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+80% winning forex trades, regardless of market conditions...
kizee
#21 Posted : Tuesday, August 31, 2010 6:17:45 PM
Rank: Member


Joined: 1/9/2008
Posts: 537
Scubidu wrote:
So...@The Merchant and @Kizee.

Let me rephrase the question. What's the best way of measuring volatility in general?

Ding ding: Round two of the cock fight begins...

Nway thanks a lot the both of you. I have more than enough info.



depends

by volatility im assumin u want the measure to plug into a garman kolhagen calc rite...for the kes ur best bet is historical...for more adavnced pair implied
Scubidu
#22 Posted : Tuesday, August 31, 2010 6:39:03 PM
Rank: Veteran


Joined: 9/4/2009
Posts: 700
Location: Nairobi
@kizee. Basically doing some research trying to find yield opportunities for some of my foreign clients. Wanted to do a relative comparison between Kenya and some other sub-saharan countries. The jist is to say look at TB yields and 60 day fx volatility. I have no idea what the "garman kolhagen calc" is but it sounds frighteningly complicated. But i know ur the guru for all things fx, so I'll trust ur judgment and recommendations (as well as Merchant's points).
“We are the middle children of history man, no purpose or place. We have no great war, no great depression. Our great war is a spiritual war, our great depression is our lives!" – Tyler Durden
kizee
#23 Posted : Tuesday, August 31, 2010 7:57:47 PM
Rank: Member


Joined: 1/9/2008
Posts: 537
ok fai enuf...which ccys r u compar FMI...i wud suggest a difernt approach..take 2 african ccys say kes and ugx ama kes and zmk..that highly +vely corelated sell the lower yielding one and buy higher yielding one....strategy caled the CARRY TRADE...however if u still need 2 mths usdkes vol can get the same from a reuters or bloomie...if u cant remind me kesho i will huk u up
Scubidu
#24 Posted : Wednesday, September 01, 2010 12:23:57 PM
Rank: Veteran


Joined: 9/4/2009
Posts: 700
Location: Nairobi
@kizee. thanks for your help. I was looking at comparing yields in SA, Nigeria, Zambia, Kenya, TZ and UG. But your suggestion sounds much better...carry trade (my fi knowledge is not that good). For now I'd like to actually compare Kenya and Zambia or Kenya and SA...but don't have reuters/bloomberg. I'd appreciate any help. You can email me or something if you can help moneyedkenya at gmail dot com.
“We are the middle children of history man, no purpose or place. We have no great war, no great depression. Our great war is a spiritual war, our great depression is our lives!" – Tyler Durden
kizee
#25 Posted : Wednesday, September 01, 2010 1:07:52 PM
Rank: Member


Joined: 1/9/2008
Posts: 537
ur 60 day USDKES volatility id 7.7351%...thats the maximum volatility...the average is 6.5267...hope that helps...ur basket of ccys is very gud however i wud exclude the ZAR...the ZAR is not really in the same league as KES NGN UGX ZMK and TZS...
The Merchant
#26 Posted : Wednesday, September 01, 2010 1:40:35 PM
Rank: Veteran


Joined: 5/24/2010
Posts: 846
Location: KENYA
kizee wrote:
ok fai enuf...which ccys r u compar FMI...i wud suggest a difernt approach..take 2 african ccys say kes and ugx ama kes and zmk..that highly +vely corelated sell the lower yielding one and buy higher yielding one....strategy caled the CARRY TRADE...however if u still need 2 mths usdkes vol can get the same from a reuters or bloomie...if u cant remind me kesho i will huk u up

4 questions for you sir.

1. Do you work or run a Quant Shop?
2. Do you actually do Carry Trades?
3. If so do you leverage these trades?
4. What currencies do you Carry Trade? I know USD/JPY is a favourite. How about local currencies.

Thank you.smile
kizee
#27 Posted : Wednesday, September 01, 2010 1:56:34 PM
Rank: Member


Joined: 1/9/2008
Posts: 537
The Merchant wrote:
kizee wrote:
ok fai enuf...which ccys r u compar FMI...i wud suggest a difernt approach..take 2 african ccys say kes and ugx ama kes and zmk..that highly +vely corelated sell the lower yielding one and buy higher yielding one....strategy caled the CARRY TRADE...however if u still need 2 mths usdkes vol can get the same from a reuters or bloomie...if u cant remind me kesho i will huk u up

4 questions for you sir.

1. Do you work or run a Quant Shop?
2. Do you actually do Carry Trades?
3. If so do you leverage these trades?
4. What currencies do you Carry Trade? I know USD/JPY is a favourite. How about local currencies.

Thank you.smile



i work for a local bank and yes i do trade sub saharan carry trades ..i use reuters extra models...to calculate correlation the carry trade calc does not have sufficient data on sub saharan ccys but shud soon so i shud be able to backtest the data soon...i dont leverage and as a matter of fact i rarely go above 20pct as per cbk guidelines.......
2Czar
#28 Posted : Tuesday, April 23, 2019 12:18:22 PM
Rank: New-farer


Joined: 12/28/2018
Posts: 70
Location: Helsingborg, Sweden
Got my attention, but I would say it's a total scum really. Nobody can guarantee such high winning rate no matter what currency pair, leverage, set of signals and other things you are playing with. Forex broker can just play itself with that rates and will not need you at all;)
Beler
#29 Posted : Saturday, May 11, 2019 10:21:54 PM
Rank: New-farer


Joined: 1/15/2019
Posts: 31
“regardless of market conditions” are crucial words in this thread. It might be that professional traders can win in 80% of their traders and they usually do, but exactly market conditions is to blame for those 20% of lose deals. So, match the two, and you will probably get scamming thread
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