intraday dax YM SEPTEMBRE 2019

[mobydick]

[mobydick]

No comment car je pense sortir assez rapidement de la charte du site

Le pal est trop doux je pense ...

[mobydick]

Non : le mien n'est pas rentré ?

Le plus simple : tu crées @netjoker5 ...

[mobydick]

Je te voyais pas comme ça ...

[mobydick]

Repo : pas mal celui là ... qui va dans le sens de ce que je disais avec ma petite compréhension : les effets pervers des reserves obligatoires post 2008

https://twitter.com/NathanTankus/status/1174992669040422912

[mobydick]

voila, ils cherchent à cloturer sur les plus hauts en cloture un vendredi... pfff

je demande un expert qu'il vienne nous expliquer en live comment on fait pour entrer sur le marché si on veut être long ?

parce que les mes qui vont venir nous expliquer mercredi matin de la semaine prochaine qu'il fallait acheter la résistance, que c'était évident, et qui vont nous donner des objectifs de profit à la hausse.... ben je les sens venir les losers !

C'est toute la différence du trading en live et du trading le soir une fois le marché fermé !!

[mobydick]

Si tu veux user tes neurones :

FT d'hier par Gillian Tett

What the heck happened? That is a question many market participants are asking about events this week at the US Federal Reserve. But the confusion is not due to the issue that was supposed to grab headlines — namely Wednesday’s announcement on interest rates. That storyline is clear (ish): although the Fed cut its core policy rate by 25 basis points, officials also signalled their reluctance to cut rates again too soon while growth is strong. That is sensible, predictable and readily understandable. Instead the development that is sowing shock and confusion is related to the normally arcane matter of financial plumbing. At the start of the week, overnight borrowing rates in the repurchase or repo market, where traders do short-term deals to swap Treasuries for cash, suddenly rose to 10 per cent, up from their normal levels of 2-2.5 per cent.

Repo rates declined after the New York branch of the Fed pumped $75bn into the markets for three days running. But conditions remain jittery. After all, the last time we experienced this scale of gyrations in repo rates was the 2008 financial crisis. So should investors worry? Yes — and no. One piece of good news about this week’s events is that the movements were not sparked by the same issues in the 2008 panic, namely a fear of financial collapse. Instead, the trigger appears to be due to “temporary mismatches in the demand for funding and availability of cash”, as JPMorgan explained to its clients in a note. More specifically, American companies typically need around $100bn of cash to pay tax bills on September 15, which prompts big withdrawals from the money market funds that are an increasingly crucial pillar of the repo markets. This year, this outflow coincided with Monday’s $54bn settlement of Treasury coupons, creating more demand for cash.

The resulting squeeze may have been exacerbated by an additional dash for funding among players hit by the unexpected surge in oil prices due to the drone strike in Saudi Arabia. The other bit of good news is that Fed officials seem ready to offset these temporary problems by employing “flexibility when needed”, as Simon Potter, then a senior official at the New York Fed, noted last year. This nimble and creative approach is another contrast to 2008 — and very welcome. But here is the bad news: the fact that a “temporary” cash squeeze created so much drama shows that neither the Fed nor investors completely understand how the cogs of the modern financial machine mesh. That is partly because “money markets have been and are now changing quickly in response to regulatory, technology and business model incentives”, as Mr Potter put it.

A decade of extraordinary monetary policy experiments has left the system badly distorted. Thus the Fed is now like a pilot flying a plane with an engine that has been stealthily remodelled. Neither the passengers nor the pilot knows how the engine’s shifting cogs might affect the controls during a wave of turbulence, because there is little historical precedent. Take the matter of bank reserves. Quantitative easing earlier this decade caused an explosion in the level of reserves that private banks place on deposit with the Fed, hitting a peak of $2.9tn in 2014. Since the Fed started rolling back QE a couple of years ago, those reserves have shrunk to $1.3tn as of this summer.

Until recently, Fed officials thought that was enough cash to keep the system running smoothly. Although $1tn in reserves are tied up by regulatory and liquidity requirements, the remaining $300bn “buffer” was presumed to be sufficient to absorb unexpected market shocks. This calculation was always a guess, not scientific projection, since the Fed has never before unleashed QE — or tried to unwind it. And, as Lorie Logan of the New York Fed said in 2017, you only truly know that a reserve buffer has run out when rates spike. The best guess now is that $300bn is not big enough. “The Fed is learning as it goes,” explains BMO Capital Markets. Although Fed officials will probably introduce new tools to create additional safety buffers, JPMorgan fears that “this sort of volatility will only persist” given all the structural changes under way. This is unnerving. But the bigger point that investors need to understand is this: the more that QE (and its partial reversal) reshapes global finance, the greater the risk that the cogs in the machine unexpectedly misfire. That is no reason to panic. But central bank pilots — like investors — are learning on the job. Better hope they stay completely alert.

[bambi]

https://chevallier.biz/jerome-powell-a-la-derive/

réservé aux abonnés

[raptor90]

bouge pas ce marché, besoin d'un bon coup de balai ?

[mobydick]

ok
moi chez AMP il te coupe direct à chaque fois cest toi qui doit basculer... la première fois ça surprend

et le Only j''ai jamais rien compris

moi non plus : je fais simple , je vais là ou il y a le plus de volume et en général c'est le full

[mobydick]

40 points sur MiniDax depuis 08H00 , 89 sur YM depuis 0H00 : c'est pas la volatilité de rêve ...

[mobydick]

netjoker

Je suis sur le full et pour l'instant sur PRT il est toujours 09/19 avec le même volume

le swicth se fera pour lundi matin je pense

[mobydick]

UBI sur 70 : comme quoi on peut aussi sortir trop tôt sur les actions ...

[raptor90]

ça chauffe chez chip




https://france3-regions.francetvinfo...s-1725205.html

[mobydick]

j'étais un peu comme toi mais je m'aperçois que le KIS appliqué aux actions avec de la vol ça fonctionne pas mal : Mog / bbLines / Fibo et roule ma poule ...

En général, c'est après une nouvelle et donc une explosion de la vol qu'il y a à faire sur ces bestiaux : la vieille règle qui disait qu'il faut trois jours au marché pour digérer une nouvelle fonctionne encore pas mal sur ces sous jacents ... donc faut en profiter tant que ça dure !