woensdag, maart 14, 2007

Update14/03 - CAC40, Eurostoxx50 en Bund

Ongelooflijk weer wat er vandaag gebeurde. Opnieuw worden we geconfronteerd met zware verliesposities omwille van onze stoplevels die blijkbaar nog niet ver genoeg van onze instapposities liggen. Indien CAC40 en Eurostoxx50 dergelijke volatiliteit blijven vertonen dan valt er met onze huidige strategie voor deze contracten geen eer meer te halen. Waarom? Simpel, omdat we dan verplicht worden de stops te ver van onze instapposities te gaan plaatsen en onze risk% per trade t.o.v. ons risicokapitaal niet meer in verhouding is... Laat dat nu in het verleden net de reden zijn dan we ver uit de buurt bleven van de Amerikaanse futures en ook de DAX links lieten liggen. Met de huidige volatiliteit dient véél korter op de bal te worden gespeeld, eventuele instapposities kunnen intraday worden bepaald, rekening houdend met de intradaytrend, oplopend/afnemend volume en momentum. Voorlopig gaan wij aan de zijlijn staan en onze wonden likken...

Voorlopig dus geen posities meer voor de komende dagen.




Groeten,

Zerosumtrader
Zerosumtraders@gmail.com





16 Comments:

At 09:47, Anonymous Anoniem said...

Hoi Zerosum,

Hoe gaat het ermee? Het is hier wel stil geworden, jammer. Al aan het rentenieren zeker? :)

Gr. Jos

 
At 01:48, Blogger Zerosumtrader said...

Hey Jos,

Zoals je kon lezen in mijn laatste posting kwam ik tot de vaststelling dat de gehanteerde strategie niet meer afdoende was in de sterk volatieler geworden futurescontracten waarin ik posities innam. Let wel, ik handel nog steeds in de Eurostoxx, CAC40 (minder in de Bund) maar target en stoploss zijn een stuk 'korter op de bal' en bepaal ik intraday. Dat is de voornaamste reden dat ik niet meer post op de weblog. Het heeft immers geen enkele zin te schrijven welke posities intraday werden ingenomen omdat dit toch altijd 'vijgen na pasen zijn', zelfs als dit onmiddellijk na de positie-inname zou gebeuren... Wat betreft het rentenieren : is niet mijn belangrijkste doelstelling maar mijn risicokapitaal op een spaarboekje zetten met +/- 4% interest, daar gaat het nu nèt iets te goed voor.... ;-)

 
At 08:46, Anonymous Anoniem said...

Hoi Zeromsum,

Harstikke goed nieuws joh! Ik was namelijk in de veronderstelling dat je, door de volatiliteit, niet meer genoeg kapitaal had om je 3 contracten verantwoord te traden. Gelukkig is dat niet het geval. :)

Kan ik concluderen dat je nu een fulltime trader bent, of bepaal je de targets intraday op het werk bijvoorbeeld?

Het zou wel leuk zijn als je misschien eens per week een transactie kunt uitlichten? Kun je hem voor jezelf evalueren, en misschien krijg je er nog leerzame reacties op ook nog. :)

Gr. Jos

 
At 00:45, Blogger Zerosumtrader said...

Jos,

Ik ben zeker geen fulltime trader maar werk gelukkig slechts 4/5... Korte stops blijven de belangrijkste eigenschap in mijn tradingstrategie. Het verschil zit hem in het feit dat ik nu handel op basis van de koersontwikkeling intraday en dus véél korter op de bal speel. Voordien bepaalde ik - aan de hand van de slotkoers - op welke niveaus ik de volgende dag zou instappen. Voordeel : er doen zich uiteraard nu meer opportuniteiten voor (alhoewel ik maximaal 1 à 2 trades per dag doe). Keerzijde van de medaille : het is niet meer van "ordertje inleggen, target en stoploss bepalen en dan 's avonds even kijken hoe de zaken zijn uitgedraaid". Gemiddeld trade ik zo een twee dagen per week waarbij ik mij vooral focus op de voormiddag tussen 09.00 en 11.00 uur. Bij instap staat de profittarget en stoploss vast. Worden deze niet gehaald dan zal de positie afgesloten worden voor het einde van de handelsdag.

Wat betreft de evaluatie van de trades : Elke trade die ik aanga wordt sowieso gedetailleerd uitgeschreven met uitgeprinte grafiekbijlage in een tradedagboek. Een titanenwerk maar inderdaad pure noodzaak om te kunnen evalueren en bij te leren.

 
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