ETHUSD

This article was published on: 23 Nov, 2017

23 Nov

Ethereum (ETHUSD) se está transando a niveles de USD 419. La resistencia en el gráfico diario está en torno a los 400 y en el gráfico semanal en torno a los 380. Si mañana cierra sobre 400 confirma un rompimiento alcista. En las imágenes se observan los posibles niveles basados en extensiones de fibonacci en distintos time frame.

USDCLP

This article was published on: 06 Mar, 2017

6 Mar

We got a false breakout of 645 level to the downside. 665-670 level could be key resistance area and a monthly close below 650 can confirm a downtrend. Currently the sideways channel 645-680 is still in control.

USCLP CHART

This article was published on: 19 Ene, 2017

19 Ene

The weekly usdclp chart remain sideways with key support at 650 and key resistance at 680.

Futures charts

This article was published on: 26 Sep, 2016

26 Sep

dow-jones-weekly-2016-09-26_13-21-26

nasdaq-daily-2016-09-26_13-18-35

nasdaq-weekly-2016-09-26_13-18-35

sp-weekly-2016-09-26_13-21-26

Bonds and Interest rates 101 by Jim Schultz

This article was published on: 25 Sep, 2016

25 Sep

What is a bond?
A bond is a term used to describe a type of debt. A company might sell bonds to raise money from investors at a certain interest rate (the bond’s coupon rate) over a period of time (until the bond’s maturity).

To make bonds easier to understand, we can think of them like borrowing money from a bank or a credit card. If a bank loans us $10,000 at a 5% interest rate, they have in essence bought a bond from us. To get money from the bank now, we agree to pay them back the initial loan amount plus interest over a set period of time. Similarly, companies selling bonds get money from bond investors now and pay it back plus the coupon rate over the bond’s maturity.
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Gamma sign

This article was published on: 16 Jun, 2016

16 Jun

Like the other Greeks, gamma can be either positive or negative. Here is one key difference to remember: positive gamma positions will see their gains accelerate and losses decelerate while negative gamma positions will see their gains decelerate and losses accelerate.

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Exit strategies for Credit Spreads

This article was published on: 11 Jun, 2016

11 Jun

In this example a PCLN bull put credit spread.

Bull put credit spread for Priceline :

Sell 1 DEC 600 strike put @-$11.10 (-$1,100.00 per 1 contract)

Buy 1 DEC 595 strike put @ $10.20 ( $1,020.00 per 1 contract)

Initial net credit = -$ 0.90 ( $ 90.00 for 1 contract spread)

Maximum risk / margin requirement = $ 4.10 ( $410.00 for 1 contract)

Percent maximum return = 22% ($0.90 max. gain / $4.10 requirement)

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Tos Code: IV Rank

This article was published on: 09 Jun, 2016

9 Jun

1) Go to ‘Charts’ tab
2) Click on the «eye-dropper» icon (officially called «edit studies icon»…same line where you type in the ticker same symbol, first icon moving left to right)
3) Click on «Edit Studies» and then «New»… Lower left hand corner
4) Delete everything in the box. (plot Data = close;)
5) Paste the entire code listed below
6) Name the Study
7) Click ‘OK’
8) Click ‘Apply’
9) Click ‘OK’

declare upper;
input period = AggregationPeriod.DAY ;
#hint period: time period to use for aggregating implied volatility.
input length =252 ;
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Tos Code: IV Rank & IV Percentile Overlayed (Will Work For Futures)

This article was published on: 09 Jun, 2016

9 Jun

————————START BELOW THIS LINE————————–
#
# tastytrade/dough Research Team
# Michael Rechenthin, Ph.D.
# Follow me on twitter: @mrechenthin
#
# IV Rank is a description of where the current IV lies in comparison
# to its yearly high and low IV
#
# IV Percentile gives the percentage of days over the last year, that
# were below the current IV
#
# For information on the two, see Skinny on Options Data Science,
# titled «IV Rank and IV Percentile»
# http://ontt.tv/1Nt4fcS
#
# version 2.1
#
declare lower;
declare hide_on_intraday; # do not display when using intra-day plots
input days_back = 252; # it is most common to use 1-year (or 252 trading days)

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Difference between IV Rank & IV Percentile

This article was published on: 08 Jun, 2016

8 Jun

IV Rank and IV Percentile

IV percentile is a measure of implied volatility vs its past values. This is best explained by an example: If IBM IV percentile is 34% – It means that current IV value is higher than 34% of previous values (and of course, lower than 64% of them).

IV Rank is also a measure of implied volatility vs its past values, but it looks only at the highest and lowest values. The formula is:

[IV – Lowest_IV]
__________________
[Highest IV – Lowest IV]

If IV values are not too extreme and the look-back period is long enough (about a year) then values will be very similar, but we feel that IV percentile is a better indicator and is more robust (albeit harder to calculate).

This simplified example can will show the difference between the calculations:

IV-Rank-Vs-Percentile

Assuming 4 past IV values, we calculated the rank and percentile for a new IV value – 15. When calculating the IV rank, we can see that 15 is exactly the middle between the highest and lowest IV values, and Thus the rank will be 50%. We can also see that 15 is larger than 3 past values out of the four values in our set, so the rank will be 75%.

Source: OptionSamurai

Cobre

This article was published on: 07 Feb, 2016

7 Feb

El cobre tuvo una semana alcista pero retrocedió en la resistencia 2.14 (anterior soporte). Arriba tenemos resistencias en torno a 2.14, 2.43 y 2.95-3. En caso contrario, si rompe los recientes mínimos en torno a 1.935 existe soporte alrededor de 1.40. El gráfico del cobre sigue muy débil.

Copper 2016-02-07_14-48-05

US Dollar Index

This article was published on: 07 Feb, 2016

7 Feb

Fue una semana bajista para el dólar americano. Sin embargo, rebotó en el soporte del canal alcista actual y si rompe el canal existe soporte en niveles de 95,5 y 94.

us dollar index 2016-02-07_14-41-09

USDCLP

This article was published on: 26 Ene, 2016

26 Ene

El máximo histórico del peso chileno se registró en el año 2003 en torno a 753-758. Actualmente se está cotizando a niveles de 717 cercano a una resistencia del año 2001 y 2003 (ahora soporte). Miraremos de cerca el cierre de esta semana antes de cubrir ninguna posición. Pensamos que mientras se mantenga sobre 700 existe potencial alcista.

usdclp 2016-01-26_14-28-15

NUEVAS ALIANZAS

This article was published on: 04 Mar, 2015

4 Mar

Nuestros clientes ahora pueden invertir utilizando nuestros productos con los siguientes brokers: ETX, Varengold Bank, FxPrimus y FXCM. Para abrir una cuenta sólo siga el enlace del broker de su preferencia en la página Alianzas.

 

Kysatrading: Sistemas automáticos de trading para los mercados de forex y acciones.

This article was published on: 03 Nov, 2014

3 Nov

¡Bienvenido a Kysatrading! Aquí encontrará información relacionada con sistemas de comercialización automatizados para forex (mercado de divisas) y acciones. Encontrará desempeño y estadísticas de nuestros sistemas y debates relacionados con todos nuestros productos.