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of the ES and YM. Corn (C). Everything about corn is the same as that for soybeans except that the contract months are December, March, May,
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July, and September. This is the quietest of the three grains. A one-cent move is worth $50, just like in soybeans. There is a saying in trading circles that goes, “If you can’t
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make money trading, then trade corn.” Wheat (W). Everything about wheat is the same as that for corn, and a one-cent move in this market is also worth $50. Note that all
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quarter-cent moves in grains are recorded as eighths. So a price of 3414 actually means 3.41½ (3.41 and ), and 3416 means 3.41¾ (3.41 and ).
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Currency futures. I’m lumping all of these together in one category. Currencies trade in both the futures market and the “cash” market, which is commonly known as
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forex. I’m not a big fan of the forex cash market, as it is unregulated. The cash forex guys completely outmarketed the regulated exchanges when it came to trading currencies,
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which is why a lot of people are surprised to hear that you can actually trade currencies on a regulated futures exchange. The currencies that matter are called the majors (the
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major world currencies as they trade against the U.S. dollar), and they are as follows: the euro (EC/6E), the Australian dollar (AD/6A), the Canadian dollar (CD/6C), the
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British pound (BP/6B), the Swiss franc (SF/6S), and the Japanese yen (JY/6J). For the symbols, I listed those for both the pit session (EC) and the corresponding electronic
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contract (6E). There is no need to trade the smaller markets, such as the Mexican peso/U.S. dollar or the krona/shekel cross. There are plenty of opportunities in the big contracts,
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which of course are also the most liquid. Also note that if you hear quotes for the “eurodollar,” that’s the bond market. The currency is just called the euro or euro FX. Currency
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futures trade nearly 24 hours, kicking off the week at 6:00 p.m. eastern time on Sunday. The contract months are March, June, September, and December. The contracts all move in 1-
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cent increments, with 100 cents equaling a full “big figure” move (for example, from 1.4300 to 1.4400 is a 100-tick or “full point” move). It is important to note that the
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contracts do have different tick values, and they are as follows: EC, JY, and SF: $12.50 per tick and $1,250.00 per full point; AD and CD: $10.00 per tick and $1,000.00 per full point; BP: $6.25 per
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tick and $625.00 per full point. Note that those prices are for both the pit and the electronic contracts. Note that you can also trade “U.S. dollar futures,” and the symbol is
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DX. This symbol is a composite of all the major currencies listed previously as they relate to the U.S. dollar. Mini (E-micro) currency futures. These are the newer
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kids on the block, and they are the size of the full-sized contracts listed previously. The symbols are M6E, M6A, M6S, M6J, M6C, and M6B. Not surprisingly, M6E refers to
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the “E-micro euro,” and so forth. Whereas the full-sized EC contract moves $12.50 per tick, the M6E moves $1.25 per tick. For those who are new to currencies and futures in general, these
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are good contracts in which to get the proverbial feet wet. Crude oil (CL). Oil has become a big focus for stock prices ever since it shot above $70 a barrel and kept
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on going. This is not a market for beginning traders, but it is helpful to understand how it works from a trader’s perspective. This contract trades on the NYMEX (New York Mercantile
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Exchange, now part of the CME Group). Oil moves in increments of 1 cent. A 1- cent move equals $10 per contract, so a full $1 move in the price of oil equates to $1,000 per contract. The
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pit opens at 10:00 a.m. and closes at 2:30 p.m. After- hours trading starts at 3:15 p.m. and goes through until 9:30 a.m. There are contracts for each month for many years out.
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Figure 4.8 Mini-crude oil (QM). The contract for mini-crude oil is the same as the big contract, except that a 1-cent move is worth $5 per contract, and a full $1 move is
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worth $500 per contract. For oil, be aware that contracts expire early— a September contract will expire in August. Various single-stock futures. These
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are discussed in detail in the chapter on propulsion plays. One contract represents 100 shares of stock, so a 1- point move with one contract represents $100 to a
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trader’s P&L. That is the basic information for the trader on these futures contracts. One important thing to keep in mind is how all these contracts translate in terms of price movement with respect to the risk management techniques traders choose to utilize in their own trading plan. Let’s take a look at an example s...
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the NQ. Figure 4.8 shows a 12- point loss that was taken in the NQ, which equates to a loss of $240 per contract. If a trader wants to use a monetary stop of approximately $240 for every trade in every market, then it is helpful to create a reference sheet of how this translates into other markets. This way, a trader ...
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less prone to making a pricing error when it comes to figuring out appropriate stop losses in various futures markets. In this chart, we can see that a 12-point stop in the Nasdaq is equal to a 4.75- point stop in the S&Ps, which is equal to a 48-point stop in the YM, which is equal to a 2.40-point stop on the Russell ...
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TF), which is equal to an 8- tick stop on the 30-year bonds, which is equal to a 19-tick stop on the euro. This also equals a 24-cent stop on crude oil, a 48-cent stop on mini-crude oil, a 2.40 stop on gold, a 7.20 stop on mini- gold, and a 4¾-cent stop on the grains. That’s the golden rule in futures— know your monet...
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the contracts you’d like to trade. Whereas I might trade 10 ES contracts on a setup, I would trade only 2 SI (silver) contracts on the same setup. Easy enough? Let’s take a quick peek at the forex markets. Currencies and Forex for Newbies: How Do They Really Work? Again, this section is geared
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toward traders who are not familiar with the forex cash markets, so experienced forex traders should feel free to skip ahead, although the section on “How Can You Hedge Your Own Life in the Forex Markets?” might be of interest. Also note that I trade these currencies on the previously listed futures exchanges. However,...
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a detailed overview of how the currency markets work. There is no difference in trading currencies in the “forex cash markets” or the “futures markets” except for one minor detail: the futures markets are regulated. I’m more comfortable putting my hard-earned cash into a regulated environment. This section started off ...
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section that starts with the phrase “In the beginning” inevitably will. A fellow forex trader, Todd Gordon, helped me to go through this several times and cut it down to the bare essentials. On a side note, when I first wrote this book, Todd worked as a corporate flunky. Now, in 2011, he’s got his own company and his o...
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The foreign exchange market, also referred to as “forex” or “FX,” is the largest financial market in the world, with a daily average turnover of well over $1 trillion—30 times larger than the combined volume of all U.S. equity markets. “Foreign exchange” is literally the simultaneous buying of one currency and selling ...
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example, euro/U.S. dollar (EUR/USD) or U.S. dollar/Japanese yen (USD/JPY). The most liquid of these currencies are called the majors and make up more than 85 percent of all daily transactions in this market. The majors are made up of the following:
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Forex trading begins each day in Sydney and moves around the globe as the business day begins in each
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financial center, first to Sidney and Tokyo, then the Eurozone, then to London, and finally to New York. This is truly a 24-hour market, and investors can respond to currency fluctuations caused by economic, social, and political events at the time they occur—day or night. One thing I like about the forex markets is th...
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hour trading day includes four major market opens that offer the same volatility and liquidity found in the one- time-per-day 9:30 a.m. EST stock market opening. The first is the Japanese open at 8:00 p.m. EST, then the Eurozone opens at 12:00 a.m. EST, the third is London at 3:00 a.m. EST, and bringing up the rear is ...
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the New York open and sometimes the Japanese open, there are many traders I know who trade all the opens or whose schedules are dictated by their work, which for some people can include odd hours. With the availability of these four opens, a trader can fit at least one of these times into any schedule. The FX markets a...
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the deepest, most participated-in markets in the world. Daily turnover equates to more than $1.2 trillion, 16 times the volume of the Nasdaq and the NYSE combined. (See Figure 4.9 .)
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Figure 4.9 The forex markets are among the most technical markets in the world, meaning that they respond well to most technical analysis studies. It is not uncommon to see a 300-pip breakout move stop and change trend at a technical level to within 5 pips. (A “pip” is to forex as a “point” is to the stock index future...
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A trader also doesn’t have to worry about contract rollovers in the forex market. It is possible to buy a few lots of the EUR/USD, GBP/USD, and AUD/USD, place a stop, and forget about it for months at a time. FX dealers automatically roll your position from one day to the next for you to prevent the event of delivery. ...
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dealers offer a negative- balance protection guarantee that ensures that your account will never reach a position of negative equity, which can happen in the stock market for traders who are maxed out on margin as well as the futures market. There is an interesting way to take advantage of this. People can open up FX a...
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of their overall trading capital. They can go long a currency in one account and short the same currency in another account, then just leave both accounts alone, with no stops or targets. While the two positions are open, they will offset each other equally, so it’s a perfect hedge. If one of the currencies then gets i...
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when the account equity gets to zero. At this point, the trader is still at breakeven on the trade because the losses in one account are offset by gains in the other account. If the currency then continues to trend in the open account, the trader benefits from already being “in the move.” I don’t do this personally, bu...
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the neighborhood of $20,000 have turned into accounts in the neighborhood of $400,000 on the backs of a couple of great moves. The key is that these traders take the positions and literally forget about them for six months. The currency just has to trend one way or the other. This obviously involves some luck, and I wo...
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retirement plan.” My favorite reason for trading the forex markets (and this applies equally well to currency futures markets) is that they trend better than any other markets. Once a market gets going, it can easily trend for weeks and months in a nice steady march higher or lower. Unlike the stock market, which can o...
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financial crisis of 2008), there are real trends happening all the time in the forex markets. Stock market traders talk of missing the big moves of the dotcom days. Today the dot-com moves are happening in the forex markets. The biggest complaint I’ve heard people say about forex is that the FX dealers are taking the o...
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their trade. I usually hear this from people who have overtraded their account and have lost all their money. This is really true in any market—somebody is always taking the other side of your trade. In my experience with forex, however, it is the high- frequency day traders who don’t last. On the other hand, the trade...
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days to a few weeks or longer do well. As in any trade, market makers can mess with a position in the very short term, but over the course of a swing trade, they have no power. When George Soros was short the British pound and was told that the British government had allocated the equivalent of 20 billion U.S. dollars ...
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help them for 30 minutes. Then what are they going to do?” He made more than a billion dollars on that trade. How Are Forex Moves Measured? Forex trading, like many new things, is confusing yet simple. If a quote for the EUR/USD is 1.23, this simply means that 1 euro is equal to 1.23 U.S. dollars. A
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quote for the USD/JPY at 109.50 simply means that 1 U.S. dollar is equal to 109.50 Japanese yen (see Figure 4.10 ).
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Figure 4.10 Forex markets move in what are called pips . A pip (price interest point) is the smallest unit of price for any foreign currency. • EUR/USD trading from 1.2300 to 1.2301 = a gain of 1 pip • USD/JPY trading from 108.01 to 108.09 = a
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gain of 8 pips • GBP/USD trading from 1.8302 to 1.8311 = a gain of 9 pips • EUR/USD trading from 1.2300 to 1.2401 = a gain of 101 pips A full one-cent move in the currency is equal to 100 pips. How Do You Calculate Pip
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Values? First, we start with the complicated way pip values are calculated, which is as follows: • (1 pip, including decimal point/current exchange rate) × (notional amount) • For the EUR/USD this translates into:
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• But we want the pip value in U.S. dollars, not euros, so we go one step further: What this boils down to is this: any forex contract that ends in USD is worth $10 per pip, or $1,000 for a full 1- cent move (100 pips). The euro, for example, moves in a range of 80 to 150 pips per day. This $10-per-pip
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calculation would include the euro (EUR/USD), pound (GBP/USD), and other such contracts. These are the contracts that most people trade. It gets a little trickier when this is not the case. For example, on March 29, 2005, a USD/JPY contract and any additional contracts that ended in JPY were $9.35 per pip. On this same...
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EUR/GBP was $18.70 per pip, and so on, based on the various exchange rates. Again, most traders seem to focus on currencies that end in USD, so the $10 per pip has become a universal number when talking about forex. There is also a mini- version of these contracts in which each pip is worth $1. What Happens to Currenci...
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If a quote for the USD/JPY is at 108.00, it means that it takes 1 U.S. dollar to buy 108 Japanese yen. If the price moves to 109.00, this means that the yen has weakened against the dollar, because it now requires more yen to obtain the same 1 U.S. dollar. If the EUR/USD is trading at 1.20, this means that 1 euro can b...
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the U.S. dollar because it requires more U.S. dollars to obtain the same 1 euro. How Can You Hedge Your Own Life in the Forex Markets? There are many trade setups for forex that work in smaller time frames, and I talk more about these setups later in the book. However, the fascinating thing about the
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forex market is traders’ ability to participate in world events on different scales and essentially “hedge their life.”
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Figure 4.11 For example, my wife and I visited Spain, France, and Italy from December 18, 2003, through January 14, 2004. (Yes, it’s colder then, but there aren’t any lines.) Excluding airfare, I added up the estimated costs in euros. On the day we booked this trip, September 30, 2003, the exchange rate was 1.1675.
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Based on this rate, I estimated that the trip would cost U.S. $15,000. This cost would fall if the euro fell, but would increase if the price of the euro also increased. I pulled up a chart (see Figure 4.11 ). In this figure, point 2 shows where the market was trading on the day we booked the trip. Point 1 shows the a...
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had been hit on May 27, 2003. For our trip, I wanted the euro to fall so that our costs would also fall. However, just because I wanted the euro to fall didn’t mean that it would. If the euro took off, our trip could get considerably more expensive. Since a regular contract represents $100,000 worth of U.S. currency, i...
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represent $10,000 worth of U.S. currency, so this is where I looked to set up a position. Looking at the chart on this day, I decided to place a buy stop order for two mini EUR/USD contracts at 1.1933, one pip above the all-time highs. This buy stop order meant that I would get into the market only if the euro traded u...
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1.1933. Instead of getting stopped out of a short position, I would be getting stopped into a long position, since I was currently flat. I decided to do this at this higher level, instead of at the immediate price, in case the euro did roll over and fall. If it fell from where it was when we booked our tickets, it woul...
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with each decline. However, if the euro broke out to new highs, it could ignite a huge rally and really inflate our trip budget. One mini- contract represents $10,000, so I was essentially hedging $20,000 in U.S. currency with the two mini-contracts. Since I underestimated how much the trip would cost, this actually wo...
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On November 18, almost two months later, my buy stop was hit at point 3. By the time we left for our trip at point 4, the euro had moved more than 500 pips from my entry. By the time we got home at point 5, I closed out the position at 1.2665, a gain of 732 pips. Two mini- contracts equaled a gain of $1,464, which paid...
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over there. Had the euro hit my buy stop and then sold off to 1.10, I would have lost money on the trade, but this would have been offset by the money saved during the trip because of the more favorable exchange rate. Had I set this up as a “normal” trade using five regular-sized contracts, a 732-pip move would have eq...
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ways in which people can “hedge their life” in the forex markets. For people who think the value of the U.S. dollar is going to continue to decline and are worried about the value of their savings deteriorating against other world currencies, they can hedge their savings account by going long the EUR/USD. If a person h...
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mini-contracts, and have a perfect hedge. For Traders, Is This All You Need to Know? The biggest question traders always ask is, “How much money do I need to buy one contract, and what happens after I buy it?” For forex, it can vary based on your broker, but in general, to buy one regular-sized contract, a
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trader will need about $1,000, and to buy a mini- contract, a trader will need about $100. This depends on the leverage that the broker is offering. A typical scenario is that traders will open up a small mini-account with $500 and get 200:1 leverage. They will then buy two mini EUR/USD contracts, and this will cost th...
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$129 in margin has been deducted. In the worst-case scenario (which can happen), the trade goes completely wrong. It will have to move 185 pips against the traders (which wipes out their $371 in equity) before their position is closed out by the dealer—provided they have zero-balance protection. The $130 in margin that...
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bringing the balance down from $500 to $130. If the trade works out, gains 55 pips on two mini-contracts, and is sold, then this $110 profit is put into the account along with the initial margin, and the total balance then becomes $610, less transaction costs. If a trader is using the big contracts in this scenario, ev...
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How much does this cost in terms of transaction fees? Well, the spread is typically 3 pips wide in the EUR/USD for most FX dealers, which is what the trader pays instead of commissions. It’s still a transaction cost—anyone who calls this “commission- free” trading should be hanged. For the minis, it equates to $3 per s...
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will continue to narrow, and this will get cheaper. This isn’t much different from trading the ES. In this case, the spread is $12.50. Add, say, an $8 round turn cost, and now you are really trading $20.50 a round turn. A trader should always add the spread into his transaction costs. I personally spend most of my time...
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following eight currency pairs. For each, I have given their TradeStation (TS) quote symbol, their thinkorswim (TOS) quote symbol, the corresponding futures contract symbol, and (in parentheses) the nickname that many traders use when referring to the contract. 1. EUR/USD (Euro). TS: EURUSD; TOS: EUR/USD;
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Futures: EC 2. GBP/USD (Cable). TS: GBPUSD; TOS: GBP/USD; Futures: BP 3. AUD/USD (Aussie). TS: AUDUSD; TOS: AUD/USD; Futures: AD 4. USD/JPY (Dollar Yen). TS: USDJPY;
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TOS: USD/JPY; Futures: JY 5. USD/CHF (Swissy). TS: USDCHF; TOS: USD/CHF; Futures: SF 6. USD/CAD (Loonie). TS: USDCAD; TOS: USD/CAD; Futures: CD 7. EUR/GBP (Euro
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Sterling). TS: EURGBP; TOS: EUR/GPB; Futures: RP 8. EUR/JPY (Euro Yen). TS: EURJPY; TOS: EUR/JPY; Futures: RY Although there are many other minor currency pairs, these eight will provide plenty of trading
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opportunities, and they all tend to move together. It is also important to have a chart of the dollar composite index ($DXY on both TradeStation and TOS). In general, if the dollar index is moving higher, then USD/JPY, USD/CHF, and USD/CAD are also moving higher. This action will push EUR/USD, GBP/USD, and AUD/USD lowe...
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“Warren Buffett is short the dollar,” he is really long EUR/USD, GBP/USD, and/or AUD/USD and short USD/CHF, USD/JPY, and/or USD/CAD. If the dollar goes lower, then the first three currency pairs will move in the opposite direction from the dollar and go higher, and the last three currency pairs will move lower with the...
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For the futures markets, the price movements on EC, BP, and AD are identical to their cash counterparts in EURUSD, GBPUSD, and AUDUSD. However, the futures quotes on JY, CD, and SF are inverted. This is because they are quoted based on dollars (just as EURUSD is quoted in dollars). For example, USDJPY may be trading at...
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that 1 U.S. dollar is equal to 115.12 yen. Meanwhile, JY is trading at 0.8692, which tells a trader that 100 yen are worth $0.8692 dollar (or 1,000 yen are worth $8.692 or 10,000 yen are worth $86.92, and so on). The reason for this is that the JY futures chart is based on a pairing of JPYUSD, whereas the cash market i...
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to play a short on the dollar, then you just buy any one of those six futures contracts. If you want to play a dollar long, then you short any of the six futures contracts. For newer traders who are trying to decide between trading cash forex and currency futures, I would suggest going into the currency futures markets...
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As I’m writing this book, the MF Global mess has been unfolding before my eyes. For those of you who aren’t familiar with this, MF Global was a major global financial derivatives broker, and many traders, especially hedge funds, traded futures contracts through MF Global. On Monday, October 31, 2011, MF Global admitted...
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subsidiary to mask liquidity shortfalls at the company that resulted from wrong-way bets on European debts. Customer accounts were frozen, and MF Global filed the eighth-largest U.S. bankruptcy. As I’m writing this, cleints have received about 75 percent of their funds back, and are still waiting to see what happened t...
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banking laws, received all of their funds back in 10 days.) This incident has put a blemish, to put it lightly, on the futures industry. Hedge funds have gone out of business, careers and businesses have been destroyed. Individual traders continue to wait for the remaining 25 percent of their funds. I didn’t have any a...
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(sometimes its better to be lucky than smart) but I know many traders who did. The questions that keep surfacing are, “Should I keep trading futures? Is my money safe?” I’m personally still trading futures for the reasons I’ve already described. I of course don’t have all of my assets exposed to futures or sitting in a...
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brokers that I use (the ones I’ve listed in this book) to make sure they aren’t making any ridiculous bets on European debt (they aren’t). Does that mean all is good? Unfortunately, no. This incident raises a ton of issues, and I predict that the CME Group will need to lead a taskforce to set up account guarantees, muc...
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would be good for traders, and it would restore confidence in the futures markets. In the short term, this is an ugly mess that is not going to go away. The net result is that I’m still trading futures and am awaiting the next steps taken in the industry with keen interest. For additional information, we’ve set up
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www.tradethemarkets.com/markets for current updates to the markets we are trading.
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5 Stock Options: How Do They Work and What Is the Best Way to Trade Them? Why Is Option Trading Awesome to Some and Scary to Others? Options trading is the most
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fascinating type of trading, simply because there are so many different things you can do with options. And when it comes to options, there are generally two types of retail traders. The first doesn’t know anything about them. The second tried buying an option (most likely an out-of-the-money call), lost money, and the...
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collect the premium. This type of trader now knows the 300 different ways to collect premiums (for example, a clipped-wing, four-legged, three-eyed butterfly) and spends a lot of time legging into and out of option positions, making a little money each month. This tends to work for many months—until it doesn’t, and the...
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though these people know everything there is to know about options, they still can’t make a consistent income trading them. With options, too much knowledge isn’t necessarily a good thing. I utilize a few basic strategies when it comes to options trading. I like to keep things simple. I focus both on directional plays ...
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going to explain options quickly for newbies, focus on the few key things you need to know, and then discuss my favorite strategies. Then, when we get into Part 2 of this book, where I discuss setups, this chapter will have laid the foundation for the option strategies that I discuss in that part of the book. Did you f...
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you can come back to this chapter for a quick reference. What Would You Pay for a First-Class Plane Ticket to Singapore? Imagine that you are on a flight from Chicago to Singapore. It’s a mind- numbing 17-hour oxygen- depleted journey. By a stroke of luck, you get upgraded to first class. Score! You sit
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down, get comfortable, and get ready to enjoy this 17- hour flight in style. Just before takeoff, a hedge fund manager walks up to you and whispers, “Hey, I got stuck back in coach. I’d like to give you money to switch seats with me. How much do you want?” Well, this is a new twist. You love your seat. You don’t want t...
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for it? You go back and forth, and he says he is willing to give you no more than $1,500.00 for the seat. You tell him it would have cost him $20,000.00 if he had booked it online. “True,” he says. “But you got it for free. The question here is how much money do you want for it.” You think about it and tell him that $1...
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