A strategy with which to get into shorts. Usually before the cut-off, on stocks that can be shorted, JUNE JULY Harvest - page 12
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Well, and to the point. Everything new is well forgotten old).
The strategy is supposedly at least 100 years old). Outlined in almost any book about futures. However, Tsukcha is not a reader, Tsukcha is a writer. He writes programmes).
The buy shares - sell futures strategy is clear, but that's not all. Now I would like to draw your attention to the next, in the list in the picture above, an ancient strategy -the Calendar Spread. The strategy is described in the picture. It is about the same as the previous one with stocks.
And now a picture from the moex.com site.
You can see the price difference between the futures of different maturities. That's about 500 p, which we can get for a maximum of six months. The total value of the contract is ~10000 p. Total, guaranteed ~10% per annum, which is more than the deposit in any bank. By the way, you can get more, as in case of shares, 15-20%, if you stupidly do not sit on the cooker and wait for repayment.
Besides, there are much more good and different futures than there are stocks with futures. There's room to run wild).
In general, all such strategies have a common name - arbitrage.
I warn you in advance that although the risks are practically zero, but you can also get foolishly bogged down.
The buy shares - sell futures strategy is clear, but that's not all. Now I would like to draw your attention to the next, in the list in the picture above, an ancient strategy - the Calendar Spread. The strategy is described in the picture. It is about the same as the previous one with stocks.
And now a picture from the moex.com site.
You can see the price difference between the futures of different maturities. That's about 500 p, which we can get for a maximum of six months. The total value of the contract is ~10000 p. Total, guaranteed ~10% per annum, which is more than the deposit in any bank. By the way, you can get more, as in case of shares, 15-20%, if you stupidly do not sit on the cooker and wait for repayment.
Besides, there are many more good and different futures than there are stocks with futures. There's room to run wild).
In general, all such strategies have a common name - arbitrage.
I warn people who are interested, that although the risks are practically zero, but you can also foolishly get into mischief.
As far as I understand, we always sell the one that costs more and buy the one that costs less?
There is a big advantage in calendar spreads: you can organise it automatically in MT5.
As far as I understand, we always sell the one that costs more and buy the one that costs less?
There is a big advantage in calendar spreads: you can organise automatically in MT5.
That's up to you. But it is always better to sell the far one (which is also usually more expensive) and buy the near one. We have a wide range of contracts, and to buy a position we similarly wait for the maximum divergence.
What you suggest is also possible, but you can also get bogged down).
ZS It really is easier to automate this strategy. Not even in MT, but just algorithmically.
It's up to you. But it is always better to sell the far one (which is also and usually more expensive) and buy the near one. We have a wide range of contracts, and we similarly wait for maximum divergence to buy a position.
What you suggest is also possible, but you can also get bogged down).
ZS It really is easier to automate this strategy. Not even in MT, but simply algorithmically.
That's the second time you've said "it's possible to get screwed". You already say "B" after "A". How is it possible to get screwed?
This is the second time you've said "you can get into trouble". You're already saying "B" after "A". How can one get caught?
How could you do it yourself? ))) In your case the collapse of the futures works against you and you lose profit in the long run. And if your case lasts a long time? And it happened quite recently that the long was cheaper than the short, and for a long time.
Actually, it's about the same as the case of selling a stock and buying a futures.
Can't you do it yourself? ))) In your case the collapse of the futures works against you and you lose profits in the long run. And if your case lasts for a long time? And it happened quite recently that the long was cheaper than the short, and for a long time.
Actually, it's roughly analogous to the case of selling a stock and buying a futures.
Thank you for sharing your experiences, but why all this "weak" or "writing chukcha"? You don't want to disclose the specifics, don't disclose, don't want to discuss, don't discuss. No problem. Just then think about why:
I'm sick of flubbing. Most topics are full of it...
I appreciate you sharing your experiences, but why all the "weak" or "writer's errand"? If you don't want to disclose specifics, don't disclose, don't want to discuss, don't discuss. No problem. Just then think why:
The same reason as.
Say "B" after "A" already.
I'm not sorry. But I wonder why you can't think for yourself? And why does everything come down to discussing the most primitive issues? The impression is that no one reads anything and only writes robots. Really not a reader, but a writer).
Except for a few, that's the general impression.
I don't feel sorry. But I wonder why you can't think for yourself? And why does it all come down to discussing the most primitive issues? The impression is that no one reads anything and only writes robots. Really not a reader, but a writer).
Except for a few, that's the general impression.
And who decided that the question is the most primitive? You? It may be primitive for you, but not for me. If risking a certain amount of money is primitive for you - fine, good for you. Personally, I don't want to risk money for no reason. If someone shares his experience, I prefer to listen and ask questions.
Of course, you can do all the research yourself. But time should be saved.
Of course, you can do all the research yourself. But time should be saved.
I get it. Time must be saved. I value my time too. Introductory lecture and free training is over).
Good luck!
ZS By the way, I looked it up for curiosity's sake. And here's how:
You entered using your method (because the nearer is more expensive) on GP futures let's say at x=0, and then the development of your losses in time to the futures execution is 600 p, if I'm not mistaken)).