CanOz's intermittent and sporadic trades

[Quant]

View attachment 70928 Copper has blasted through our sell zone and with the auction changing that much we'll look for buyers at the retest level....

Seasonal for you Canoz fwiw . No idea if its of any use tbh but it does help with some instruments ( spi/xjo ) ..

 

[CanOz]

Long yen, long CL, short nq just below the rth vwap into the aapl announcement...now resting the session low from below. Was long copper but that at breakeven. Yen trades have been good to me all week, short then flipped. Watching zb now for a break higher as well.

 

[CanOz]

View attachment 70951 recent 6j trades....short again...View attachment 70950

 

[CanOz]

Gold, still the Red headed step child....not in it either....

 

[CanOz]

Bund getting bashed as well, short from 161.69

 

[CanOz]

CL, short again from 47.59, starting to look like a technical bear market in CL

 

[CanOz]

Risk on....plenty to go around!

 

[CanOz]

Nice little heat map trade here, a large offer keeping a lid on the market, i was thinking if he gets hit he'll need to cover, take 2 just in case it runs...it didn't in this case but got a few ticks from the 1st contract and broke even on the second. Bought another at the retest as we saw some big offers above the market that we might be gunning for....

Also got a spread on at the moment, short 1 DAX and long 2 ES.

 

[CanOz]

Copper shorts the last coupla days....View attachment 70967

 

[CanOz]

Short dax long es starting to work.

 

[CanOz]

Wow, overnight commodities continued to get flogged, some great volatility in the currencies as well. That's the advantage of trading multiple cross assets, there's got to be volatility somewhere...

 

[CanOz]

The VIX, GOLD and Fear....playing around looking for a regime filter for my swing trading....Some nice signals after a spike in the VIX, the vol crush is a good GC short....

 

[CanOz]

The Vix and the junk bond ETF, JNK

Watch JNK, not the VIX for clues to volatility

 

[CanOz]

The US indices and JNK....there are some decent index spreads about now....

 

[Quant]

The Vix and the junk bond ETF, JNKView attachment 71094

Watch JNK, not the VIX for clues to volatility

junk to treasury bond spread is a good tell risk on/off , never thought to look at etf , will check it out . Just had a look at my SPX volatility model and its at a rare setup , close to 40 year lows 10 week range SPX , much the same 10 day range and extreme low atr daily completes the set . Generally a solid sign its safe to fade SPX pops aggressively for a few weeks . I been crushing XJO pops all May so far

 

[CanOz]

JNK with an ATR....

 

[CanOz]

pfffft....Saturday night and we're comparing regime themes....lol

Whose passionate about trading?

 

[Quant]

pfffft....Saturday night and we're comparing regime themes....lol

Whose passionate about trading?

nice and quiet , no markets open , great time to get serious research done imo , I write my best code in these times , no interruptions , good continuity in thought process and yeah I am pretty passionate , world domination is hard work

 

[CanOz]

nice and quiet , no markets open , great time to get serious research done imo , I write my best code in these times , no interruptions , good continuity in thought process and yeah I am pretty passionate , world domination is hard work

Hows the coding going?

I like it if i find some quiet time during the weekend to look at the regime...really helps with context.

I'm finding hard though to be too bearish as i feel everyone must be feeling sceptical of this massive dislocation between speculative/tech and the Spy/Dia ...the vix says complacent, credit is flat, coiled....

 

[CanOz]

Credit is flat, price wise. Just shake my head at the Q's