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juangecko

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  1. Bog, here you have a link to WHC thread, of what I have seen you can send some money and try them out. http://www.forex-tsd.com/metatrader-broker...whc-broker.html Regards Juan
  2. thxs Bog! I saw strange basis yesterday that is why asked you for it. You got it! At that time the CFD is closed you cannot trade it ( Open 2:00 ? close 1:00 +3GMT) but I see that the basis goes from + to - in trading hours. This is arbitrable. How have you constructed the discountedbasis indicator? thxs JB
  3. Bog, could you post a chart with the basis (difference between CFD and spot) of 6J and USDJPY. I think it is very interesting to see how it moves ..1 month would be cool. I think in the last days the basis has come down considerably from 48pips to 38 pips. Could you do that for me..? Thxs
  4. I think the fallacy is that you don?t know where the MA will go .. up or down. Why do I point out this. Well, when you construct the position MA (10) (for example 10 period MA) you either have to be long or short the MA..so do I enter long or short trades? If you go long MA and prices go down you will loose with MA... Also, buying and selling at the same price you are doing nothing..only wasting pips. Bog thanks for you thinking but it does not work.. Am i missing something?
  5. Hi Bog and Andi, Bog, your strategy is running smoothly..i hope you will be able to wire out the money...Do some trades If understood the idea of the Bond Arb there is a problem if the yield spread of the highest yield bond increases against the lower yiled bond. So this startegy it is not risk free and if you are highly leveraged might "kill" your account. Best wishes Juan
  6. Bog, can you explain in greater detail how you will profit in the unhedged Globex hour? Your idea is to arb spot and Cfd? Thxs Juan
  7. Bog, Is it possible to arb during the unhedged hour when Globex is shut down or CFds are not traded at that time? The arb would be using spot and cfd..if the basis is hig ---> arb. Thanks in adavance Juan
  8. Hi, You will not find a big broker offering spots and cfds with swap free accounts. All forex brokers have credit risk even if regulated...and us regulated fx brokers cannot offer cfds. So you end up with non us regulated fx brokers if you want cfds. If the broker is offering swap free accounts I would say is riskier that one not offering it, I would bet that most of swap free accounts are not fully hedged. Big brokers do not want this type of business they want to capture customers offering them lower risk structure and sell their reputation. So if you want higher return you will find more risk (most of the times)... If you want lower risk in this strategy use 2 accounts in two well known brokers...Look the NFA figures of each of them, customers, Net capital, etc. I ended up with CMSfx and FXCM. No one cannot guarentee they will not go bankrupt (ie REFCO). I know you have to rebalance both account... just my 2 cents... Juan
  9. Hi guys, one way to create a synthetic currency Future is using swaps. You can also do it with put and calls. Let?s stick to swaps... If you look at this link http://www.saxobank.com/Default.aspx?id=1572 You will get the interests rates for EUR and USD. The swap charge or credit are based on the LIBOR/LIBID interest rates of the two traded currencies with an added a markup of +/- 0.25%. So if we adjust the rates given EUR LIBID:3.8%+0.25% USD LIBOR:5.2%-0.25% We recalculate 1.3862*(1+(4.95/100)/365*90)/(1+(4.05/100)/365*90)= 1.3892 So there is one pip difference... 1.3892 vs 1.3893 Enjoy Juan
  10. Guys, Fed has lowered fed rates from 5.25% to 4.75% yesterday. So 1.3862*(1+(4.75/100)/365*90)/(1+(4/100)/365*90) = 1.3887 very near to the 1.3893, only 5 pips difference But remember that Central bank rates are a proxy of the real cost of building a synthetic future. I will post a comment on this later today.
  11. Bog, I do not understand well your question. Are you asking why futures have a discount or premium of spot? juan
  12. Testing arb. I checked your idea. I think you are not doing a syntethic pair. I have done a excel where i show the arb from the column AZ, Row 2520. I do not know how to upload the excel. Ask me and I will send it. See what I have done. To build a syntethic pair you will need fine adjustment for lots...If you connect to skype I could explain what "I" think you are doing incorrectly. As you have USD in both pairs you will need to offset them and get only GBP and JPY . GBP JPY USD JPY GBP USD 50000 11614000 -100000 11533000 -49627.79156 100000 232.28 -232.38995 P&L 0.10995 The problem here is that you will need to invest 49,627 GBP to cancel out USD. So , the broker will accept you to invest 49,627 GBP?? If you look at the example below, if you do not have the exact number you can loose money. If you pick 50k , you loose money if you pick 49000 you earn very little money... In summary, ask Bogdan what I am saying he has been more doing this caculus... juan
  13. Andi, be carefull where you put your money. May be you find the best arbitrage opportunities in the worst creditfull brokers. Take your time and research them thoroughly... check if they are regulated, opinion from users at forexbastards,etc. have a nice day
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