Australian (ASX) Stock Market Forum

International Index Trading

FTSE update

mcq98o.jpg
 

Attachments

  • mcq98o.jpg
    mcq98o.jpg
    53.7 KB · Views: 26
Who here trades the HSI? I know TH does.

Some of the moves lately have been superb, last 5 days movement has been nearly 2000 ticks(chart below), pretty amazing stuff, compared to what I'm used to anyway, seems to be some fantastic entries too, seems really tradeable, have been dabbling with it on my paper account, good hours too.

TH, where do you find out the average daily range of a market? Is it possible to do a list of the markets with the biggest daily ADR to the smallest?
 

Attachments

  • movement.jpg
    movement.jpg
    128.4 KB · Views: 62
, seems to be some fantastic entries too, seems really tradeable, have been dabbling with it on my paper account, good hours too.

Yeah thats one way of looking at it, great range.

Or that the average minute range is 22 ticks, per minute :eek:. Thats $170 AUD. You going to be able to hold this sucker through a 2 min push offside?

For the range data get the data and put it in a excel spreadsheet. As I mentioned on my blog this is trading 101 stuff.
 
Hi Guys,

Can anybody out there explain the difference between the following ETF's, iShares DJ Euro Stoxx50 - IB ticker code EXW1, and iShares DJ Euro Stoxx50 LDRS - IB ticker code EUN2.

I'm doing my head in finding an appropriate contract to use for adjustment purposes on the highly liquid Euro stoxx50 cash settled index options.

I've already checked out the options on the iShares themselves but liquidity seemed non existant.

Shame there isn't something like SPY over in europe ( ETF with huge option activity), or maybe i'm not looking hard enough.
 
Hi Guys,

Can anybody out there explain the difference between the following ETF's, iShares DJ Euro Stoxx50 - IB ticker code EXW1, and iShares DJ Euro Stoxx50 LDRS - IB ticker code EUN2.

I'm doing my head in finding an appropriate contract to use for adjustment purposes on the highly liquid Euro stoxx50 cash settled index options.

I've already checked out the options on the iShares themselves but liquidity seemed non existant.

Shame there isn't something like SPY over in europe ( ETF with huge option activity), or maybe i'm not looking hard enough.

Isn't the second one incorporated in Ireland?
It is like comparing the SPY vs. iShares S&P500 listed on ASX

This maps out all the indices and its products
Maybe it will help
 

Attachments

  • exchange_traded_products.pdf
    703.5 KB · Views: 959
Hi mazza,

I dunno, i've printed out specs for both off IB, laid them side by side and everything looks identical except for the LDRS bit on EUN2,

I do recall coming across an iShares FTSE ETF which seemed to be incorporated in Ireland.

Guess i'll have to check it out further on monday when the markets reopen.
 
My apologies mazza,

Yep EUN2 is domiciled in Ireland and EXW1 in Germany, exchanges the same across both but i wonder why the two.

EDIT>>I gather it has something to do with investment laws in the UK, but for my purposes i gather that i should stick to the German version unless someone suggests otherwise.
 
I'm not sure what could be different, maybe fees or financial reporting requirements [IFRS vs. GAAP].

Looks like plenty of variations of ETF's and options available in the pdf I attached. If I am eyeballing correctly the FSTX futures are available but require CFTC approval.

EDIT: yeah you beat me to it about reporting requirements LOL
 
Thanks mazza,

I've printed out some facts sheets off the iShares site, now just got to enable German stocks and options.

If anyone has any info on adverse legal/taxation implications of trading on the German exchanges as an Aussie please fill me in.

EDIT>>The fact sheet states "German domiciled fund/For professional investors only" i'm now even more confused ( the bit about being a professional).

I think it's time to down some beer.
 
Yeah thats one way of looking at it, great range.

Or that the average minute range is 22 ticks, per minute :eek:. Thats $170 AUD. You going to be able to hold this sucker through a 2 min push offside?

Nah I've been trading the mini, MHI. I think its only about $1.60AUD a tick.
 
Nah I've been trading the mini, MHI. I think its only about $1.60AUD a tick.

Had a bit of a play on the HHI today. Not bad. Less range by about 30% but its actually good. Not so volatile.

Probably a good one to start on . With the HSI it can be a bit stressful if you take 4 bad trades straight up and get 100 ticks down at the start of the day :(
 
Had a bit of a play on the HHI today. Not bad. Less range by about 30% but its actually good. Not so volatile.

Probably a good one to start on . With the HSI it can be a bit stressful if you take 4 bad trades straight up and get 100 ticks down at the start of the day :(


Yeah you aint wrong, especially after watching the SPI before it, easily get caught out, HSI is nuts in comparison, although, most things would be :rolleyes:

HHI looks quite good actually, first time you've had a play today, or you had a go at it before?
 
Yeah you aint wrong, especially after watching the SPI before it, easily get caught out, HSI is nuts in comparison, although, most things would be :rolleyes:

HHI looks quite good actually, first time you've had a play today, or you had a go at it before?

Yeah first couple of trades. Got taken to the cleaners last week on the HSI. Not so much sh!tty trading just lost control with the size of the losers getting a bit too large. So after a crap load of brokerage I was down.

Still punting away on the HSI just wanted to get a look at HHI. Its probably a perfect mix of range & volume without getting too nutz.
 
Yeah first couple of trades. Got taken to the cleaners last week on the HSI. Not so much sh!tty trading just lost control with the size of the losers getting a bit too large. So after a crap load of brokerage I was down.

Still punting away on the HSI just wanted to get a look at HHI. Its probably a perfect mix of range & volume without getting too nutz.


Yeah might have a go, looks like its had a few less red bulls than the HSI :) noticed it still has some decent moves, quite a few 100 or so tick moves in about 20 odd minutes each time.
 
Yeah might have a go, looks like its had a few less red bulls than the HSI :) noticed it still has some decent moves, quite a few 100 or so tick moves in about 20 odd minutes each time.

Oh another thing. Not sure what you will pay for brokerage but I'm paying close to the same per RT as the MHI and almost half the HSI.

Makes a diff.
 
Oh another thing. Not sure what you will pay for brokerage but I'm paying close to the same per RT as the MHI and almost half the HSI.

Makes a diff.

You're with IB aren't you? Thats who I'm with so I'm assuming its the same, annoying how everything is in HKD, I'M UP $73289321!!!....oh **** no wait, its actually $5.50 :eek:
 
Top