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Search: Posts Made By: Studier
Forum: Trading Journals September 15th, 2017, 07:40 AM
Replies: 12
Views: 2,813
Posted By Studier
Still long gld and tlt and added a long sh...

Still long gld and tlt and added a long sh (inverse spy). I am potentially looking to add to sh due to low cross-asset vol, low cross-asset corr, spy sector cross correlation, seasonality and...
Forum: Trading Journals September 15th, 2017, 04:54 AM
Replies: 12
Views: 2,813
Posted By Studier
The reset is my attempt at making the...

The reset is my attempt at making the visualization of drawdown streaks possible even if we are not at all time highs (this can be seen in the 2000-2012 when the dd from all-time high count was...
Forum: Trading Journals September 12th, 2017, 01:52 AM
Replies: 12
Views: 2,813
Posted By Studier
Hi, I mean that starting from 1950 by...

Hi,

I mean that starting from 1950 by calculating cumulative returns, so that the first observation in the time series is 0. Then I start calculating the drawdowns from that first value and once...
Forum: Trading Journals September 8th, 2017, 02:53 AM
Replies: 12
Views: 2,813
Posted By Studier
I was looking into drawdowns and came up with the...

I was looking into drawdowns and came up with the following graphs. The upper plot is calculated by reseting the drawdown calculation once it reaches 10% or over. The lower plot calculates drawdowns...
Forum: Trading Journals August 24th, 2017, 02:40 AM
Replies: 12
Views: 2,813
Posted By Studier
Intra-year drawdowns have been very low in 2017,...

Intra-year drawdowns have been very low in 2017, which is something I do not expect to be the case a month from now. We can also see that this year has not had very many big moves to the up or down...
Forum: Trading Journals August 23rd, 2017, 09:25 AM
Replies: 12
Views: 2,813
Posted By Studier
Utilities continue their updtrend and made new...

Utilities continue their updtrend and made new highs for the year. They are also showing good relative strength to the broader market, while at the same time financials keep losing relative strength....
Forum: Trading Journals August 20th, 2017, 07:22 AM
Replies: 12
Views: 2,813
Posted By Studier
It's been a while since my last post due to...

It's been a while since my last post due to vacation traveling and after that getting back to work. I have not had time to document my thoughts in this thread but I went long bonds on 04-08-2017 and...
Forum: Trading Journals July 3rd, 2017, 10:50 AM
Replies: 12
Views: 2,813
Posted By Studier
Well, the spread between TLT and GLD did close,...

Well, the spread between TLT and GLD did close, just not in the way I was hoping for :doh:

TLT did come down from its oversold position and it brought down gold and yen along with it...
Forum: Trading Journals June 24th, 2017, 10:27 AM
Replies: 12
Views: 2,813
Posted By Studier
So far it is working out good with gld and tips...

So far it is working out good with gld and tips going higher, dollar lower, rates lower, breakevens lower. Somethings to consider are that bonds do look a bit over bought and VIX is still low.

Gld...
Forum: Trading Journals June 22nd, 2017, 07:39 AM
Replies: 12
Views: 2,813
Posted By Studier
Learning intermarket analysis and macro

In this journal I will post my trades and thoughts while learning intermarket analysis and macro. I am starting out with a small account so I will be trading ETFs. For my analysis I use R,...
Showing results 1 to 10 of 10

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