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.
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.
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...
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....
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
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
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
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....