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Sunday, August 29, 2021

SUNDAY UPDATE: RE-EXAMINING FX

 

“Perspective is everything!”

What is “normal” in FX? … depends on your decade AND the paradigm in which

these markets operate … FX has been around in its modern incarnation since

the mid ‘70’s, and what was “true” about these markets from trading action to

who the players are over the years & decades sure as hell doesn’t apply today

… today’s FX paradigm came into being in January 2015 with the EURCHF

debacle, and don’t look for it to ever change cuz central banks are firmly in

control now and won’t ever give up power over FX unless it comes at the end of

a gun & heads get separated from shoulders.


I’ve had some very recent conversations with other trusted trading pros, guys

I’ve known for years and trade for a living, who still prefer to trade FX [although

not gold] over anything else … and they all say the same thing [paraphrasing]

… “yes vegas, you are right about the things you’ve been writing about

concerning FX pairs, and the loss of “spec monkeys” to other markets, but with

all due respect YOUR CONCLUSIONS ARE IN ERROR”! … OK, I say, please

enlighten me cuz I’m missing something here evidently … “the loss of the

“spec monkeys” has seen VIX go lower, but that only means running stops of

the “clueless specs” is less of an event than in the past … that actually IS GOOD

FOR US, cuz it means its INSTITUTIONAL FLOWS that run more of the market

than ever before … and while overall VIX is lower, as seen in the 20 Day Range

MA’s, the intraday moves are “purer” than they’ve ever been cuz of the loss of

the specs … you are right that it means less “pump & dump”, but that’s not a

negative in our view, it’s a VERY BIG POSITIVE, unless you focus simply on

“quick hits” for trading … it means our trades are longer and take more time

than in years past, but the flip side to that is spreads are as low as they are ever

going to get, along with RT commissions, and slippage is minimal … for sure,

you can’t trade EURUSD or USDJPY like you do Bitcoin, cuz they are totally

different, but that doesn’t mean they are less profitable either”.


And given that perspective, what clouds the issue is having trading pairs that run

the gamut in terms of VIX … and that means a “solution” for FX has got to be for

FX ONLY, and can’t be translated or superimposed on other markets … ratcheting

down VIX, and then creating algorithm parameters that spot things happening in

the market the naked eye can’t distinguish is of prime importance … cuz here’s

the deal folks … we have to be FASTER to the trade THAN OTHERS, cuz 1) you

don’t want collective spec company on your trade, AND 2) we have to EXIT

EARLY BEFORE THE TURN … and what my colleagues are saying is that the

institutional flows are good enough to do that, and that’s why they love FX in

this low VIX environment!


So before I take up crude oil, I’ll give FX another shot, although I’ll be focusing

more on EURUSD than other pairs cuz 1) total cost to trade is the LOWEST, and

2) it has the highest liquidity and volumes [on a par with USDJPY] … USDJPY is

the other trading pair worth noting, and I’ll be looking at that as well, along with

GBPJPY … given the slight modifications I have made in the trading algorithm

for the FX space, there should be ample opportunity in at least one of these 3

pairs  … to that end, below is a 20 Day Range MA table for selected FX pairs that

have decent spreads [right around 1 PIP or LOWER] … this will replace the

indices table, cuz I’m not interested in trading indices any longer.


click on table to enlarge

I’ll keep my eye on crude oil, but the costs to trade here are much higher relative

to the 3 FX pairs mentioned above … as it is, a 3 cent spread is acceptable, but it

sure as hell isn’t ideal either, whereas the costs in FX are the best around … gold

for its part I’m avoiding for now cuz it just isn’t “trading” relative to the costs and

risks [horrible stop hunts] … you pay a very high cost to trade gold, and then it

meanders around with “mystery ticks” galore until it decides to explode … if I

want explosions I’ll go over to Bitcoin, I don’t want them in FX cuz more often

than not it simply leads to the Loser Formation.


Onto the week … outta here … “the future looks so bright, I need sunglasses”! 😎

… Onward & Upward!!


-vegas





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