Search found 267 matches

by oem7110
Tue Mar 16, 2010 10:34 am
Forum: Money Management
Topic: Math question on how to do risk management
Replies: 2
Views: 2713

Simulation would be a good way to familiarize yourself with the possibilities. Simulation is just curve-fit data to find the best solution at this moment, but those curve-fit setting might change in different time period. Is there any static approach about geometric growth in Math's world to contro...
by oem7110
Tue Mar 16, 2010 9:51 am
Forum: Money Management
Topic: Math question on how to do risk management
Replies: 2
Views: 2713

Math question on how to do risk management

If I am running 10 systems, and each has 51% winning ratio, then I would like to maximize the profit and minimize the lost by managing the credit on each trade. Let assume the initial equity is $10000 for each system, the total initial equity is $100000 for 10 systems. Does anyone have any suggestio...
by oem7110
Wed Mar 10, 2010 7:49 pm
Forum: Futures Markets
Topic: How does Gov. control the interest rate?
Replies: 1
Views: 1643

How does Gov. control the interest rate?

Does anyone have any suggestions on how Gov. controls the interest rate directly or indirectly on the market? Gov. controls money supply on following approach: 1) issue Bonds on the market 2) Adjust the rate on discount window or any ratio for fund depost for Bank 3) more supply on publishing new mo...
by oem7110
Sun Mar 07, 2010 2:54 am
Forum: Futures Markets
Topic: Bond current yield - short term is higher than long term
Replies: 13
Views: 5485

Thank everyone very much for suggestions Let all comparation using 10 year as a based point, Before breaking something, short-term 3 month is almost equal or higher than 10 year, do you have any suggestions whether middle-term 2-5 year is closed to 10, but less than 3 month or not? If Fed rises shor...
by oem7110
Sat Mar 06, 2010 8:36 pm
Forum: Futures Markets
Topic: Relationship among GOLD, Oil and USD?
Replies: 0
Views: 1860

Relationship among GOLD, Oil and USD?

Does anyone have any suggestions on the relationship among GOLD, Oil and USD?
Which one goes up, then another will go up?
Which one goes up, then another will go down?
Thanks in advance for any suggestions
Eric
by oem7110
Sat Mar 06, 2010 7:45 pm
Forum: Stocks
Topic: Economic Cycle for yield curve
Replies: 3
Views: 3354

Could you please any comment on my reply?
Thank you very much for suggestions
by oem7110
Sat Mar 06, 2010 7:38 pm
Forum: Futures Markets
Topic: Bond current yield - short term is higher than long term
Replies: 13
Views: 5485

Full Recession - the yield curve is normal (about 2% difference) . Am I right? the shorter term (1.5%) to be slightly lower than the longer term (2.5%) , e.g., the yield on U.S. three-month money is typically about 1.5% or so below the yield on U.S. ten-year money. Late Recovery - In this stage, int...
by oem7110
Sat Mar 06, 2010 10:33 am
Forum: Stocks
Topic: Any web site for current stage of economic cycle?
Replies: 0
Views: 2894

Any web site for current stage of economic cycle?

Does anyone know any web site providing information for current stage of economic cycle? so I know the current stage - expansion, prosperity, contraction, and recession.
Thanks in advance for any suggestions
Eric
by oem7110
Sat Mar 06, 2010 9:49 am
Forum: Stocks
Topic: Economic Cycle for yield curve
Replies: 3
Views: 3354

Economic Cycle for yield curve

Does anyone have any suggestions on how to interpret "normal", "steeper", "flattening", "flat or even inverted"? Full Recession - the yield curve is normal. (Is yield curve reaching top?) Early Recovery - the yield curve is beginning to get steeper. (Is yield curve dropping?) Late Recovery - In this...
by oem7110
Tue Mar 02, 2010 5:55 am
Forum: Futures Markets
Topic: Bond current yield - short term is higher than long term
Replies: 13
Views: 5485

no better prediction of future interest rates than the bond markets themselves as this is the net opinion of many thousands of traders, speculators, hedgers etc . So the bond market will be leading indicator for future interest rates, as I interpret your statement properly. For Bond - current yield...
by oem7110
Tue Mar 02, 2010 3:33 am
Forum: Futures Markets
Topic: Bond current yield - short term is higher than long term
Replies: 13
Views: 5485

but when it's the other way around (inverted) it is generally assumed that a recession or slowing economy lays ahead. Thank you very much for suggestions Do you mean that if short-term is higher than long-term? Recession or slowing economy lays ahead. During recession, interest rate usually go lowe...
by oem7110
Mon Mar 01, 2010 10:43 am
Forum: Futures Markets
Topic: Bond current yield - short term is higher than long term
Replies: 13
Views: 5485

Right now , short-term yields (2 year +) are actually higher than long-term yields (10 year +)......but when it's the other way around (inverted) it is generally assumed that a recession or slowing economy lays ahead. short-term yields (2 year +) is 0.81% long-term yields (10 year +) is 3.61% Short...
by oem7110
Mon Mar 01, 2010 6:12 am
Forum: Futures Markets
Topic: Bond current yield - short term is higher than long term
Replies: 13
Views: 5485

Bond current yield - short term is higher than long term

Does anyone have any suggestions on what happen for Bond current yield? when short term yield is higher than long term yield.
Thanks in advance for any suggestions
Eric
by oem7110
Sat Feb 20, 2010 4:06 pm
Forum: Futures Markets
Topic: How to get the Futures interest rate on different month?
Replies: 3
Views: 1840

if you buy a 6 month out dated option, you would want to apply the current 6 month interest rate since you are laying out the cash as of today. Thank you very much for suggestions Newspaper mentions that after Fed Discount Rate rises to 0.75%, the interest rate will be rise at least one before Nov ...
by oem7110
Sat Feb 20, 2010 10:47 am
Forum: Market Psychology
Topic: How to change trader's mind set?
Replies: 5
Views: 5774

How to change trader's mind set?

When trader is on losing position, he is willing to take more risk in order to cover the original equity, so he will invest more on average. When trader is on winning position, he is afraid to lose his existing profit and not willing to take more risk, so he will take profit quickly. Trader should t...
by oem7110
Sat Feb 20, 2010 9:11 am
Forum: Stocks
Topic: What is the relationship between Discount Rate and Bond?
Replies: 4
Views: 4075

Formula: Current Yield = Annual Interest Payment / Current Bond Price Discount rate is referred to "Federal Discount rate", which rise recently to 0.75%, not Annual Interest Payment. Current Yield rise recently to 3.77%. Does anyone know the term period for Discount rate? Daily, Monthly, Yearly? Bo...
by oem7110
Sat Feb 20, 2010 3:45 am
Forum: Stocks
Topic: What is the relationship between Discount Rate and Bond?
Replies: 4
Views: 4075

What is the relationship between Discount Rate and Bond?

Does anyone have any suggestions on what the relationship is between Discount Rate and Bond's Current Yield? When the discount rises, the Bond's Current Yield rise also, and I don't understand the direct relationship between cause and effect. Does anyone have any suggestions why Bond's Current Yield...
by oem7110
Sat Feb 20, 2010 12:29 am
Forum: Futures Markets
Topic: How to get the Futures interest rate on different month?
Replies: 3
Views: 1840

How to get the Futures interest rate on different month?

Does anyone have any suggestions on how to get the Futures interest rate on different month? any option price is calculated based on interest rate on specific months.
Thanks in advance for any suggestions
Eric
by oem7110
Thu Feb 11, 2010 10:10 am
Forum: Forex
Topic: What is Carry-Trade for Japan Yen?
Replies: 0
Views: 2612

What is Carry-Trade for Japan Yen?

Does anyone have any suggestions on Money flows back to Japan Yen regularly to create a carry trade issues? If any International company from Japan, it makes sense to return their profit amount back to Japan for any financial purpose. If any investor / institution borrows Japan Yen for investment, a...
by oem7110
Sat Feb 06, 2010 11:24 am
Forum: Forex
Topic: Why Korea currency does not drop as US dollar rise?
Replies: 2
Views: 2782

In case of crisis - stock market fall, US dollar / Gold will be a good choice to keep the money, but why does Korea currency keeps strong if US dollar is strong? Does anyone know the reason why Korea currency will be a place to go in case of crisis?
Thank everyone very much for suggestions
Eric