FreeWind69
...armonia
...esempio di spostamento sul bond
Derivati USA: CME-CBOT-NYMEX-ICE BUND TBOND V.M. 69 Rischio sovrano, guadagni per sultani (1 Viewer)
- Creatore Discussione gipa69
- Data di Inizio
...esempio di spostamento sul bond
FreeWind69
...armonia
...bello
...studierò
FreeWind69
...armonia
...6 mesi in pochi punti ...la 144 potrebbe non essere una chimera
Madiba
Forumer storico
Ebenezer Scrooge
Forumer attivo
Fleursdumal
फूल की बुराई
curiosa questa statistica ripresa da zerohedge, sarà stata verificata bene?
4% Of The S&P 500's Performance In 2010 Was From Gains On Just The First Trading Day Of Each Month
Submitted by Tyler Durden on 01/10/2011 11:03 -0500
And now for today's stunning mutual fund first of the month-day statistic: David Rosenberg notes that "134 points of the 143 points that were racked up in 2010 occurred in the first trading day of each month. That is truly remarkable ? 94% of the entire year boiled down to 12 sessions. And what do you know? 2011 started with a 1.1% pop and has sputtered since." Has trading for humans only been relegated to just 12 times a year when mutual funds invest their previously month's capital allocation in the stock market? Statistically, the trade is to go long at closing on the last trading session of any given month, hold long through next day's closing, and short the remainder of the month.
From David Rosenberg:
4% Of The S&P 500's Performance In 2010 Was From Gains On Just The First Trading Day Of Each Month
Submitted by Tyler Durden on 01/10/2011 11:03 -0500
And now for today's stunning mutual fund first of the month-day statistic: David Rosenberg notes that "134 points of the 143 points that were racked up in 2010 occurred in the first trading day of each month. That is truly remarkable ? 94% of the entire year boiled down to 12 sessions. And what do you know? 2011 started with a 1.1% pop and has sputtered since." Has trading for humans only been relegated to just 12 times a year when mutual funds invest their previously month's capital allocation in the stock market? Statistically, the trade is to go long at closing on the last trading session of any given month, hold long through next day's closing, and short the remainder of the month.
From David Rosenberg:
One has to really wonder about a stock market (talking about the S&P 500 here) in which 134 points of the 143 points that were racked up in 2010 occurred in the first trading day of each month (see The Trader on page M3 of Barron’s). That is truly remarkable ? 94% of the entire year boiled down to 12 sessions. And what do you know? 2011 started with a 1.1% pop and has sputtered since.
It is truly the nuttiest thing ? the best days last year were the first day of each month (save for June and July) and then after that there were practically no crumbs to nibble on: These are the point changes for the first trading day of each month in 2010, which totals 134 points (as we mentioned above): December +26 points; November +1 point; October + 5 points; September +31 points; August +24 points; July –3 points; June -19 points; May +16 points; April + 9 points; March +11 points; February +15 points; and January +18 points.
Now look at 2011 ? +14 points to kick off the month and year, to close at 1,271.87, and here we are today, after a supposedly ripping ISM and ADP set of numbers, and as of January 7, the S&P 500 is sitting at 1,271.50. Hope you didn’t decide to get in on the second day.
As for bond yields, the nice backup in December, as was the case a year earlier, has set us up again for a 2011 of decent returns. After a bit of a struggle at the onset, we have the yields across the U.S. Treasury curve out to the 5-year maturity (very nice 10 basis points rally there on Friday too), lower now than they were at the end of 2010. The 10-year note yield has also rallied nicely after the opening day selloff. Ignore the masses and stay the course. Bonds still offer decent value with the long Treasury yield now nearly 270 basis points above the S&P 500 dividend yield (you won’t hear that discussed much on Wall Street since broker commissions are driven by stocks, not bonds).
It is truly the nuttiest thing ? the best days last year were the first day of each month (save for June and July) and then after that there were practically no crumbs to nibble on: These are the point changes for the first trading day of each month in 2010, which totals 134 points (as we mentioned above): December +26 points; November +1 point; October + 5 points; September +31 points; August +24 points; July –3 points; June -19 points; May +16 points; April + 9 points; March +11 points; February +15 points; and January +18 points.
Now look at 2011 ? +14 points to kick off the month and year, to close at 1,271.87, and here we are today, after a supposedly ripping ISM and ADP set of numbers, and as of January 7, the S&P 500 is sitting at 1,271.50. Hope you didn’t decide to get in on the second day.
As for bond yields, the nice backup in December, as was the case a year earlier, has set us up again for a 2011 of decent returns. After a bit of a struggle at the onset, we have the yields across the U.S. Treasury curve out to the 5-year maturity (very nice 10 basis points rally there on Friday too), lower now than they were at the end of 2010. The 10-year note yield has also rallied nicely after the opening day selloff. Ignore the masses and stay the course. Bonds still offer decent value with the long Treasury yield now nearly 270 basis points above the S&P 500 dividend yield (you won’t hear that discussed much on Wall Street since broker commissions are driven by stocks, not bonds).
Ebenezer Scrooge
Forumer attivo
Comunque sarà un anno difficilissimo da tradare, con alti e bassi: meglio munirsi di un giusto calendario per rimanere "alti": 
Bufera sul calendario di Toscani
N.B.: Link non adatto alla rekkie
Bufera sul calendario di Toscani
N.B.: Link non adatto alla rekkie
FreeWind69
...armonia
...tenuto conto della scarsa partecipazione che dovrebbe disegnare delle correzioni abcde ...dei saliscendi delle ultime settimane su tutto (...materi prime ...valute ...bond ) ...propendo per la volata a chiudere la 3 ...e poi 1227 1181 1124 per fare la 2 di 3
...devo cercare i numeri più alti dei qudrati ...li abbiamo superati tutti
...li hanno superati tutti
...boh
...ma con fantasia 
Ultima modifica: