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  • #113,381
  • Nov 23, 2023 6:07am Nov 23, 2023 6:07am
very smart! Could you make something similiar for japanese ?
You have an IQ lower than 90 if you interact with this user.
  • #113,382
  • Nov 23, 2023 7:16am Nov 23, 2023 7:16am
Quoting Ferna
very smart! Could you make something similiar for japanese ?
I'm trying, I haven't found anything useful for EURUSD yet. I do have some other neat spread stuff I'm woking on. Will Post soon. I remain bearish EURUSD
  • #113,383
  • Nov 23, 2023 7:35am Nov 23, 2023 7:35am
A couple more potentially useful spread charts. Euro and 30 day Fed Funds rate. Euro and SOFR 3 month.

It's not the Holy Grail. Both have had good correlations, except in July 2023.
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  • #113,384
  • Nov 23, 2023 7:37am Nov 23, 2023 7:37am
Quoting FT.Trader
A couple more potentially useful spread charts. Euro and 30 day Fed Funds rate. Euro and SOFR 3 month. It's not the Holy Grail. Both have had good correlations, except in July 2023. {image} {image}
What is SOFR vs LIBOR?

The main difference between SOFR and LIBOR is how the rates are produced. While LIBOR is based on panel bank input, SOFR is a broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities in the repurchase agreement (repo) market.

According to capital one.
  • #113,385
  • Nov 23, 2023 7:49am Nov 23, 2023 7:49am
Quoting Ferna
very smart! Could you make something similiar for japanese ?
Can you be more specific? I don't see anything useful. Maybe for EURJPY. I don't trade that market. I don't trade anything JPY.
  • #113,386
  • Nov 23, 2023 8:25am Nov 23, 2023 8:25am
Something could be brewing in the equities market. Top is the $VIX bottom chart is $VVIX (VIX of the VIX). Looks like a divergence to me. It's not the "Holy Grail" but it has my attention.
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  • #113,387
  • Nov 23, 2023 12:20pm Nov 23, 2023 12:20pm
monitoring this tl trajectory.
solid purple represents a run to 1.0 for Dec 30 year close. The settings posted mt4
Happy Turkey day..later
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those who can, do. those who cant, talk about those who can
  • #113,388
  • Edited 10:18pm Nov 23, 2023 10:04pm | Edited 10:18pm
Quoting Ferna
{quote} ok. If i understood your chart right there is a correlation between the corporate bonds and t bonds of different scenarios. bonds go down yields go up. Corporate bond yields are now going down, while the yields for treasury is expected to be the same. Price of corporate bonds goes up while treasury bonds stay the same. Why they move to corporate bonds? Cause it’s risk on. Investors expect that equity market will outperform. In japanese market it would be interesting to see if they move assets in the same way. If spreads increase. Why, cause...
Unfortunately my broker doesn't provide me with any foreign interest rate product data. I don't have data for Japan or the UK or Germany etc. I get the DX dollar index delayed and that is on the ICE exchange. They want $100 month US for the data. I only get US Data. I would think that German Bund data would also be useful.
  • #113,389
  • Nov 23, 2023 10:07pm Nov 23, 2023 10:07pm
Quoting Ferna
{quote} ok. If i understood your chart right there is a correlation between the corporate bonds and t bonds of different scenarios. bonds go down yields go up. Corporate bond yields are now going down, while the yields for treasury is expected to be the same. Price of corporate bonds goes up while treasury bonds stay the same. Why they move to corporate bonds? Cause it’s risk on. Investors expect that equity market will outperform. In japanese market it would be interesting to see if they move assets in the same way. If spreads increase. Why, cause...
It's most likely a Large Mutual fund with an Interest rate only prospectus that would move from Treasury Notes to High grade corporate bonds as a risk on trade.
  • #113,390
  • Edited 2:44am Nov 24, 2023 2:21am | Edited 2:44am
Quoting FT.Trader
{quote} Unfortunately my broker doesn't provide me with any foreign interest rate product data. I don't have data for Japan or the UK or Germany etc. I get the DX dollar index delayed and that is on the ICE exchange. They want $100 month US for the data. I only get US Data. I would think that German Bund data would also be useful.
I found a EUREX data subscription for $28 a month that offers. Looking into it
  • #113,391
  • Nov 24, 2023 2:28am Nov 24, 2023 2:28am
Quoting FT.Trader
{quote} Unfortunately my broker doesn't provide me with any foreign interest rate product data. I don't have data for Japan or the UK or Germany etc. I get the DX dollar index delayed and that is on the ICE exchange. They want $100 month US for the data. I only get US Data. I would think that German Bund data would also be useful.
ICE exchange that gives me the DX Dollar index just checked...$126 a month now.
  • #113,392
  • Nov 24, 2023 5:15am Nov 24, 2023 5:15am
Quoting gatorinla
{quote} The next h close is a 2h and 3h close. -0857 takes out both.
AGI is going to end us.
those who can, do. those who cant, talk about those who can
  • #113,393
  • Nov 24, 2023 5:24am Nov 24, 2023 5:24am
PA has not gone back below .0862.. I don’t like it being 0909 for my shorts .
those who can, do. those who cant, talk about those who can
  • #113,394
  • Nov 24, 2023 5:24am Nov 24, 2023 5:24am
Quoting gatorinla
{quote} AGI is going to end us.
GM. What's AGI?
  • #113,395
  • Nov 24, 2023 5:47am Nov 24, 2023 5:47am
Quoting FT.Trader
{quote} GM. What's AGI?
OK I looked it up. I'm going to wait until the NY session to make a decision about my short position.
  • #113,396
  • Nov 24, 2023 6:15am Nov 24, 2023 6:15am
Quoting gatorinla
{quote} AGI is going to end us.
Inserted Video
I am who I am
  • #113,397
  • Nov 24, 2023 8:37am Nov 24, 2023 8:37am
ECB chief Lagarde admits her son lost crypto cash...
https://www.reuters.com/technology/e...sh-2023-11-24/
I am who I am
  • #113,398
  • Nov 24, 2023 9:09am Nov 24, 2023 9:09am
Quoting FT.Trader
{quote} GM. What's AGI?
artificial general intelligence
those who can, do. those who cant, talk about those who can
  • #113,399
  • Nov 24, 2023 10:14am Nov 24, 2023 10:14am
Quoting FT.Trader
{quote} OK I looked it up. I'm going to wait until the NY session to make a decision about my short position.
i’m not really watching it. I know 0942 can resist. Bears need to take 0909 and 0862. They probably need to close today below these. It’s still looking bullish
those who can, do. those who cant, talk about those who can
  • #113,400
  • Nov 24, 2023 2:55pm Nov 24, 2023 2:55pm
I wasn't around the pc earlier. I got another sell on the EU day signal and a buy on the chf .8809. Its opposite of the bullish eu closes.
those who can, do. those who cant, talk about those who can
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