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shellsnail replied Dec 1, 2014When there are huge 5 minute bars like today on the chart.
USD/JPY Discussion
- shellsnail commented Dec 1, 2014
Another measure is implied volatility, which you can back out from option pricing... But realised tends to be more useful
Moody's Cuts Japan Rating to A1 from AA3
- shellsnail commented Dec 1, 2014
LIBOR may give a better indication... or forward rates. I would keep a close eye on realised volatility... you can compute the daily realised volatility by taking sum of squared 5 minute returns.. it's widely used in academic literature and shown to ...
Moody's Cuts Japan Rating to A1 from AA3
- shellsnail commented Dec 1, 2014
Think he might need it..
Weakest expansion of U.S. manufacturing output since January
- shellsnail commented Dec 1, 2014
Yeah two opposing forces here. I agree with you that long term yen is probably going to depreciate way more. It's just that there are a lot of leveraged bets right now, and volatility would cause them to unwind... A major retrace of 10~15% is always ...
Moody's Cuts Japan Rating to A1 from AA3
- shellsnail commented Dec 1, 2014
Moreover it's near the end of the year... hedge funds are gonna be risk-averse after a good run this year to protect their profits.
Moody's Cuts Japan Rating to A1 from AA3
- shellsnail commented Dec 1, 2014
Why would UJ go higher? Lenders are going to demand higher interest rates. i.e. it's going to be more expensive to borrow in JPY. So far the realised volatility is a lot higher than last couple of weeks. Depending on how the rest of today and then ...
Moody's Cuts Japan Rating to A1 from AA3
- shellsnail commented Nov 18, 2014
lol... thanks stevens
RBA’s Stevens: Likely further decline in AUD to come
- shellsnail replied Nov 17, 2014
drop from here is extremely bearish 15 min pattern.
USD/JPY Discussion
- shellsnail replied Nov 16, 2014
Risk-off is also consistent with recent bullish activity in AUD/USD
USD/JPY Discussion
- shellsnail replied Nov 16, 2014
Just. Feel. The. Volatility... Like I said... downside move is fine as long as volatility remains curbed... this is getting messy...
USD/JPY Discussion
- shellsnail replied Nov 16, 2014
Careful of huge losses here... the problem with such carry trades is the hidden tail risk...
USD/JPY Discussion
- shellsnail replied Nov 16, 2014
Key here is volatility... if market volatility increases across the board, this pair is screwed. would be eye opening to see a 300 pip day...
USD/JPY Discussion
- shellsnail replied Nov 14, 2014
And there's a slight possibility of a major sterling reversal here... Check out this chart... it's sitting right on the trendline and it MIGHT BE forming a pressure breakout pattern on the daily... image Price has also climbed above the 89EMA on ...
AUD/USD
- shellsnail replied Nov 14, 2014
I know what you mean, I was short right till the low, fully expecting it to start plunging... but there's a pattern called leading diagonal (with a very deep retrace) and it's powerful as hell... we'll see I suppose? :/ In fact I'll say the pattern ...
AUD/USD