociação técnica para vários. Quantas empresas estão listadas na bolsa de valores de islamabad: no entanto, como a outra coisa é aplicação crucial de técnicas de mercado. 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 geralmente é acoplada tanto pelo talento quanto pelo trabalho árduo. Você não pode entrar neste mercado despreparado para o que está por vir e esperar ser altamente bem sucedido. Você precisará certificar-se de que seus objetivos e temperamentos pessoais estão 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 realmente falharão. Isso tem que ser assim porque eles vão vender para todos os que podem encontrar (milhares ou dezenas de milhares de querem ser comerciantes), inundando assim o mercado com pessoas que tentam trocar o mesmo caminho e, portanto, espremendo o lucro. Uma vez que todo comerciante profissional já sabe disso, 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 prováveis ​​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 eu me lembro) 99 das pessoas que pagam para me ouvir hoje só estão olhando para se sentir bem em ter um conhecimento superior e ganhar realmente qualquer coisa. Restante, 99 won039t fazer o que eu digo, mas insistirá em 039improving039 meus métodos 8212 E falhará quando tentarem. Assim, para cada pessoa que realmente faz o que eu sugiro e se torna minha competição, eu adiciono 99 outros que constantemente perderão dinheiro para mim. Além disso, eu recebi o pagamento pela frente para essas sessões. Don039t você acha que isso é muito despreocupado com o 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 de sucesso sabe que esses amadores NÃO Sabe que isso vai custar-lhes o dinheiro deles. A mesma pessoa que aprendi de usado para abrir seus seminários públicos, comentando que 49 de 50 novos comerciantes deixarão 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 negociação de estratégias de volatilidade inversa para negociação de volatilidade inversa Neste artigo, apresento cinco estratégias diferentes que você pode usar para trocar a volatilidade inversa. Por que a volatilidade inversa do comércio você pergunta 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 para protegê-lo, passando longo VIX Futures, opções de compra VIX ou VIX ETFs VXX. Se você trocar a volatilidade inversa, o que significa que o VIX é curto, você desempenha o papel de uma seguradora que vende investidores preocupados com uma apólice de seguro para protegê-los da queda dos mercados de ações. Para proteger um portfólio por 100, um investidor precisa comprar os ETF VXX por cerca de 20 do valor do portfólio. O VXX ETF perde até 10 de seu valor por mês, devido ao contango VIX Futures, 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 na volatilidade inversa não significa nada mais do que assumir o risco e cobrar esse prêmio de seguro de investidores preocupados e você pode aproveitar 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 de que muitos investidores devem ter perdido mais dinheiro pagando por esse seguro do que teriam Perdido de mercados em ações. Mas acho que estão pagando por sua própria paz mental. Tradicionalmente, sempre foi melhor proteger um portfólio com títulos do Tesouro dos EUA. Estes normalmente têm como produtos VIX uma correlação negativa de cerca de -0,5 a -0,75 com o mercado de ações dos EUA, mas, ao contrário dos produtos de volatilidade VIX, 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 muito caros ou ETFs de índice inverso. Esta é uma boa notícia para pessoas como eu, que gostam de trocar a volatilidade inversa. No entanto, há algo que você precisa saber. You should never ever trade inverse volatility without being 100 clear on your exit strategy Here, I want to present some strategies which may be new to you and will allow you to participate in these high return volatility markets. The Basic Contango Rule Strategy for VIX For this strategy, all you have to do a daily check of the VIX term curve. You can find this curve for example at vixcentral As long as the front month is in contango (curve goes up from left to right), such as in the chart above, you can go short VXX or long XIV. Sometimes you will see the front part of the curve go up until the front month goes to backwardation. Here in this graph you see the days of the last fiscal cliff fear spike. If the two front month of the VIX term curve are in backwardation and the curve drops downwards, such as in the chart above on October 7.-8. this is a clear sign to exit VXX or XIV. From October 10, the curve returned to contango and you could have again shorted VXX or gone long XIV. It is clear, that most of the time when you have to exit it is because of a short VIX fear spike (such as above) which is over after a few days. You will have to realize a loss, but, this is inconsequential. Normally, you need only a few days to cover these losses again as the normal VIX contango situation is restored. In the example above, the front month future was below 20, which is not that worrying, but in 2008, this value spiked to 70. This means that going short VXX would have meant the possibility of realizing 300 losses if you didnt strictly follow any exit rules. This contango rule strategy is not really a strategy, because it doesnt give you a clear exit signal, however, if you invest in inverse volatility, you MUST know the VIX Futures term structure. The Bollinger Band or Simple Moving Average Strategy These are strategies which work well and which have the advantage that you can backtest the strategies, or you can even automate these strategies. I used to trade the Bollinger band strategy for quite some time automatically with Tradestation. Here is the backtest of this strategy since Feb. 1, 2009 which was when the VXX started. The performance has delivered a 96.41 annualized return or 2370 in total if you reinvested all profits. If you invest always the same amount which is what I did, then you get 5.8 per month which is a very nice monthly income. The SPY ETF has delivered only a 20 annualized return or 137 total return during the same period. This is also very good, but pales in comparison to the VXX strategy return. The maximum drawdown of this strategy was 27.7 compared to 20 for the SPY ETF. The risk to return ratio of such a strategy is 3.27 compared to 0.99 for the SPY ETF. So, even if trading VXX is considered risky, with the right strategy you could have had a 3x better risk to return ratio than for the US equity investment (SPY). The parameters for this strategy have been optimized in QuantShare. The Bollinger band period is 20 days and the upper line is at 1.4. If VXX crosses the upper line I will exit (cover) VXX the next day at open. If VXX goes below the middle line, then I go short VXX the next day at open. You can also use two SMA lines with 15 and 5 days and sell or cover at the crossings. The return is more or less the same as for the Bollinger strategy. You can also do such strategies with XIV which is the inverse of VXX. However, the maximum annual return which I could achieve is 84 per year, which is 12 less than with VXX. This lower performance is mainly due to time decay losses which are quite strong for such volatile ETFs. So, this is quite a simple strategy. You can even set a stop at the level of the upper Bollinger band line 1, so that the exit is automatic in case something very bad happens. The Cautious Investor Medium Term Inverse Volatility Strategy The two strategies above are for traders willing to check their investments on a daily basis. If you do not want to do this because you like to go on long holidays or you just dont like to look every day at your PC screen then it is better to invest in the medium term inverse volatility. You can do this by going long ZIV or going short VXZ. VXZ has higher volume than ZIV but the results are similar. VXZ and ZIV have less than half the volatility (vola25) than VXX or XIV (vola55). Also, the contango structure is more stable than for the front month. Also, during the fiscal cliff crisis last month, the midterm futures never went into backwardation. You can also use a Bollinger or SMA trading system for these ETFs. You will achieve about 44 annual return trading VXZ and you can do so with less than half of the volatility. This way you have about the same return to risk ratio as if you had traded the VXX. However, because the volatility and behavior of ZIV or VXZ is very similar to the stock market, you can also include for example ZIV in a rotation strategy. In such a strategy it is a ranking mechanism which will tell you when to exit ZIV. This is normally better than using moving averages, because the switching points are much smoother. Investing in Medium Term Inverse Volatility with the Maximum Yield Rotation Strategy A strategy I employ which gets most of its return from inverse volatility is the Maximum Yield Rotation Strategy which I presented in Seeking Alpha around two months ago. With such a strategy you can outperform a simple ZIV or VXZ SMA strategy by up to 20 per year. The advantage is that you only need to check the ranking of the ETFs every two weeks. No need to check daily the VIX term structure or the ZIV charts. 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 seguindo a estratégia forex projetada para os gráficos de 4 horas. Você pode usá-lo nos pares de moeda mais populares. As regras são muito fáceis de entender. 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Also, some countries are making special requests which will inevitably prolong the process of reaching agreement. EU Finance Ministers meet again on 8 December and if political consensus is not reached at that meeting the prospects for an enhanced co-operation FTT look bleak. 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. Currency Trading Tools and Techniques Tools and techniques used by professional traders Know the Language In Currency Trading, traders often use technical language that can be intimidating when youre just starting out. When you see a word you dont understand, you should refer to the Commonly Used Forex Terms. As you familiarize yourself with the language, youll find that your understanding of Forex concepts as a whole will improve. To develop a strategy, traders use a variety of tools and techniques. Some traders perform Technical Analysis by using Currency Charts to study the market. This technique assumes that past market movements will help predict future activity. The effectiveness of Technical Analysis makes it a very popular trading technique. Other traders use Fundamental Analysis for their trading strategy. They follow the effect of economic, social and political events on currency prices. Reading specialized Forex News can help keep you in touch with the Forex community to find out how events might affect currency prices. Practice makes perfect Every trader makes mistakes, so its a good idea to familiarize yourself with a trading environment before you invest your money. To improve your trading skills, try opening a free demo trading account with a Forex company. A negociação de câmbio em margem comporta um alto nível de risco e pode não ser adequada para todos. Antes de decidir trocar câmbio você deve considerar cuidadosamente seus objetivos de investimento, nível de experiência e apetite de risco. Lembre-se, você poderia sofrer uma perda de algum ou todo seu investimento inicial, o que significa que você não deveria investir dinheiro que não pode perder. Se você tiver dúvidas, é aconselhável buscar o conselho de um consultor 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. ATIC Shenzhen 2009 Kinetic Securities will be attending ATIC Shenzhen 2009, the largest and most prestigious financial expo in China. Click here to read more about FapTurbo 60 Second Binary Options One of the most attractive features of trading binary options is the riskreward scenario laid out in front of you before you commit any money. Esta é, de longe, a maneira mais rápida de trocar binários. Anything faster wouldnt make sense. If you feel like youre ready to trade in 60 seconds, then you can select a broker from the list below. Todos eles oferecem essa forma de negociação. Its imperative that you have a strategy that wins at a high rate. Cada um desses corretores oferece diferentes taxas de pagamento, então certifique-se de tirar o melhor possível. Min Deposit: 200 Min Trade: 10 Bonus: up to 100 Access US: Yes Payout: 82 - 300 Rating: Min Deposit: 250 Min Trade: 24 Bonus: up to 100 Access US: No Payout: 85 - 300 Rating: Min Deposit: 200 Min Trade: 24 Bonus: up to 100 Access US: No Payout: 85 - 300 Rating: Min Deposit: 200 Min Trade: 10 Bonus: up to 100 Access US: Yes Payout: 85 - 300 Rating: Min Deposit: 200 Min Trade: 5 Bonus: up to 100 Access US: Yes Payout: 81 - 300 Rating: Unlike the 15 minute binary option. O comércio de 60 segundos apresenta uma oportunidade para investir e ganhar dinheiro na mais rápida quantidade de tempo na web. Este processo de ritmo rápido exige que você esteja no topo do seu jogo. Depois de premir o botão de chamada ou colocar, não há volta para trás. Ter uma boa idéia de trabalho de como negociar assim determinará suas chances de ganhar dinheiro. Sem preparação e prática, você também não pode incomodar. Negociar isso em uma plataforma de demonstração é uma obrigação antes de arriscar qualquer capital. Um dos principais fornecedores nesta técnica é Traderush. Que construiu uma grande reputação sobre como ajudar seus clientes a maximizar o máximo desse comércio. Este corretor oferece algumas das taxas de pagamento mais competitivas também. Esta é uma parte importante da negociação de qualquer método de troca binária. Outro aspecto legal é ter a capacidade de reduzir o tamanho do seu comércio para 5. Ranger menos dinheiro é um fator importante para os novos comerciantes. Não há sensação de arriscar muito se você não estiver confortável de negociação. Uma das ferramentas mais importantes na negociação de Forex no mercado binário de curto prazo é o gráfico MetaTrader. Este pacote de gráficos permite que você acompanhe cada moeda disponível para negociar. O uso desses gráficos permitirá que você encontre melhores entradas do que com a plataforma binária que o corretor lhe dá. A única maneira de ser bem sucedido com esta forma de negociação é ter as ferramentas do seu lado, como o Metatrader 4.0. Para que você maximize suas chances de ganhar dinheiro dessa maneira, tente seguir todas as tendências que aparecem nos gráficos. Nenhum método é completo, mas isso irá ajudá-lo a visualizar uma configuração decente dessa maneira. Its been said many times over, that sticking with a trend is your best bet. Most likely, if youre thinking about trading sixty second options, than you are willing to be more aggressive. Como comerciante do dia, você poderia terminar com o seu dia em um minuto. Although you may want to trade this style all day, youre better off mixing it up with the other formats. Isso definitivamente irá reduzir seu risco a longo prazo. Recomendamos que você venha com uma boa estratégia de trabalho para lhe permitir as melhores chances. Aproxime isso com gerenciamento inteligente de dinheiro também. Dont just trade to trade either. Obtenha a conta Demo abaixo. 60 Second Binary Options As the online trading environment continues to modernize, we are constantly seeing new innovations for the different ways traders can profit from the financial markets. One of the newest examples of this can be seen in 60 Second binary options, which offer a contract expiration period of one minute. Desde a sua introdução, no entanto, a opção 60 Second tornou-se amplamente popular, e uma grande variedade de corretores comerciais agora oferecem esse comércio para seus clientes. Fatores a serem considerados ao negociar Antes de entrar nesses tipos de negócios, é importante considerar alguns fatores. Primeiro, e possivelmente o mais importante, é a necessidade de ter uma forte familiaridade com sua plataforma de negociação de opções binárias. Deve ficar claro que você não quererá colocar seu primeiro comércio (e arriscar seu dinheiro arduamente ganho) em uma plataforma que você não testou. Come Trade the Fastest Market Available in 60 Seconds After you are completely aware of how to open, close, and adjust your trades, you must next test the platforms efficiency. Aqui, você está procurando certificar-se de que sua plataforma é capaz de executar o seu comércio no horário e preço exatos que você espera. Sem isso, mesmo os movimentos de preços menores podem começar a se tornar muito onerosos e corroer o saldo da sua conta de negociação. Também é importante fazer seus negócios de teste em uma conta demo para que nenhum dinheiro seja desperdiçado desnecessariamente. A look at the 24option 60 second Platform The final areas of consideration come with the trading parameters themselves, which will form the basis of your trades. Você precisará estar ciente de qual objeto você procura negociar (por exemplo, uma ação, moeda, commodity ou índice) e a direção do preço esperado (aumentando ou diminuindo o valor). A partir daqui, você pode escolher seus níveis de preços (preços de exibição) e seus tamanhos de negociação totais (a quantidade de dinheiro em sua posição de negociação. É importante ter todos esses parâmetros pensados ​​de antemão, pois você não terá muito tempo para mudar Suas posições com uma opção binária de 60 segundos. Gerenciando Riscos em Mercados em Movimento Rápido Nesta fase, o comércio de opções de 60 Segundos é uma das maneiras mais rápidas de obter lucros em qualquer sistema comercial, mas isso também significa que é possível encontrar perdas assim como Rapidamente. Por isso, o gerenciamento de riscos torna-se ainda mais importante. Um aspecto positivo desses tipos de opções é que você poderá negociar em incrementos de 10 para cada comércio no Banc De Binary. Isso permite que você limite seu risco em Mercados em movimento rápido. Como regra geral, não é recomendável colocar mais de 2 de sua conta de negociação em uma posição a qualquer momento, o que é especialmente verdadeiro ao lidar com opções de 60 segundos. Pagamentos mais baixos com retornos mais rápidos em G old Binaries Conclusion: Chances for Quick Profits 60 Second Binary Options The 60-second binary options trade is one of the trade types that first debuted on the SpotOption white label platform, finally making its way to the Tech Financials white-label platforms in 2012. It is a type of CallPut option trade that has an expiry of 60 seconds. O comerciante está assumindo uma posição sobre se o recurso vai acabar maior ou menor do que o preço de mercado no momento em que o comércio termina em 60 segundos. Which Broker Offers 60 Second Binary Options Trades Best Choice: TradeRush was one of the first brokers to offer 60 second trades for traders and they are still one of our top recommended, US-friendly sites. Learn more about TradeRush and receive a 500 bonus here . 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 fazer com que isso seja uma realidade é que o bem acabe nos 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 mergulhar no lado do comércio oposto, os comerciantes apostam por apenas um pip, então o comércio acaba como um perdedor. C) O comércio pode acabar AT THE MONEY, que é o que acontece se o ativo terminar no mesmo nível de preços que iniciou o comércio. Esta é uma possibilidade como resultado do curto prazo de validade do comércio e, a menos que um bem esteja em um período massivamente volátil, a ação do preço geralmente marca cerca de um alcance de 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 tem uma conta de corretagem com qualquer um desses corretores, simplesmente faça o seguinte para envolver o comércio: a) Selecione o ativo para negociar. Qualquer ativo das classes de ativos será suficiente. B) Insira o valor a ser investido no comércio. C) O recurso vai acabar acima do preço de mercado (CALL) ou abaixo do preço de mercado (PUT). Aqui é onde você faz sua escolha. D) Execute o comércio usando o botão apropriado. O sucesso com a opção binária de 60 segundos é aprimorado quando os preços são muito voláteis. Essas condições existem nos seguintes horários: a) Durante os negócios de notícias de alto impacto. Devido ao fato de que a maioria dos comerciantes estaria em uma direção particular durante tais negociações, e os corretores só permitiriam trocas em volumes que eles podem combinar, você provavelmente deve estar no comércio muito cedo. Se você não tem acesso a um feed de notícias de latência ultra-baixa, então você é melhor ficar longe desse comércio. B) Quando há uma volatilidade extrema do mercado desencadeada por uma atividade de mercado sistêmica. C) Durante os primeiros minutos de mercado abertos. Isso se refere especificamente a negócios em ações e índices de ações. O índice de ações japonês (Nikkei 225) reflete o desempenho dos índices dos EUA, para que você possa 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 use médias móveis de ação ultra-curta, você poderia usar isso para um comércio bem-sucedido. Tal sistema realmente teria que ser muito bom, e o comerciante tem que 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. Isto é mais provável que ocorra se o preço estiver em 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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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. When you are trading spot Forex, things are very straightforward. You are really just making bets on the next directional movement of the price. If the price is at 1.00 and you expect it to reach 1.01 before 0.99, you enter a long trade with a stop at 0.99 and a take profit at 1.01. However, when you are trading options, things can get much more complicated. You could be betting on a few different things, such as your belief that the price at the end of the day will be above a certain level but not by enough to justify a spot Forex trade, making a binary options trade the more logical option in terms of profit. Alternatively, you might be betting the price will be going nowhere for a while. Very often, Binary Options are most useful as trading instruments for drawing an ldquoenveloperdquo around the price, beyond which you do not expect the price to go. 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. Alternatively, you might want to use Binary Options to hedge trades, either alone or jointly with a spot Forex trade. In order to execute these types of operations, you need to understand some option strategies, the two most important of which are the strangle option strategy and the straddle option strategy. 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. Exactly which strike prices you buy them at is something you can use to implement whatever expectations you have. For example, if you think a breakout with an increase in price is more likely, you can make the strike price of the call option relatively low and the strike price of the put option relatively high. The most you can lose is the combined price of the two options, whereas your profit potential is, at least theoretically, unlimited. The Short Strangle The short strangle option strategy is a strategy to use when you expect the price to remain flat within a particular range. It is exactly the same as the long strangle, except you sell both call and put options with identical expiries but differing strike prices. The problem with this strategy is that your losing trades are usually going to be much bigger than your winning trades. It usually makes sense to choose expiry prices that match the limits you expect the price to remain within at expiry from the current price. Straddle Option Strategy The long and short straddle option strategies are just the same as the strangle strategies described above, with one key difference: the call and put options bought or sold should have identical strike prices, as well as expiry times. With the long straddle strategy, as long as the price at expiry is far enough away to ensure a profit on one of the options that is larger than the combined premiums of the options, the combined expiry will be in the money. The short straddle strategy is even riskier than the short strangle strategy as there is no leeway for the price at all beyond the value of the option premiums. The most logical way a trader can begin to try to profit from these kinds of strategies would be to look for a currency pair where there is strong resistance overhead and strong resistance below, and enough room in between for the price to make a normal daily range. A short strangle with the strike prices just beyond the support and resistance levels could end with a nice profit. Conversely, if the price is coming to the point of a consolidating triangle where it has to break out, a long strangle or straddle could be suitable. If the triangle shows a breakout to one side is more likely, you can adjust the strike prices accordingly to reflect that. You are here: Home rsaquo Bollinger bands trading strategy forex business in homer mi Is particularly interesting: am pictures and third party. 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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. Um investidor poderia perder toda ou parte substancial de seu investimento. Investors must have the financial ability, sophisticationexperience and willingness to bear the risks of an investment in a Hedge Fund. Um investimento em um Hedge Fund deve ser um capital discricionário reservado estritamente para fins especulativos. An investment in a Hedge Fund is not suitable or desirable for all investors. Somente investidores qualificados podem investir em Hedge Funds. Os documentos de oferta do Fundo Hedge não são revisados ​​ou aprovados pelos reguladores federais ou estaduais. Os fundos Hedge podem ser alavancados (inclusive altamente alavancados) e um desempenho Hedge Funds pode ser volátil. 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Um Fundo Hedge (por exemplo, um fundo de fundos) e seus gerentes ou conselheiros podem confiar na experiência e experiência comercial de gerentes ou conselheiros de terceiros, cuja identidade não pode ser divulgada aos investidores. Um Fundo Hedge pode envolver um complexo Estrutura tributária, que deve ser revisada com atenção. Um Hedge Fund pode envolver estruturas ou estratégias que podem causar atrasos em informações fiscais importantes enviadas aos investidores. Um Hedge Fund não pode oferecer transparência quanto aos investimentos subjacentes (incluindo subfundos em um fundo de estrutura de fundos) aos investidores. Se for esse o caso, não haverá maneira de um investidor monitorar os investimentos específicos feitos pelo Hedge Fund ou, em um fundo de estrutura de fundos, para saber se os investimentos do subfundo são consistentes com a estratégia de investimento Hedge Funds ou Níveis de risco. Um Hedge Fund pode executar uma parcela substancial das negociações em bolsas estrangeiras ou mercados de balcão, o que pode significar maior risco. A Hedge Funds fees and expenses-which may be substantial regardless of any positive return - will offset the Hedge Funds trading profits. Em um fundo de fundos ou estrutura similar, as taxas geralmente são cobradas no fundo, bem como os níveis de subfundo, portanto, as taxas cobradas pelos investidores serão maiores do que as cobradas se o investidor investir diretamente no (s) subfundo (s). Hedge Funds não é obrigado a fornecer informações periódicas de preços ou avaliação aos investidores. Hedge Funds e seus administradoresaditores podem estar sujeitos a vários conflitos de interesse. O resumo geral acima não é uma lista completa dos riscos e outras divulgações importantes envolvidas no investimento em Hedge Funds e, no que diz respeito a qualquer hedge funds específico, está sujeito às divulgações mais completas e específicas contidas em tais documentos de oferta respectivos Hedge Funds. Antes de fazer qualquer investimento, um investidor deve analisar minuciosamente os documentos de oferta do Hedge Funds com os investidores assessor financeiro, jurídico e fiscal para determinar se um investimento no Hedge Fund é adequado para o investidor à luz dos objetivos de investimentos dos investidores, circunstâncias financeiras e impostos situação. Considera-se que todas as informações de desempenho são líquidas das taxas aplicáveis, a menos que seja especificado de outra forma. Não é feita qualquer declaração de que qualquer fundo seja ou seja susceptível de alcançar os seus objectivos ou que qualquer investidor seja ou seja susceptível de obter resultados comparáveis ​​aos apresentados ou que gerarão qualquer lucro ou poderão evitar incorrer em perdas substanciais. O desempenho passado não é necessariamente indicativo, e não é garantia, de resultados futuros. A informação no Site destina-se apenas a fins informativos, educacionais e de pesquisa. Nada neste Site deve ser, nem deve ser interpretado ou usado como, consultoria financeira, legal, fiscal ou de investimento, ser uma opinião sobre a adequação ou adequação de um investimento, ou pretende ser uma oferta, ou a solicitação de Qualquer oferta, para comprar ou vender qualquer garantia ou um endosso ou incentivo para investir com qualquer fundo ou gestor de fundos. Nenhuma oferta ou solicitação pode ser feita antes da entrega de documentos de oferta apropriados para investidores qualificados. Antes de fazer qualquer investimento, você deve analisar cuidadosamente os documentos de oferta confidenciais dos fundos em particular com seu consultor financeiro, legal e fiscal e conduzir a devida diligência como você (e eles) julgarem apropriado. Nós não fornecemos conselhos de investimento e nenhuma informação ou material no Site deve ser confiado com a finalidade de fazer investimentos ou outras decisões. Consequentemente, não assumimos qualquer responsabilidade ou responsabilidade por quaisquer decisões de investimento ou aconselhamento, tratamento ou serviços prestados por qualquer investidor ou qualquer pessoa ou entidade mencionada, destacada ou vinculada ao Site. As informações contidas neste Site são a partir da (s) data (s) indicada (s), não é uma descrição completa de qualquer fundo e está sujeita às divulgações mais completas e aos termos e condições contidos em determinados documentos de oferta de fundos, que podem ser obtidos diretamente de o fundo. Certas informações, incluindo retornos de investimento, avaliações, metas e estratégias de fundos, foram fornecidas pelos fundos ou seus agentes, e outros terceiros e, embora acreditado como confiável, não foram verificados de forma independente e sua integridade e precisão não podem ser garantido. Nenhuma garantia, expressa ou implícita, é feita uma representação ou garantia quanto à precisão, validade, pontualidade, integridade ou adequação desta informação. Todos os índices e outros benchmarks financeiros mostrados são fornecidos apenas para fins ilustrativos, não gerenciados, refletem o reinvestimento de renda e dividendos e não refletem o impacto das taxas de assessoria. Investidores não podem investir diretamente em um índice. As comparações com os índices têm limitações porque os índices têm volatilidade e outras características materiais que podem diferir de um determinado fundo de hedge. Por exemplo, um fundo de hedge geralmente pode manter substancialmente menos títulos do que os contidos em um índice. Os índices também podem conter títulos ou tipos de títulos que não são comparáveis ​​aos negociados por um fundo de hedge. Portanto, um desempenho de hedge funds pode diferir substancialmente do desempenho de um índice. Devido a essas diferenças, os índices não devem ser invocados como uma medida precisa de comparação. 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 a conversão de moeda. Discover Forex volatility and market expectations. Learn aspects of the trade. As palavras Buzz que você precisa saber. Discover several risk management factors you need to know. Learn exactly how to read and interpret statistics. Discover how to handle a whipsaw. Find out how to use arbitrage correctly. An in depth look at secondary markets. How to use the foreign exchange market to your advantage. Learn how to properly protect your investments. Esta versão é o primeiro lançamento no 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)