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EYAL [email protected]
HOW TO LEVERAGE ECONOMIC EVENTS FOR HIGH REWARDS IN THE FUTURES AND FX MARKETS
COLLECT FACTS > ANALYZE > TAKE A FIRM DECISION
QUESTION
WHICH FUTURES CONTRACT REACTS MOST SIGNIFICANTLY AFTER RELEASE OF UNEMPLOYMENT RATE IN THE US?
INTRODUCTION
WHY ECONOMIC EVENTS?
INTRODUCTION
SOURCE OF VOLATILITYOPPORTUNITY
PRE-SCHEDULED EXPECTED VOLATILITY
VS. SURPRISING
RECURRENCEABILITY TO
MEASURE\VALIDATE
BUT, IS TRADING ECONOMIC EVENTS DANGEROUS?!
INTRODUCTION
INTRODUCTION
INTRODUCTION
TRADING ECONOMIC EVENTS
PREPARARING
HOW?
SHOULD I SELL OR BUY?
ALGORITHMIC TRADING ACTS
VERY FAST?
IF STRONGER SHOULD I BUY?
WHICH ASSET?
TRADING ECONOMIC EVENTS
PREPARARING
HOW?
ALGORITHMIC TRADING ACTS
VERY FAST?
IF STRONGER SHOULD I BUY?
WHICH ASSET?
STOP!SHOULD I
SELL OR BUY?
PREPARATION - THE BASICS
PREPARARING
PREVIOUS RELEASE
EXPECTED
RANGE
SURPRISE RANGE
3
4
1 2
1
2
3
4
PREPARATION - SIMULATION
PREPARARING
REACTING
REVIEW RESULTS, GET STATISTICS, TAKE A FIRM DECISION
AFTER RELEASE - REAL TIME
REACTING
WHICH ASSET TO BUY\SELL
STOP LOSS
PROFIT TARGET
EXPECTED VOLATILITY
TRADE DURATION
CONCLUSION
TRADING ECONOMIC EVENTS=
OPPORTUNITY
COLLECT FACTS > ANALYZE > TAKE A FIRM DECISION
CONCLUSION
QUESTION
ANSWER
WHICH FUTURES CONTRACT REACTS MOST SIGNIFICANTLY AFTER RELEASE OF UNEMPLOYMENT RATE IN THE US?
S&P500NEGATIVE UNEMPLOYMENT RATE
-> LIFTS THE S&P500
CONCLUSION
NEGATIVE UNEMPLOYMENT RATE -> LIFTS THE S&P500
THE END
HOW DO WE SIMULATE TRADING?
STOP
MINIMUM PROFIT
MAX LOSS
MIN RISK
RATIO
ATR
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