QuantumLogicTrading

QuantumLogicTrading

ECB Draghi: Draghi: Our Measures Are Working, Creating Jobs Draghi: Our Measures Ensure Recovery that Will Ultimately Benefit German Savers, Pensioners Draghi: We Take German Concerns Seriously Draghi: Economic Policies are Essential to Complement our Monetary Policy Draghi: Price Stability Doesn't Mean Inflation of 0% Draghi: We Need to Act When Inflation...

QuantumLogicTrading Updated 

USD has traded relatively flat following the slew of Fed speakers in the past 8hrs - despite Dec Fed Funds steepening aggressively from <50% implied probability to 56% probability of a hike. Perhaps more interestingly though, is that a fed hike has never happened in the past unless fed funds have priced 50% and recently we have traded below this figure which makes...

QuantumLogicTrading Updated 

USD has traded relatively flat following the slew of Fed speakers in the past 8hrs - despite Dec Fed Funds steepening aggressively from <50% implied probability to 56% probability of a hike. Perhaps more interestingly though, is that a fed hike has never happened in the past unless fed funds have priced 50% and recently we have traded below this figure which makes...

QuantumLogicTrading

ECB Draghi: Draghi: Our Measures Are Working, Creating Jobs Draghi: Our Measures Ensure Recovery that Will Ultimately Benefit German Savers, Pensioners Draghi: We Take German Concerns Seriously Draghi: Economic Policies are Essential to Complement our Monetary Policy Draghi: Price Stability Doesn't Mean Inflation of 0% Draghi: We Need to Act When Inflation...

QuantumLogicTrading Updated 

Long EURAUD: 1. Based on the last 16yrs of daily close data (since 01/01/2000 to date) EURAUD has a cumulative probability of a =>6th day lower at 0.87%, hence there is a implied 99.13% chance of reversal on the daily. Trading Strategy: 1. Buy EURAUD at market in 1xlot, and add 2x on each daily close lower from here. Start in VERY small lots to reduce risk...

QuantumLogicTrading Updated 

SHORT AUDNZD: 1. Based on the last 16yrs of daily close data (since 01/01/2000 to date) AUDNZD has a cumulative probability of a =>7th day lower at 0.5%, hence there is a implied 99.5% chance of reversal on the daily. 2. Technically there is also some nice structure about the 1.045 level. Trading Strategy: 1. Sell AUDNZD at market in 1xlot, and add 2x on...

QuantumLogicTrading

Long EURAUD: 1. Based on the last 16yrs of daily close data (since 01/01/2000 to date) EURAUD has a cumulative probability of a =>6th day lower at 0.87%, hence there is a implied 99.13% chance of reversal on the daily. Trading Strategy: 1. Buy EURAUD at market in 1xlot, and add 2x on each daily close lower from here. Start in VERY small lots to reduce risk...

QuantumLogicTrading

SHORT AUDNZD: 1. Based on the last 16yrs of daily close data (since 01/01/2000 to date) AUDNZD has a cumulative probability of a =>7th day lower at 0.5%, hence there is a implied 99.5% chance of reversal on the daily. 2. Technically there is also some nice structure about the 1.045 level. Trading Strategy: 1. Sell AUDNZD at market in 1xlot, and add 2x on...

QuantumLogicTrading Updated 

ECB DRAGHI: -ECB'S DRAGHI SAYS OVERBANKING A FACTOR IN LOW LEVEL OF BANK PROFITABILITY -ECB'S DRAGHI SAYS OVERCAPACITY MEANS SECTOR IS NOT EFFICIENT -ECB'S DRAGHI SAYS LIFE INSURERS FACE WEAK PROFITABILITY UNLESS THEY REFORM BUSINESS MODELS -ECB'S DRAGHI SAYS MARGIN AND HAIRCUT REQUIREMENTS COULD IMPROVE FINANCIAL STABILITY BOE'€™S FORBES: NOT YET...

QuantumLogicTrading

ECB DRAGHI: -ECB'S DRAGHI SAYS OVERBANKING A FACTOR IN LOW LEVEL OF BANK PROFITABILITY -ECB'S DRAGHI SAYS OVERCAPACITY MEANS SECTOR IS NOT EFFICIENT -ECB'S DRAGHI SAYS LIFE INSURERS FACE WEAK PROFITABILITY UNLESS THEY REFORM BUSINESS MODELS -ECB'S DRAGHI SAYS MARGIN AND HAIRCUT REQUIREMENTS COULD IMPROVE FINANCIAL STABILITY BOE'€™S FORBES: NOT YET...

QuantumLogicTrading

ECB ECONOMIC BULLETIN: -Economic Recovery In The Euro Area Is Continuing -Moderate Global Growth Continued In The First Half Of 2016 -Governing Council Expects The Economic Recovery To Proceed At A Moderate But Steady Pace -Annual Real GDP Expected To Increase By 1.7% In 2016, By 1.6% In 2017 And By 1.6% In 2018 -Annual HICP Inflation Seen At 0.2% In 2016, 1.2%...

QuantumLogicTrading

ECB ECONOMIC BULLETIN: -Economic Recovery In The Euro Area Is Continuing -Moderate Global Growth Continued In The First Half Of 2016 -Governing Council Expects The Economic Recovery To Proceed At A Moderate But Steady Pace -Annual Real GDP Expected To Increase By 1.7% In 2016, By 1.6% In 2017 And By 1.6% In 2018 -Annual HICP Inflation Seen At 0.2% In 2016, 1.2%...

QuantumLogicTrading

Gov Lowe speech Highlights: -RBA GOV LOWE SAYS INFLATION IS EXPECTED TO REMAIN LOW FOR SOME TIME, BUT THEN TO GRADUALLY PICK UP AS LABOUR MARKET CONDITIONS STRENGTHEN -RBA GOV LOWE SAYS OUR VIEW IS THAT A FLEXIBLE MEDIUM-TERM INFLATION TARGET REMAINS THE RIGHT MONETARY POLICY FRAMEWORK FOR -RBA GOV LOWE SAYS  A FLEXIBLE MEDIUM-TERM TARGET IS THE BEST WAY...

QuantumLogicTrading

Gov Lowe speech Highlights: -RBA GOV LOWE SAYS INFLATION IS EXPECTED TO REMAIN LOW FOR SOME TIME, BUT THEN TO GRADUALLY PICK UP AS LABOUR MARKET CONDITIONS STRENGTHEN -RBA GOV LOWE SAYS OUR VIEW IS THAT A FLEXIBLE MEDIUM-TERM INFLATION TARGET REMAINS THE RIGHT MONETARY POLICY FRAMEWORK FOR -RBA GOV LOWE SAYS  A FLEXIBLE MEDIUM-TERM TARGET IS THE BEST WAY...

QuantumLogicTrading

RBNZ not adding much new in their September statement, and imo, Gov Wheelers speech highlighting the issues with trying to control a ccy with the cash rate makes the persistent worries regarding kiwi/ nzd strength less of a dovish factor than it may appear. Nonetheless, the statement on the margin was neutral, with perhaps the pressure for a lower kiwi and...

QuantumLogicTrading

RBNZ not adding much new in their September statement, and imo, Gov Wheelers speech highlighting the issues with trying to control a ccy with the cash rate makes the persistent worries regarding kiwi/ nzd strength less of a dovish factor than it may appear. Nonetheless, the statement on the margin was neutral, with perhaps the pressure for a lower kiwi and...

QuantumLogicTrading Updated 

Long EURNZD: 1. Based on the last 16yrs of daily close data (since 01/01/2000 to date) EURNZD has a cumulative probability of a =>6th day lower at 0.5%, hence there is a implied 99.5% chance of reversal on the daily. 2. Also we see the Z-Score for, Monthly, 3m and 2wk all above 1SD. 3. Fundamentally I also like being long EUR given the ECBs new more neutral...

QuantumLogicTrading Updated 

Long GBPNZD: 1. Based on the last 16yrs of daily close data (since 01/01/2000 to date) GBPNZD has a cumulative probability of a =>6th day lower at 0.99%, hence there is a implied 99% chance of reversal on the daily. 2. Also we see the Z-Score for, Monthly, 3m and 2wk all above 1.5SD - with 1m heavily over sold at -2SD. 3. Fundamentally Sterling looks a little...