ACTIONS news, forecasts, expectations 2022 - page 35

 
Yuriy Zaytsev #:

Friends, fellow hobbyists !

Does anyone trade FUTCHERS on gold?

What are you interested?

 
prostotrader #:

What are you interested in?

Anything on the subject, news, forecasts, expectations. I want to talk about it, I have some information from radio TV or the Internet.

For example, I heard on Business FM radio thatRussia has big gold reserves in the last few months, probably it also affects the exchange rate.

 
Yuriy Zaytsev #:

It's all about the topic, news, forecasts, expectations. Well, like to discuss, some information from you radio or on the net.

For example I heard on FT radio thatRussia has been accumulating gold reserves in recent months, it probably affects the exchange rate.

Trading gold is simple, it likes bad news, like the American crisis, it rises when everything is good - falls.

That is the whole secret. Trading it in the medium term is very problematic.

3 to 5 years likes gold...

 
prostotrader #:

Gold is easy to trade, it loves bad news, like the American crisis, it goes up, in good years it goes down.

That is the secret. Trading it in the medium term is very problematic.

3 to 5 years likes gold.

It's pretty clear.

Yes, all investors say that gold is a safe haven.

Like if it's not profitable to go into cheddar, then buy gold.

In the medium term as I understand it is better not to.

 
Yuriy Zaytsev #:

It's pretty clear.

Yeah, all investors say gold is a safe haven.

Like, if it's not profitable to go into the cheddar, then buy gold.

In the medium term as I understand it is better not to.

I haven't traded with one instrument for many years.

My favourite TS is Classic Arbitrage (Futures vs. SPOT).


 
prostotrader #:

I have not traded a single instrument for many years.

My favourite instrument is Classic Arbitrage (Futures vs. SPOT).



If you look at an example - is sold futures ALRS-3.22 say 100 lots, while it should be bought ALRS shares to the amount of about 1,172,400 if I understand correctly?

To cover the value of futures ALRS-3.22 1,172,400 rubles?

And also on each sold futures, to it purchase for the same amount of shares.

 

And if you look at poly-3.22.

It turns out that if you sell futures poly-3.22 275 lots, you should buy 2750 lots of ticker POLY for the amount of 3,011,800 rubles

that would close the price of poly-3.22 275 to the price of 3,011,800

do i understand correctly ?



 

And here is an indication at which to make an exit to cut off the guaranteed percentages

%8.5 - 6.5% = 2% or something else.

entry percentage 6.61% exit percentage 12.32%

DIV Hunter software - as I understand it, proprietary software

--

interesting but not very clear yet :)

 
prostotrader #:

I have not traded a single instrument for many years.

My favourite TS is Classic Arbitrage (Futures vs SPOT).


Looking for your posts on forma dug out an old description of the strategy.




-850150
834925
-15225



I see a total position of 35 futures and 350 shares

If we close the position which is on the screenshot it will be -15225 , as I understand sooner or later will appear in the area +15 000 this is about 2% or less

As far as I understand it, we can set up a robot that will close the position when it is in the black.

It is especially nice to get into such a bundle before the dividends!

In other words, we cut the dividends + the difference.







 

Why don't you understand?

It's very simple.

From the moment the futures become active (the previous futures die) until expiration, it is 90 days.

From then on, the value of the futures equals the value of the SPOT + the CB rate

And at the time of expiration of the active futures, the value of the futures = the value of SPOT (with an equal number of futures and SPOT shares).

E.g. There are 10 shares in a POLY futures and 1 share in a POLY lot in a SPOT, therefore

selling 1 futures, you have to buy 10 lots of POLY shares.

Thus, by buying a pair in 90 days of expiration, we are guaranteed to get a CB/4 rate.

If, for whatever reason, dividends fall out at that time, it's a bonus (tangible).

As practice shows, it is also possible not to enter in 90 days, getting 2% per quarter.

If there is a lot of volatility, the return can be much higher than the Central Bank rate,

and entering in 40 to 45 days, for example at 8.45% per annum, in fact, the profit will be

8.45 /4 * 2 (2 because it is 45 days, not 90), ie 4.225% in recalculation for the quarter, taking into account broker and exchange commissions.

QuickBooks