Nashville-area futures trader, looking for active discussions on research, coding, et

Discussion in Traders Hideout

Updated August 5, 2016

Nashville-area futures trader, looking for active discussions on research, coding, et

August 5th, 2016, 01:37 PM

#11 (permalink)

ClutchAce

Cookeville, TN

Elite Member

Experience: Advanced

Platform: Sierra Chart, IB, Python

Trading: NQ, DAX, TOPIX

Frequency: Daily

Duration: Hours

Posts: 71 since Oct 2011

Thanks Given: 18

Thanks Received: 21

StreetPreacher

Sorry for the late response. I broke my arm and am trying to recover from that so haven't been trading much recently. I like to watch the VIX, the 2year US T bond yield and the 2 year DE bond yield. Sometimes Ill look at Gold as well for correlated markets. Id say I get the most out of watching the VIX and the 2 year UST yield. When I see the Euro climb when the 2 year UST goes up I know I'm looking for a reason to Short it. I see a lot of opportunities when there is divergence between these markets and the Euro. The man who trained me gave me a lot of confidence in trading the market this way. Also predicting where value is going to be in the next 12 to 24 hours has helped as well. Your looking to build a black box based on correlated markets?

Thanks for sharing, interesting info...I could be reading tea leaves but it does seem that, since the Brexit vote some of the correlation strengths have weakened, but when a sharp move does come around in USTs the currency and energy futures still react with some conviction.

Re: black box, no, any logic dealing with intermarket correlations would be supplemental, not the prime driver of a decision.