En el negro! El regreso para el mes fue 1.03%. No es una ganancia enorme, Reconozco, pero una victoria es una victoria.
Rendimiento no realmente ir a cualquier parte de este mes. Hemos flotado 2% por encima y 2% por debajo de cero la mayoría del tiempo.
Vino de QB yenes en otra vez en una pérdida menor -0.61%.
Estoy un poco decepcionado con la actuación del QB yenes hasta ahora. Nada parece malo que no sea mal momento encender de mi parte. Es todavía difícil de aceptar en la barbilla para 5 meses de funcionamiento, aunque.
El seto
Yo manualmente cubierto la cartera este mes comprando USDCNH en un retroceso de todo el caos. La cartera tomó duro cuando el yuan fue aflojado para arriba. Pensé que cualquier volatilidad adicional probablemente se derivan de debilidad USDCNH.
Los chinos están interviniendo activamente en su moneda. Como todos sabemos del GBP en la década de 1990 y el CHF este año, trabajo de las intervenciones hasta que no lo hacen. El principal punto de preocupación para mí es el costo de conversión. Es bastante caro mantener la posición.
Lo que me hace con que el comercio es que no hay posibilidad de cura milagrosamente de China. Está en deuda hasta su cuello – todo, desde empresas hasta gobiernos regionales. Y mientras China no quiere que el yuan para devaluar demasiado rápido, absoluto lo último que querría es el Yuan aumente en valor.
No concibo del cualquier plausible escenario donde China logra volver a la 7-10% crecimiento anual del PIB que experimentó para 30 año. Demasiado caliente, demasiado rápido. Si tienes un escenario plausible en mente, luego escribe tus ideas en la sección de comentarios.
Actualizaciones de la estrategia
Me he prometido muchas actualizaciones a la estrategia en los últimos 6 los meses. Jingwei y yo hemos evaluado todos. Todos los cambios propuestos subieron muy por debajo de mis expectativas y así no se aplicaron en la cuenta.
I’m working with Jingwei, our actuary, to develop new trading systems. You’re going to learn the newest indicator in a few months.
Publicado por OneStepRemoved.com en El Jueves, Septiembre 17, 2015
The changes alluded to in the post are all different from QB Pro. I’ve flogged that strategy about as much as I can.
I feel good about QB Pro long term. Before anything potentially good happens in the account, sin embargo, I really need the Fed to get off the bench. Raising rates would be good for us because it should kick off a long term USD trend. Another round of QE would be the best thing for the strategy. I personally despise QE and think it’s a bad idea, but it would ignite a massive USD selloff. That’s the kind of market where QB Pro has done extraordinarily well in the past.
Here’s the US dollar index for the past year:
And for easy comparison, here’s the same QB Pro lifetime equity chart. Notice that performance peaked around mid-March and has been flat ever since.
Things should pick back up whenever the dollar picks a direction. I expect that to happen by year’s end. Nobody will believe the Fed if they punt one more time on a rate increase in December.
Mientras tanto, all of this research has given me the great epiphany that the strategy works best where pairs are trending. The portfolio is being rebalanced this month accordingly.
Ernest Lisle dice
I appreciate your input on trading forex especially scslping.Thank You
Shaun Overton dice
De nada, Ernesto. I’m happy to be helpful.
Paul Nelson dice
Shaun, you have to read my posting on facebook. Umm, you are not gonna believe it but I am testing the newest strategies that based on community outline on fxbook. ayer, I made 80% on winning trades based on your tactical strategies. Hoy, its 57%. Still I made monies. Ves, I left these trades open during the nite. European pairs and jpy, aud and nzd. there were no USD pairs were traded last nite. And now I am testing USD/MXN since MXN is 77% long and I am betting short against long position today.
I am working on a relatively new tactical move that based on COT report that usually comes out on Fridays. So I certainly will fire an email to you when it comes to combination of fxbook outlook community and COT report. possibly USD dollar index strategies.
Shaun Overton dice
Hola Paul, that’s excellent to hear. You’ll need a lot more data, but that is obviously an encouraging start.
Thank you for sharing your experience. No hace falta decir, I get a lot of encouragement when I hear about my traders winning!
guerg dice
Your performance remains a winner since it manage to keep its head above the water. The disappointing part is that any CFA can obtain this performance, and God knows they are the worst traders in the world (because they only rely on fundamental analysis). It is the same when one only rely on indicators; indicators are bad, período. No one has ever proven making money out of indicators only, all successful traders I know use their instinct, an instinct that only many years of experience and compiled datas and screenshots and manual analysis can achieve. Just as beginners, indicators to often fall in the myriad of traps they are on the graphics. The holy grail is in the eye of the trader, not on the cup. I hope my comments help you however. Good luck my friend.
Shaun Overton dice
Hi guerg,
I appreciate the intention behind the comment. No hace falta decir, I disagree. I assume the performance comment was about the month? While I do agree that anyone can achieve 1% in a month due to luck, I sincerely doubt that my overall equity curve is just lucky.
I’ll be hosting a webinar next month to discuss the strategy. While the execution is 100% algorítmico, the portfolio selection is not. I’m still a trader. The key difference is that I don’t have to babysit positions.