TFX (By BrianHarris96)
The user has deleted this system.
TFX Discussion
Member Since Feb 11, 2018
232 posts
Feb 22, 2021 at 15:03
With relatively little data in LatAm this week, focus will likely be on US data and yields,
with some attention also on Brazilian politics. The few LatAm data releases this week
include Mexico’s December retail sales tomorrow and on Wednesday Mexican December
economic activity and final 4Q GDP. Chile releases a raft of January data on Friday, including
unemployment, retail sales and manufacturing and industrial production. BRL sentiment may be
more dictated by politics though, with focus on the potential new stimulus deal, of which we may
see details released today, and a senate vote on Thursday, according to media reports.
with some attention also on Brazilian politics. The few LatAm data releases this week
include Mexico’s December retail sales tomorrow and on Wednesday Mexican December
economic activity and final 4Q GDP. Chile releases a raft of January data on Friday, including
unemployment, retail sales and manufacturing and industrial production. BRL sentiment may be
more dictated by politics though, with focus on the potential new stimulus deal, of which we may
see details released today, and a senate vote on Thursday, according to media reports.
Member Since Feb 11, 2018
232 posts
Feb 23, 2021 at 04:07
CTA Position Tracker
Attachments:
Member Since Feb 11, 2018
232 posts
Feb 23, 2021 at 08:05
Looking ahead, we are likely to see more headline noise today with Fed Chair Powell delivering the Fed’s semi-annual monetary policy report. This comes following mild pushback overnight against the recent yield moves from ECB President Lagarde. Away from this, USD consumer confidence and GBP employment data are the only main points to watch today. In EM, HUF sees a rate decision (hold).
Member Since Feb 11, 2018
232 posts
Feb 23, 2021 at 09:33
Closing risk in German fixed income Last week our short German 10 y inflation linker position reached its target
for a gain of USD 1100 k Meanwhile, German 5 s 30 s has steepened further and our position is trading at a loss Its
fair value has also increased as higher yields become a systemic feature of the market, resulting in our decision to
close the position.
for a gain of USD 1100 k Meanwhile, German 5 s 30 s has steepened further and our position is trading at a loss Its
fair value has also increased as higher yields become a systemic feature of the market, resulting in our decision to
close the position.
Attachments:
Member Since Feb 11, 2018
232 posts
Feb 23, 2021 at 10:32
IDR trades at 14120-30 having opened lower at 14100-120. Our onshore traders have seen mixed interest but banks are sellers. They expect the short term range to remain between 14080-14150. In rates space, INDOGBs opened steady, with saw small sized selling interest from offshores in the 5-15yr area, but locals are buyers today.
Member Since Feb 11, 2018
232 posts
Feb 24, 2021 at 02:06
Very pain trade to go short Aussie, Cable and Euro-Swiss at current stage.
Attachments:
Member Since Feb 11, 2018
232 posts
Feb 24, 2021 at 10:57
Much of what happened in markets in 2020 can, in hindsight, be described as the easy
part of the reflation trade. The nominal curve steepened, breakevens widened, and
yields gradually went higher, alongside strong performance in risky assets from
depressed levels – all of which can be collectively called the reflation trade – and are
the hallmarks of the early stages of recovery from an economic crisis.
part of the reflation trade. The nominal curve steepened, breakevens widened, and
yields gradually went higher, alongside strong performance in risky assets from
depressed levels – all of which can be collectively called the reflation trade – and are
the hallmarks of the early stages of recovery from an economic crisis.
Attachments:
Member Since Feb 11, 2018
232 posts
Feb 24, 2021 at 13:04
CTA Position Tracker
Daily Tracking of Systematic Trend Followers (Feb 23, 2021)
Daily Tracking of Systematic Trend Followers (Feb 23, 2021)
Attachments:
Member Since Feb 11, 2018
232 posts
Feb 24, 2021 at 15:12
Today the Italian Treasury will sell EUR 6.5bn of BOT 31Aug21. BOT redemptions will amount to EUR 7.5bn, therefore net supply will be negative. Roughly one month ago, BOT 30Jul21 was sold at an average yield of -0.448% and is now trading around 3bp cheaper. The 6M-9M area of the BOT curve is almost flat, at -0.42%. Therefore, we expect the new 6M BOT to be priced around that level.
Member Since Feb 11, 2018
232 posts
Feb 24, 2021 at 16:24
Today is value date month end for U.S. corps which usually sees USD demand.
Member Since Feb 11, 2018
232 posts
Feb 25, 2021 at 05:20
Market Inflation Expectations
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Member Since Feb 11, 2018
232 posts
Feb 25, 2021 at 07:08
CTA Position Tracker，
Daily Tracking of Systematic Trend Followers (Feb 24, 2021)
Daily Tracking of Systematic Trend Followers (Feb 24, 2021)
Attachments:
Member Since Feb 11, 2018
232 posts
Feb 25, 2021 at 08:15
Real-time sentiment, looks very pain.
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Member Since Feb 11, 2018
232 posts
Feb 26, 2021 at 06:22
FX positioning analysis
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Member Since Feb 11, 2018
232 posts
Feb 26, 2021 at 12:57
Month-end rebalancing signal
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Member Since Feb 11, 2018
232 posts
Mar 01, 2021 at 07:58
The RBA doubled the size of its scheduled bond purchases overnight. This helped calm the bond market during Asian hours, but it won’t be enough to halt rising global yields.
Member Since Feb 11, 2018
232 posts
Mar 01, 2021 at 13:02
IMM FX Futures Positioning: Non-commercial traders net sell JPY
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Member Since Feb 11, 2018
232 posts
Mar 03, 2021 at 10:14
Risk appetite still firm
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Member Since Feb 11, 2018
232 posts
Mar 24, 2021 at 07:32
(edited Mar 24, 2021 at 07:32)
lorilivingston posted:
This manual system seems to have some potential. Good work with this.
Thanks mate.
It's not purely manual system.
It based on our Tendency Forex System, but will make decision manually with fundamental analysis or correlation analysis.
Have a nice day,
Member Since Feb 11, 2018
232 posts
Mar 24, 2021 at 07:39
mattslater posted:
I prefer manual systems too, it kind of gives me better control of my system. Anyway, your manual system looks great too.
Thanks mate.
100% agree with you.
Except some scams, Until now, I did not see any fully automated system could work well alone in a long term horizon.
Have a nice day,
